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 2021-08-01 to 2025-08-01.)

Article	Citations
List of referees	34
ANNOUNCEMENT	24
Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing	22
Time series quantile regression kink with an unknown threshold	14
Optimal model averaging for divergent-dimensional Poisson regressions	11
List of reviewers for Econometric Reviews , volume 43	11
Estimation of counterfactual distributions with a continuous endogenous treatment	11
Variable selection in linear regressions with possibly all strongly correlated covariates	11
The heterogeneous impact of parental leave take up on the wage distribution: Evidence from Luxembourg	10
Estimation of random functions proxying for unobservables	8
Using machine learning for efficient flexible regression adjustment in economic experiments	7
Directional predictability tests	7
Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators	7
Nonstationary heterogeneous panels with multiple structural changes	7
GLS estimation and confidence sets for the date of a single break in models with trends	6
In memory of Michael McAleer: special issue of Econometric Reviews	5
A note on kernel density estimation for undirected dyadic data	5
Nonseparable panel models with index structure and correlated random effects	5
Towards a raw-data dynamic structural model with its descriptive applications	4
Testing the endogeneity of a spatial weight matrix in the weak-tied spatial dynamic panel data model	4
Forecasting vector autoregressions with mixed roots in the vicinity of unity	4
Quantile random-coefficient regression with interactive fixed effects: Heterogeneous group-level policy evaluation	4
Beyond the bid–ask: strategic insights into spread prediction and the global mid-price phenomenon	4
Time-dependent shrinkage of time-varying parameter regression models	4
A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models*	4

Bootstrap inference on a factor model based average treatment effects estimator	4
Indirect inference estimation of higher-order spatial autoregressive models	3
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model	3
Inference in an incomplete information entry game with an incumbent and with beliefs conditioned on unobservable market characteristics	3
Inference in a similarity-based spatial autoregressive model	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
Robust inference on income inequality: t- statistic based approach	3
Powerful t-tests in the presence of nonclassical measurement error	3
Model averaging for generalized linear models in diverging model spaces with effective model size	2
Model selection and model averaging for matrix exponential spatial models	2
Regularized maximum likelihood estimation for the random coefficients model	2
Ordered correlation forest	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
Estimation of average treatment effect based on a semiparametric propensity score	2
Testing predictability of stock returns under quantile regression: A bootstrapping double-weighted approach	2
Efficient semiparametric copula estimation of regression models with endogeneity	2
Spectral estimation for mixed causal-noncausal autoregressive models	2
ER interview: Essie Maasoumi, editor of Econometric Reviews (1987–2024)	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
Testing independence between exogenous variables and unobserved errors	2
Inference on matrix-valued factor models under a fixed time horizon	2
Latent local-to-unity models	2