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 2021-09-01 to 2025-09-01.)

Article	Citations
ANNOUNCEMENT	24
Optimal model averaging for divergent-dimensional Poisson regressions	22
Estimation of counterfactual distributions with a continuous endogenous treatment	14
Variable selection in linear regressions with possibly all strongly correlated covariates	12
Time series quantile regression kink with an unknown threshold	12
List of reviewers for Econometric Reviews , volume 43	11
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	7
Correction	7
Directional predictability tests	5
Nonstationary heterogeneous panels with multiple structural changes	5
Nonseparable panel models with index structure and correlated random effects	4
In memory of Michael McAleer: special issue of Econometric Reviews	4
A note on kernel density estimation for undirected dyadic data	4
GLS estimation and confidence sets for the date of a single break in models with trends	4
Using machine learning for efficient flexible regression adjustment in economic experiments	4
A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models*	3
Forecasting vector autoregressions with mixed roots in the vicinity of unity	3
Indirect inference estimation of higher-order spatial autoregressive models	3
Quantile random-coefficient regression with interactive fixed effects: Heterogeneous group-level policy evaluation	3
Beyond the bid–ask: strategic insights into spread prediction and the global mid-price phenomenon	3
Bootstrap inference on a factor model based average treatment effects estimator	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

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