OOIR: Observatory of International Research

Papers

(The TQCC of Econometric Reviews is 1. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2021-10-01 to 2025-10-01.)

Article	Citations
ANNOUNCEMENT	22
Variable selection in linear regressions with possibly all strongly correlated covariates	15
Time series quantile regression kink with an unknown threshold	14
Optimal model averaging for divergent-dimensional Poisson regressions	14
Estimation of counterfactual distributions with a continuous endogenous treatment	12
List of reviewers for Econometric Reviews , volume 43	10
The heterogeneous impact of parental leave take up on the wage distribution: Evidence from Luxembourg	9
Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators	8
Estimation of random functions proxying for unobservables	7
Correction	7
Nonstationary heterogeneous panels with multiple structural changes	6
GLS estimation and confidence sets for the date of a single break in models with trends	4
In memory of Michael McAleer: special issue of Econometric Reviews	4
Using machine learning for efficient flexible regression adjustment in economic experiments	4
Nonseparable panel models with index structure and correlated random effects	4
A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models*	4
Directional predictability tests	4
A note on kernel density estimation for undirected dyadic data	4
Quantile random-coefficient regression with interactive fixed effects: Heterogeneous group-level policy evaluation	4
Forecasting vector autoregressions with mixed roots in the vicinity of unity	3
Time-dependent shrinkage of time-varying parameter regression models	3
Bootstrap inference on a factor model based average treatment effects estimator	3
Beyond the bid–ask: strategic insights into spread prediction and the global mid-price phenomenon	3
Towards a raw-data dynamic structural model with its descriptive applications	3
Testing the endogeneity of a spatial weight matrix in the weak-tied spatial dynamic panel data model	3

Nonlinear GMM estimation in dynamic panels with serially correlated unobservables	2
Copula joint estimation for spatial dynamic panel data models with endogeneity issues	2
Model averaging for generalized linear models in diverging model spaces with effective model size	2
High-dimensional mixed data sampling models with a covariate-dependent threshold	2
Inference in a similarity-based spatial autoregressive model	2
Testing predictability of stock returns under quantile regression: A bootstrapping double-weighted approach	2
Model selection and model averaging for matrix exponential spatial models	2
The application of multiple-output quantile regression to the US financial cycle	2
Robust inference on income inequality: t- statistic based approach	2
Inference in an incomplete information entry game with an incumbent and with beliefs conditioned on unobservable market characteristics	2
The variances of non-parametric estimates of the cross-sectional distribution of durations	2
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model	2
Regularized maximum likelihood estimation for the random coefficients model	2
Indirect inference estimation of higher-order spatial autoregressive models	2
Powerful t-tests in the presence of nonclassical measurement error	2
Income and democracy: a semiparametric approach	1
Inference on matrix-valued factor models under a fixed time horizon	1
Quantile means and quantile share standard errors and a toolbox of distributional statistics	1
Rotation group bias and the persistence of misclassification errors in the Current Population Surveys	1
Testing for time-varying factor loadings in high-dimensional factor models	1
Estimation bias in the Ornstein-Uhlenbeck process with flow data	1
Bandwidth selection for nonparametric regression with errors-in-variables	1
Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency	1
Testing rank similarity in the local average treatment effects model	1
ER interview: Essie Maasoumi, editor of Econometric Reviews (1987–2024)	1
Indian Buffet process factor model for counterfactual analysis	1
Spectral estimation for mixed causal-noncausal autoregressive models	1
Ordered correlation forest	1
Automatic variable selection for semiparametric spatial autoregressive model	1
Robust nonparametric frontier estimation in two steps	1
A hybrid nonparametric multivariate density estimator with applications to risk management	1
Robust estimation of regression models with potentially endogenous outliers via a modern optimization lens	1
Monitoring the direction of the short-term trend of economic indicators	1
Panel data nowcasting	1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models	1
Specification tests for univariate diffusions	1
Shrinkage estimation of censored quantile regression for panel data models with grouped latent heterogeneity	1
Common and idiosyncratic conditional volatility: Theory and empirical evidence from electricity prices	1
Testing independence between exogenous variables and unobserved errors	1
GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors	1
Best Paper Award: Econometric Reviews, 2024	1
Estimation of a partially linear seemingly unrelated regressions model: application to a translog cost system	1
Fellows and scholars of Econometric Reviews , 2024	1
Goodness of fit tests in spatial autoregressive stochastic frontier models	1
Latent local-to-unity models	1