OOIR: Observatory of International Research

Papers

(The H4-Index of Journal of Econometrics is 32. 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 2021-06-01 to 2025-06-01.)

Article	Citations
Analyzing cross-validation for forecasting with structural instability	4009
Time-Varying Parameters in Econometrics: The editor’s foreword	3948
Efficiency bounds for moment condition models with mixed identification strength	2503
Bond risk premiums at the zero lower bound	771
Shrinkage estimators for periodic autoregressions	410
Semiparametric modeling of multiple quantiles	205
Local linearization based subvector inference in moment inequality models	145
Parametric estimation of long memory in factor models	144
On the origins of Aigner, Lovell and Schmidt, 1977, and the development of stochastic frontier analysis	82
Inference on covariance-mean regression	78
Uniform predictive inference for factor models with instrumental and idiosyncratic betas	68
Nonparametric comparison of epidemic time trends: The case of COVID-19	68
Locally robust inference for non-Gaussian linear simultaneous equations models	58
Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective	58
Bootstrapping out-of-sample predictability tests with real-time data	57
Inference in cluster randomized trials with matched pairs	55
Individual welfare analysis: Random quasilinear utility, independence, and confidence bounds	55
A discrete-time hedging framework with multiple factors and fat tails: On what matters	53
Empirical risk minimization for time series: Nonparametric performance bounds for prediction	46
A computational approach to identification of treatment effects for policy evaluation	45
Efficient closed-form estimation of large spatial autoregressions	45
Simple subvector inference on sharp identified set in affine models	42
A multivariate realized GARCH model	39
Machine learning who to nudge: Causal vs predictive targeting in a field experiment on student financial aid renewal	39
Identification of semiparametric model coefficients, with an application to collective households	39

Editorial Board	38
Measuring tail risk	36
Simple estimators and inference for higher-order stochastic volatility models	35
You are what your parents expect: Height and local reference points	35
Identifying causal effects in experiments with spillovers and non-compliance	34
Higher-order refinements of small bandwidth asymptotics for density-weighted average derivative estimators	33
Stochastic properties of nonlinear locally-nonstationary filters	33
Latent utility and permutation invariance: A revealed preference approach	32