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 2020-04-01 to 2024-04-01.)

Article	Citations
ROBUST TESTS FOR WHITE NOISE AND CROSS-CORRELATION	16
INFERENCE IN DYNAMIC, NONPARAMETRIC MODELS OF PRODUCTION: CENTRAL LIMIT THEOREMS FOR MALMQUIST INDICES	13
TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION	11
A NEW STUDY ON ASYMPTOTIC OPTIMALITY OF LEAST SQUARES MODEL AVERAGING	10
SPATIAL DEPENDENCE IN OPTION OBSERVATION ERRORS	9
ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DATASETS	8
A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES	8
A WILD BOOTSTRAP FOR DEPENDENT DATA	7
ENDOGENEITY IN SEMIPARAMETRIC THRESHOLD REGRESSION	7
SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET	6
ESTIMATION AND INFERENCE WITH NEAR UNIT ROOTS	6
ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS	6
ADVANCES IN USING VECTOR AUTOREGRESSIONS TO ESTIMATE STRUCTURAL MAGNITUDES	6
CONSTRAINT QUALIFICATIONS IN PARTIAL IDENTIFICATION	6
ITERATIONS OF DEPENDENT RANDOM MAPS AND EXOGENEITY IN NONLINEAR DYNAMICS	5
TREND EXTRACTION FROM ECONOMIC TIME SERIES WITH MISSING OBSERVATIONS BY GENERALIZED HODRICK–PRESCOTT FILTERS	5
QUANTILE DOUBLE AUTOREGRESSION	5
RANDOMIZATION TESTS OF COPULA SYMMETRY	5
LEAST SQUARES ESTIMATION FOR NONLINEAR REGRESSION MODELS WITH HETEROSCEDASTICITY	5
ANALYSIS OF GLOBAL AND LOCAL OPTIMA OF REGULARIZED QUANTILE REGRESSION IN HIGH DIMENSIONS: A SUBGRADIENT APPROACH	4
TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION	4
GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS	4
KERNEL ESTIMATION OF SPOT VOLATILITY WITH MICROSTRUCTURE NOISE USING PRE-AVERAGING	4
SPECIFICATION TESTING FOR ERRORS-IN-VARIABLES MODELS	4
SIMULTANEOUS EQUATIONS MODELS WITH HIGHER-ORDER SPATIAL OR SOCIAL NETWORK INTERACTIONS	4

A JACKKNIFE LAGRANGE MULTIPLIER TEST WITH MANY WEAK INSTRUMENTS	4
PROPERTIES OF THE INVERSE OF A NONCENTRAL WISHART MATRIX	4
OPTIMAL AUXILIARY PRIORS AND REVERSIBLE JUMP PROPOSALS FOR A CLASS OF VARIABLE DIMENSION MODELS	4
IDENTIFYING MULTIPLE MARGINAL EFFECTS WITH A SINGLE INSTRUMENT	4
EFFICIENT TWO-STEP GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATION AND TESTS WITH MARTINGALE DIFFERENCES	3
UNIT ROOT TEST WITH HIGH-FREQUENCY DATA	3
AN ADAPTIVE TEST OF STOCHASTIC MONOTONICITY	3
FINITE-SAMPLE SIZE CONTROL OF IVX-BASED TESTS IN PREDICTIVE REGRESSIONS	3
THE ET INTERVIEW: PROFESSOR PETER SCHMIDT	3
TEST FOR ZERO MEDIAN OF ERRORS IN AN ARMA–GARCH MODEL	3
IN-SAMPLE ASYMPTOTICS AND ACROSS-SAMPLE EFFICIENCY GAINS FOR HIGH FREQUENCY DATA STATISTICS	3
EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY FUNCTIONALS UNDER GENERAL VOLATILITY DYNAMICS	3
LARGE SAMPLE PROPERTIES OF BAYESIAN ESTIMATION OF SPATIAL ECONOMETRIC MODELS	3
NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION	3
FACTORISABLE MULTITASK QUANTILE REGRESSION	3
IDENTIFICATION OF LINEAR REGRESSIONS WITH ERRORS IN ALL VARIABLES	3
VALIDATING DSGE MODELS WITH SVARS AND HIGH-DIMENSIONAL DYNAMIC FACTOR MODELS	3
PARTIAL IDENTIFICATION OF NONSEPARABLE MODELS USING BINARY INSTRUMENTS	2
A NOVEL APPROACH TO PREDICTIVE ACCURACY TESTING IN NESTED ENVIRONMENTS	2
AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY	2
TWO-STEP ESTIMATION OF QUANTILE PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS	2
INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES	2
RELEVANT MOMENT SELECTION UNDER MIXED IDENTIFICATION STRENGTH	2
AVERAGE DERIVATIVE ESTIMATION UNDER MEASUREMENT ERROR	2
NONPARAMETRIC BAYES ANALYSIS OF THE SHARP AND FUZZY REGRESSION DISCONTINUITY DESIGNS	2
LEAST SQUARES AND IVX LIMIT THEORY IN SYSTEMS OF PREDICTIVE REGRESSIONS WITH GARCH INNOVATIONS	2
NONLINEAR COINTEGRATING POWER FUNCTION REGRESSION WITH ENDOGENEITY	2
CONSISTENT SPECIFICATION TESTING UNDER SPATIAL DEPENDENCE	2
AN ASYMPTOTIC THEORY FOR LEAST SQUARES MODEL AVERAGING WITH NESTED MODELS	2
LIMIT THEOREMS FOR FACTOR MODELS	2
LIMIT THEORY FOR LOCALLY FLAT FUNCTIONAL COEFFICIENT REGRESSION	2
WEAK-IDENTIFICATION ROBUST WILD BOOTSTRAP APPLIED TO A CONSISTENT MODEL SPECIFICATION TEST	2
BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES	2
A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS	2
SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS	2
JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS	2
NEW CONTROL FUNCTION APPROACHES IN THRESHOLD REGRESSION WITH ENDOGENEITY	2