OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Business & Economic Statistics is 5. 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
Robust Signal Recovery for High-Dimensional Linear Log-Contrast Models with Compositional Covariates	85
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity	64
Instrumental Variable Estimation of Dynamic Treatment Effects on a Duration Outcome	55
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil	45
Drift Bursts in Pure Jumps: Detection and Application to Bitcoin	33
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage	31
Kernel Averaging Estimators	27
Trend and Variance Adaptive Bayesian Changepoint Analysis and Local Outlier Scoring	26
High Frequency ANOVA that is Robust to Jumps, Microstructure Noise and Asynchronous Observation Times	25
Discussion of “Co-citation and Co-authorship Networks of Statisticians” by Pengsheng Ji, Jiashun Jin, Zheng Tracy Ke, and Wanshan Li	23
Dynamic Score-Driven Independent Component Analysis	23
LASSO for Stochastic Frontier Models with Many Efficient Firms	21
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network	20
The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency	20
Posterior Average Effects	17
Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis	17
Robust Reproducible Network Exploration	17
Large Order-Invariant Bayesian VARs with Stochastic Volatility	16
Procurements with Bidder Asymmetry in Cost and Risk-Aversion	16
Robust Estimation for Threshold Autoregressive Moving-Average Models	16
Estimation of Leverage Effect: Kernel Function and Efficiency	16
Skilled Mutual Fund Selection: False Discovery Control Under Dependence	15
Does Climate Sensitivity Differ Across Regions? A Varying–Coefficient Approach	15
Optimal Shrinkage-Based Portfolio Selection in High Dimensions	15
Getting the ROC into Sync	15

Dynamic Modeling via Autoregressive Conditional GB2 for Cross-Sectional Maxima of Financial Time Series Data	14
Prediction Using Many Samples with Models Possibly Containing Partially Shared Parameters	14
Bonferroni Type Tests for Return Predictability and the Initial Condition	14
Discussion of “Co-citation and Co-authorship Networks of Statisticians”	14
On the Combination of Naive and Mean-Variance Portfolio Strategies	13
A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data	13
Panel Quantile GARCH Models under Homogeneity	13
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model	12
Fixed Effects Estimation of Spatial Panel Model with Missing Responses: An Application to US State Tax Competition	12
Associate Editors	12
Two-Sample Testing for Tail Copulas with an Application to Equity Indices	12
Discussion of “Imputation of Counterfactual Outcomes when the Errors are Predictable” by Sílvia Gonçalves and Serena Ng	12
Reconciling Trends in Male Earnings Volatility: Evidence from the SIPP Survey and Administrative Data	12
Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas	11
Graphical Assistant Grouped Network Autoregression Model: A Bayesian Nonparametric Recourse	11
A Scalable Frequentist Model Averaging Method	10
Statistical Identification of Independent Shocks with Kernel-based Maximum Likelihood Estimation and an Application to the Global Crude Oil Market	10
Rejoinder	10
Discussion of Levon Barseghyan and Francesca Molinari’s “Risk Preference Types, Limited Consideration, and Welfare”	10
Multi-Threshold Structural Equation Model	10
Correcting for Endogeneity in Models with Bunching	10
High-dimensional Quantile Vector Autoregression with Influencers and Communities	9
Identification of SVAR Models by Combining Sign Restrictions With External Instruments	9
Multiple-Attribute Lorenz Functions and Gini Indices: A Measure Transportation Approach	9
Sectoral Uncertainty: A Hierarchical-Volatility Approach	9
Learning Human Activity Patterns Using Clustered Point Processes With Active and Inactive States	9
Nonparametric Option Pricing with Generalized Entropic Estimators	9
A Design-Based Perspective on Synthetic Control Methods	9
Factor Modeling for High-Dimensional Functional Time Series	8
Circularly Projected Common Factors for Grouped Data	8
Fast Variational Bayes Methods for Multinomial Probit Models	8
Extending the Scope of Inference About Predictive Ability to Machine Learning Methods	8
Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions	8
An Improved Divide-and-Conquer Approach to Estimating Mean Functional, with Application to Average Treatment Effect Estimation	8
Model Checking in Partially Linear Spatial Autoregressive Models	8
Policy Analysis Using Multilevel Regression Models with Group Interactive Fixed Effects	8
Probabilistic Forecast Reconciliation under the Gaussian Framework	7
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach	7
Tests for Jumps in Yield Spreads	7
Consistent Estimation of Distribution Functions under Increasing Concave and Convex Stochastic Ordering	7
Binary Outcomes and Linear Interactions ^†	7
Forecasting Inflation Using Economic Narratives	7
Spatial Correlation Robust Inference in Linear Regression and Panel Models	7
Least Squares Estimation in Nonstationary Nonlinear Cohort Panels with Learning from Experience	7
Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023)	7
Determination of the effective cointegration rank in high-dimensional time-series predictive regressions	7
Discussion of “Risk Preference Types, Limited Consideration, and Welfare” by Levon Barseghyan and Francesca Molinari	7
Reconciled Estimates of Monthly GDP in the United States	7
Theory Coherent Shrinkage of Time-Varying Parameters in VARs	7
Corporate Probability of Default: A Single-Index Hazard Model Approach	6

Partially Linear Single-Index Models and Functional Principal Component Analysis of Spatially and Temporally Indexed Point Processes	6
Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs	6
Reduced-Rank Envelope Vector Autoregressive Model	6
Bayesian Dynamic Matrix Factor Models	6
Partial Effects in Time-Varying Linear Transformation Panel Models with Endogeneity*	6
Inference with High-Dimensional Weak Instruments and the New Keynesian Phillips Curve	6
Estimating Trends in Male Earnings Volatility with the Panel Study of Income Dynamics	6
Transformed Estimation for Panel Interactive Effects Models	6
Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification	6
Post-selection Inference of High-dimensional Logistic Regression Under Case–Control Design	6
A Neural Phillips Curve and a Deep Output Gap	6
Estimation of Matrix Exponential Unbalanced Panel Data Models with Fixed Effects: An Application to US Outward FDI Stock	6
Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions	6
Inference on Consensus Ranking of Distributions	6
Reduced Rank Spatio-Temporal Models	6
Survey Response Behavior as a Proxy for Unobserved Ability: Theory and Evidence	6
Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors	5
A Modified Randomization Test for the Level of Clustering	5
Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns	5
Extreme Changes in Changes	5
Mitigating Process Distortion While Preserving Accounting Relations in Hierarchical Time Series	5
Estimating Latent-Variable Panel Data Models Using Parameter-Expanded SEM Methods	5
Trends in Earnings Volatility Using Linked Administrative and Survey Data	5
Homogeneity and Sparsity Analysis for High-Dimensional Panel Data Models	5
News-Driven Uncertainty Fluctuations	5
Culling the Herd of Moments with Penalized Empirical Likelihood	5
Inference in a Class of Optimization Problems: Confidence Regions and Finite Sample Bounds on Errors in Coverage Probabilities	5
QML and Efficient GMM Estimation of Spatial Autoregressive Models with Dominant (Popular) Units	5