OOIR: Observatory of International Research

Papers

(The H4-Index of Journal of Econometrics is 34. 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 2021-11-01 to 2025-11-01.)

Article	Citations
Bond risk premiums at the zero lower bound	5024
Shrinkage estimators for periodic autoregressions	4850
Individual welfare analysis: Random quasilinear utility, independence, and confidence bounds	3077
Local linearization based subvector inference in moment inequality models	1058
Neural Conformal Inference for jump diffusion processes	479
Machine learning who to nudge: Causal vs predictive targeting in a field experiment on student financial aid renewal	250
Inference in cluster randomized trials with matched pairs	190
A computational approach to identification of treatment effects for policy evaluation	187
Empirical risk minimization for time series: Nonparametric performance bounds for prediction	105
On changepoint detection in functional data using empirical energy distance	93
Efficiency bounds for moment condition models with mixed identification strength	86
Simple subvector inference on sharp identified set in affine models	76
A multivariate realized GARCH model	74
Bootstrapping out-of-sample predictability tests with real-time data	71
Parametric estimation of long memory in factor models	71
Analyzing cross-validation for forecasting with structural instability	62
Time-Varying Parameters in Econometrics: The editor’s foreword	62
Nonparametric comparison of epidemic time trends: The case of COVID-19	61
Inference on covariance-mean regression	55
Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective	54
Efficient closed-form estimation of large spatial autoregressions	51
Identification of semiparametric model coefficients, with an application to collective households	50
Semiparametric modeling of multiple quantiles	50
Uniform predictive inference for factor models with instrumental and idiosyncratic betas	49
On the origins of Aigner, Lovell and Schmidt, 1977, and the development of stochastic frontier analysis	47

A discrete-time hedging framework with multiple factors and fat tails: On what matters	46
Locally robust inference for non-Gaussian linear simultaneous equations models	46
From LATE to ATE: A Bayesian approach	45
Limit theory and inference in non-cointegrated functional coefficient regression	38
Bernstein-type inequalities and nonparametric estimation under near-epoch dependence	38
Higher-order refinements of small bandwidth asymptotics for density-weighted average derivative estimators	38
Bregman model averaging for forecast combination	38
High dimensional regression coefficient test with high frequency data	37
You are what your parents expect: Height and local reference points	36
Covariate-adjusted Fisher randomization tests for the average treatment effect	34
Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach	34