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 2020-11-01 to 2024-11-01.)

Article	Citations
Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing	23
Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models	17
Random autoregressive models: A structured overview	16
Smooth structural changes and common factors in nonstationary panel data: an analysis of healthcare expenditures^†	14
An augmented Anderson–Hsiao estimator for dynamic short-Tpanels^†	14
Optimal model averaging for divergent-dimensional Poisson regressions	12
Efficient semiparametric copula estimation of regression models with endogeneity	9
Binary outcomes, OLS, 2SLS and IV probit	8
Sequential and efficient GMM estimation of dynamic short panel data models	7
The two-way Mundlak estimator	7
Estimation and inference for distribution and quantile functions in endogenous treatment effect models	6
Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators	6
Moment estimation for censored quantile regression	5
Panel data measures of price discovery	5
Approximate state space modelling of unobserved fractional components	4
Determination of different types of fixed effects in three-dimensional panels*	4
Estimation of average treatment effect based on a semiparametric propensity score	4
Testing Granger non-causality in expectiles	4
Market integration, systemic risk and diagnostic tests in large mixed panels	4
Panel data nowcasting	4
Model selection and model averaging for matrix exponential spatial models	4
Testing for time-varying factor loadings in high-dimensional factor models	3
Monotonicity-constrained nonparametric estimation and inference for first-price auctions	3
Bandwidth selection for nonparametric regression with errors-in-variables	3
Latent local-to-unity models	3

A panel data model of length of stay in hospitals for hip replacements	3
Nonparametric multidimensional fixed effects panel data models	3
An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation	3
Panel cointegrating polynomial regressions: group-mean fully modified OLS estimation and inference	3
Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation	2
Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves	2
Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings	2
A unifying switching regime regression framework with applications in health economics	2
Forward detrending for heteroskedasticity-robust panel unit root testing	2
Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures	2
Bounds on direct and indirect effects under treatment/mediator endogeneity and outcome attrition	2
Estimating flow data models of international trade: dual gravity and spatial interactions	2
Rotation group bias and the persistence of misclassification errors in the Current Population Surveys	1
Endogeneity in semiparametric threshold regression models with two threshold variables	1
Detecting multiple equilibria for continuous dependent variables	1
Modeling heterogeneous treatment effects in the presence of endogeneity	1
Two-step series estimation and specification testing of (partially) linear models with generated regressors	1
Time-varying cointegration and the Kalman filter	1
The variances of non-parametric estimates of the cross-sectional distribution of durations	1
Quantile regression with interval data	1
Estimation of high-dimensional seemingly unrelated regression models	1
A new Bayesian model for contagion and interdependence	1
Confidence intervals for intentionally biased estimators	1
Unified M-estimation of matrix exponential spatial dynamic panel specification	1
An IV estimator for a functional coefficient model with endogenous discrete treatments	1
Testing independence between exogenous variables and unobserved errors	1
Linear fixed-effects estimation with nonrepeated outcomes	1
A state-space approach to time-varying reduced-rank regression	1
Inference and extrapolation in finite populations with special attention to clustering	1
Inference in the nonparametric stochastic frontier model	1
Indirect inference estimation of higher-order spatial autoregressive models	1
Post-averaging inference for optimal model averaging estimator in generalized linear models	1
Specification tests for univariate diffusions	1
Smoothed maximum score estimation with nonparametrically generated covariates	1
Model averaging for generalized linear models in diverging model spaces with effective model size	1
Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data	1
Bayesian estimation of dynamic panel data gravity model	1
Right tail information and asset pricing	1
A control function approach to estimate panel data binary response model	1
Testing for homogeneous treatment effects in linear and nonparametric instrumental variable models	1