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 2021-05-01 to 2025-05-01.)

Article	Citations
List of referees	32
ANNOUNCEMENT	22
Optimal model averaging for divergent-dimensional Poisson regressions	19
Variable selection in linear regressions with possibly all strongly correlated covariates	14
Estimation of counterfactual distributions with a continuous endogenous treatment	12
Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing	11
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
Estimation of random functions proxying for unobservables	8
Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators	8
Using machine learning for efficient flexible regression adjustment in economic experiments	7
Nonstationary heterogeneous panels with multiple structural changes	7
Directional predictability tests	7
Modeling heterogeneous treatment effects in the presence of endogeneity	6
GLS estimation and confidence sets for the date of a single break in models with trends	5
A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models*	4
Quantile random-coefficient regression with interactive fixed effects: Heterogeneous group-level policy evaluation	4
A note on kernel density estimation for undirected dyadic data	4
In memory of Michael McAleer: special issue of Econometric Reviews	4
Nonseparable panel models with index structure and correlated random effects	4
Time-dependent shrinkage of time-varying parameter regression models	4
Estimation of dynamic panel data models with a lot of heterogeneity	3
Beyond the bid–ask: strategic insights into spread prediction and the global mid-price phenomenon	3
Testing the endogeneity of a spatial weight matrix in the weak-tied spatial dynamic panel data model	3
Forecasting vector autoregressions with mixed roots in the vicinity of unity	3

High-dimensional mixed data sampling models with a covariate-dependent threshold	3
Bootstrap inference on a factor model based average treatment effects estimator	3
Indirect inference estimation of higher-order spatial autoregressive models	3
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
The application of multiple-output quantile regression to the US financial cycle	2
Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves	2
Common and idiosyncratic conditional volatility: Theory and empirical evidence from electricity prices	2
Powerful t-tests in the presence of nonclassical measurement error	2
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model	2
Inference in a similarity-based spatial autoregressive model	2
Regularized maximum likelihood estimation for the random coefficients model	2
Model averaging for generalized linear models in diverging model spaces with effective model size	2
Robust inference on income inequality: t- statistic based approach	2
Estimation of average treatment effect based on a semiparametric propensity score	2
Quantile regression with interval data	2
Model selection and model averaging for matrix exponential spatial models	2
Ordered correlation forest	2
Testing predictability of stock returns under quantile regression: A bootstrapping double-weighted approach	2
Panel data nowcasting	1
Income and democracy: a semiparametric approach	1
Indian Buffet process factor model for counterfactual analysis	1
ER interview: Essie Maasoumi, editor of Econometric Reviews (1987–2024)	1
Automatic variable selection for semiparametric spatial autoregressive model	1
GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors	1
Rotation group bias and the persistence of misclassification errors in the Current Population Surveys	1
Inferring inequality: Testing for median-preserving spreads in ordinal data	1
Best Paper Award: Econometric Reviews, 2024	1
Monitoring the direction of the short-term trend of economic indicators	1
Robust nonparametric frontier estimation in two steps	1
A simple test of completeness in a class of nonparametric specification	1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models	1
Testing independence between exogenous variables and unobserved errors	1
Efficient semiparametric copula estimation of regression models with endogeneity	1
Spectral estimation for mixed causal-noncausal autoregressive models	1
Fellows and scholars of Econometric Reviews , 2024	1
Right tail information and asset pricing	1
Bandwidth selection for nonparametric regression with errors-in-variables	1
Estimation of a partially linear seemingly unrelated regressions model: application to a translog cost system	1
Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures	1
An IV estimator for a functional coefficient model with endogenous discrete treatments	1
Specification tests for univariate diffusions	1
Determination of different types of fixed effects in three-dimensional panels*	1
Quantile means and quantile share standard errors and a toolbox of distributional statistics	1
Latent local-to-unity models	1
Testing for time-varying factor loadings in high-dimensional factor models	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
Testing rank similarity in the local average treatment effects model	1
Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency	1