OOIR: Observatory of International Research

Papers

(The H4-Index of Journal of Econometrics is 35. 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 2022-05-01 to 2026-05-01.)

Article	Citations
Shrinkage estimators for periodic autoregressions	1426
Individual welfare analysis: Random quasilinear utility, independence, and confidence bounds	300
Neural Conformal Inference for jump diffusion processes	253
Inference in cluster randomized trials with matched pairs	242
Local linearization based subvector inference in moment inequality models	146
Efficient closed-form estimation of large spatial autoregressions	106
Simple subvector inference on sharp identified set in affine models	105
Uniform predictive inference for factor models with instrumental and idiosyncratic betas	89
Locally robust inference for non-Gaussian linear simultaneous equations models	87
Bond risk premiums at the zero lower bound	84
On changepoint detection in functional data using empirical energy distance	80
Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective	75
Parametric estimation of long memory in factor models	72
Long-term volatility shapes the stock market’s sensitivity to news	68
Efficiency bounds for moment condition models with mixed identification strength	67
On generalized CCE estimation	67
Empirical risk minimization for time series: Nonparametric performance bounds for prediction	66
Causal inference in network experiments: Regression-based analysis and design-based properties	60
Quasi-Bayesian estimation and inference with control functions	57
Nonparametric comparison of epidemic time trends: The case of COVID-19	52
On the origins of Aigner, Lovell and Schmidt, 1977, and the development of stochastic frontier analysis	50
Time-Varying Parameters in Econometrics: The editor’s foreword	50
A computational approach to identification of treatment effects for policy evaluation	48
Testing for jumps in a discretely observed price process with endogenous sampling times	47
Bootstrapping out-of-sample predictability tests with real-time data	45

Machine learning who to nudge: Causal vs predictive targeting in a field experiment on student financial aid renewal	44
Semiparametric estimation of duration model with time-varying regressors and fixed effects	43
A multivariate realized GARCH model	42
Semiparametric modeling of multiple quantiles	42
Inference on covariance-mean regression	40
From LATE to ATE: A Bayesian approach	39
A discrete-time hedging framework with multiple factors and fat tails: On what matters	39
Bernstein-type inequalities and nonparametric estimation under near-epoch dependence	36
Identifying causal effects in experiments with spillovers and non-compliance	36
Bregman model averaging for forecast combination	35
Quantile prediction with factor-augmented regression: Structural instability and model uncertainty	35
Shrinkage methods for treatment choice	35