OOIR: Observatory of International Research

Papers

(The H4-Index of Journal of Econometrics is 33. 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 2021-09-01 to 2025-09-01.)

Article	Citations
Analyzing cross-validation for forecasting with structural instability	4583
Time-Varying Parameters in Econometrics: The editor’s foreword	4460
Bond risk premiums at the zero lower bound	2807
Shrinkage estimators for periodic autoregressions	940
Local linearization based subvector inference in moment inequality models	445
Parametric estimation of long memory in factor models	231
Nonparametric comparison of epidemic time trends: The case of COVID-19	174
Locally robust inference for non-Gaussian linear simultaneous equations models	172
Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective	96
Inference in cluster randomized trials with matched pairs	87
Individual welfare analysis: Random quasilinear utility, independence, and confidence bounds	75
A discrete-time hedging framework with multiple factors and fat tails: On what matters	73
Efficiency bounds for moment condition models with mixed identification strength	64
Inference on covariance-mean regression	64
Empirical risk minimization for time series: Nonparametric performance bounds for prediction	64
On changepoint detection in functional data using empirical energy distance	61
On the origins of Aigner, Lovell and Schmidt, 1977, and the development of stochastic frontier analysis	60
Uniform predictive inference for factor models with instrumental and idiosyncratic betas	58
Simple subvector inference on sharp identified set in affine models	55
Identification of semiparametric model coefficients, with an application to collective households	52
Semiparametric modeling of multiple quantiles	47
A computational approach to identification of treatment effects for policy evaluation	46
Bootstrapping out-of-sample predictability tests with real-time data	45
Efficient closed-form estimation of large spatial autoregressions	45
Neural Conformal Inference for jump diffusion processes	44

A multivariate realized GARCH model	43
Machine learning who to nudge: Causal vs predictive targeting in a field experiment on student financial aid renewal	42
Editorial Board	41
Identifying causal effects in experiments with spillovers and non-compliance	37
You are what your parents expect: Height and local reference points	37
From LATE to ATE: A Bayesian approach	36
Stochastic properties of nonlinear locally-nonstationary filters	36
Bregman model averaging for forecast combination	34
High dimensional regression coefficient test with high frequency data	33