OOIR: Observatory of International Research

Papers

(The TQCC of Econometric Reviews is 2. 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 2022-08-01 to 2026-08-01.)

Article	Citations
ANNOUNCEMENT	36
Variable selection in linear regressions with possibly all strongly correlated covariates	25
Time series quantile regression kink with an unknown threshold	13
The heterogeneous impact of parental leave take up on the wage distribution: Evidence from Luxembourg	12
Estimation of counterfactual distributions with a continuous endogenous treatment	12
Testing collusion and cooperation in binary choice games	9
List of reviewers for Econometric Reviews , volume 43	9
Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators	8
Correction	8
Nonseparable panel models with index structure and correlated random effects	6
Estimation of random functions proxying for unobservables	6
A note on kernel density estimation for undirected dyadic data	6
Directional predictability tests	5
GLS estimation and confidence sets for the date of a single break in models with trends	5
Nonstationary heterogeneous panels with multiple structural changes	5
Predictive extremile regression with persistent covariates: IVX-ER approach	5
In memory of Michael McAleer: special issue of Econometric Reviews	4
Attenuation bias vs selection bias: a multi-outcome three-stage model	4
A regularization approach to optimizing large portfolios under asymmetries in returns and risk attitudes	4
Using machine learning for efficient flexible regression adjustment in economic experiments	4
Towards a raw-data dynamic structural model with its descriptive applications	4
Bootstrap inference on a factor model based average treatment effects estimator	4
Estimating the Number of Latent Factors: A Comparative Analysis	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	4

Nonlinear GMM estimation in dynamic panels with serially correlated unobservables	3
Correction	3
Indirect inference estimation of higher-order spatial autoregressive models	3
Powerful t-tests in the presence of nonclassical measurement error	3
The variances of non-parametric estimates of the cross-sectional distribution of durations	3
High-dimensional mixed data sampling models with a covariate-dependent threshold	3
Beyond the bid–ask: strategic insights into spread prediction and the global mid-price phenomenon	3
Inference in an incomplete information entry game with an incumbent and with beliefs conditioned on unobservable market characteristics	3
Latent factor models with functional single-index loadings	3
Testing predictability of stock returns under quantile regression: A bootstrapping double-weighted approach	3
Time-dependent shrinkage of time-varying parameter regression models	3
Testing the endogeneity of a spatial weight matrix in the weak-tied spatial dynamic panel data model	3
Double/debiased machine learning for semiparametric synthetic difference-in-differences models	3
Switching the Leverage Switch	3
Inference in a similarity-based spatial autoregressive model	3
Robust inference on income inequality: t- statistic based approach	2
Shrinkage estimation of censored quantile regression for panel data models with grouped latent heterogeneity	2
Ridge stochastic discount factors	2
Model averaging for generalized linear models in diverging model spaces with effective model size	2
Indian Buffet process factor model for counterfactual analysis	2
The application of multiple-output quantile regression to the US financial cycle	2
Copula joint estimation for spatial dynamic panel data models with endogeneity issues	2
Quantile means and quantile share standard errors and a toolbox of distributional statistics	2
Common and idiosyncratic conditional volatility: Theory and empirical evidence from electricity prices	2
Spectral estimation for mixed causal-noncausal autoregressive models	2
ER interview: Essie Maasoumi, editor of Econometric Reviews (1987–2024)	2
High-dimensional time-varying coefficient estimation in diffusion models	2
Inference on matrix-valued factor models under a fixed time horizon	2
Almost dominance: inference and application	2
Regularized maximum likelihood estimation for the random coefficients model	2
Ordered correlation forest	2
Tying Maximum Likelihood Estimation for Dependent Data	2
Copula-based expectile regression: estimation and inference	2