OOIR: Observatory of International Research

Papers

(The TQCC of Econometric Theory 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 2022-01-01 to 2026-01-01.)

Article	Citations
ECT volume 39 issue 1 Cover and Back matter	19
A NONPARAMETRIC TEST FOR INSTANTANEOUS CAUSALITY WITH TIME-VARYING VARIANCES	14
ECT volume 39 issue 5 Cover and Front matter	14
ASYMPTOTICALLY UNIFORMLY MOST POWERFUL TESTS FOR UNIT ROOTS IN GAUSSIAN PANELS WITH CROSS-SECTIONAL DEPENDENCE GENERATED BY COMMON FACTORS	12
SEMIPARAMETRIC ESTIMATION AND VARIABLE SELECTION FOR SPARSE SINGLE INDEX MODELS IN INCREASING DIMENSION	10
NONPARAMETRIC TIME-VARYING PANEL DATA MODELS WITH HETEROGENEITY	9
COINTEGRATION AND REPRESENTATION OF COINTEGRATED AUTOREGRESSIVE PROCESSES IN BANACH SPACES	8
AN ASYMPTOTIC THEORY FOR LEAST SQUARES MODEL AVERAGING WITH NESTED MODELS	7
NONPARAMETRIC ESTIMATION OF LARGE SPOT VOLATILITY MATRICES FOR HIGH-FREQUENCY FINANCIAL DATA	6
SPECIFICATION TESTS FOR TIME-VARYING COEFFICIENT PANEL DATA MODELS	6
ESTIMATION AND INFERENCE WITH NEAR UNIT ROOTS	6
CONSISTENT SPECIFICATION TESTING UNDER SPATIAL DEPENDENCE	6
NONPARAMETRIC PREDICTION WITH SPATIAL DATA	6
THE ECONOMETRIC THEORY AWARDS 2023	5
TESTING FOR COEFFICIENT RANDOMNESS IN LOCAL-TO-UNITY AUTOREGRESSIONS	5
AVERAGING ESTIMATORS OF HETEROGENEOUS TREATMENT EFFECTS UNDER ADDITIVE MODELS	4
ECT volume 38 issue 1 Cover and Back matter	4
EXPONENTIAL REALIZED GARCH-ITÔ VOLATILITY MODELS	4
IS COMPLETENESS NECESSARY? ESTIMATION IN NONIDENTIFIED LINEAR MODELS	4
OPTIMAL MODEL AVERAGING FOR JOINT VALUE-AT-RISK AND EXPECTED SHORTFALL REGRESSION	3
IDENTIFICATION AND STATISTICAL DECISION THEORY	3
GUEST EDITORS’ INTRODUCTION PART ONE: SPECIAL DUAL ISSUE OF ECONOMETRIC THEORY ON YALE 2018 CONFERENCE IN HONOR OF PETER C. B. PHILLIPS	3
FASTER UNIFORM CONVERGENCE RATES FOR DECONVOLUTION ESTIMATORS FROM REPEATED MEASUREMENTS	3
INFERENCE IN MEDIAN AR MODELS WITH NONSTATIONARY AND HEAVY-TAILED HETEROSKEDASTIC NOISES	3
HIGHER-ORDER APPROXIMATION FOR UNCERTAINTY QUANTIFICATION IN TIME-SERIES ANALYSIS	3

TIME-VARYING COMPLETE SUBSET AVERAGING IN A DATA-RICH ENVIRONMENT	3
WEAK CONVERGENCE TO DERIVATIVES OF FRACTIONAL BROWNIAN MOTION	3
NEARLY EFFICIENT LIKELIHOOD RATIO TESTS OF A UNIT ROOT IN AN AUTOREGRESSIVE MODEL OF ARBITRARY ORDER	3
ECT volume 38 issue 5 Cover and Back matter	3
ALGORITHMIC SUBSAMPLING UNDER MULTIWAY CLUSTERING	3
THE SPECTRAL APPROACH TO LINEAR RATIONAL EXPECTATIONS MODELS	2
ECT volume 39 issue 4 Cover and Back matter	2
EXTENDING ECONOMIC MODELS WITH TESTABLE ASSUMPTIONS: THEORY AND APPLICATIONS	2
HIGHER-ORDER APPROXIMATION OF IV ESTIMATORS WITH INVALID INSTRUMENTS	2
HOW RELIABLE ARE BOOTSTRAP-BASED HETEROSKEDASTICITY ROBUST TESTS?	2
THEORY OF LOW FREQUENCY CONTAMINATION FROM NONSTATIONARITY AND MISSPECIFICATION: CONSEQUENCES FOR HAR INFERENCE	2
RATE-ADAPTIVE BOOTSTRAP FOR POSSIBLY MISSPECIFIED GMM	2
POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA	2
THE ESTIMATION RISK IN EXTREME SYSTEMIC RISK FORECASTS	2
NEW CONTROL FUNCTION APPROACHES IN THRESHOLD REGRESSION WITH ENDOGENEITY	2
ASYMPTOTICS FOR TIME-VARYING VECTOR MA( $\infty $ ) PROCESSES	2
SUBSAMPLING INFERENCE FOR NONPARAMETRIC EXTREMAL CONDITIONAL QUANTILES	2
PERFORMANCE OF EMPIRICAL RISK MINIMIZATION FOR LINEAR REGRESSION WITH DEPENDENT DATA	2
THE ET INTERVIEW: PROFESSOR PETER SCHMIDT	2
ESTIMATION OF INTEGRATED VOLATILITY FUNCTIONALS WITH KERNEL SPOT VOLATILITY ESTIMATORS	2
TJALLING C. KOOPMANS ECONOMETRIC THEORY PRIZE 2021–2023	2
TESTING FOR HOMOGENEOUS THRESHOLDS IN THRESHOLD REGRESSION MODELS	2
ADVANCES IN USING VECTOR AUTOREGRESSIONS TO ESTIMATE STRUCTURAL MAGNITUDES	2
A MOLLIFIER APPROACH TO THE DECONVOLUTION OF PROBABILITY DENSITIES	2
VALID HETEROSKEDASTICITY ROBUST TESTING	2
IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS – ADDENDUM	2
INTERACTIVE EFFECTS PANEL DATA MODELS WITH GENERAL FACTORS AND REGRESSORS	2
BOUNDED SUPPORT IN LINEAR RANDOM COEFFICIENT MODELS: IDENTIFICATION AND VARIABLE SELECTION	2
A DECOMPOSITION ANALYSIS OF DIFFUSION OVER A LARGE NETWORK	2
WELFARE ANALYSIS VIA MARGINAL TREATMENT EFFECTS	2
NONPARAMETRIC IDENTIFICATION AND ESTIMATION OF A GENERALIZED ADDITIVE MODEL WITH A FLEXIBLE ADDITIVE STRUCTURE AND UNKNOWN LINK	2