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 2022-01-01 to 2026-01-01.)

Article	Citations
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity	97
Drift Bursts in Pure Jumps: Detection and Application to Bitcoin	67
Robust Signal Recovery for High-Dimensional Linear Log-Contrast Models with Compositional Covariates	43
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage	35
High Frequency ANOVA that is Robust to Jumps, Microstructure Noise and Asynchronous Observation Times	32
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil	29
Trend and Variance Adaptive Bayesian Changepoint Analysis and Local Outlier Scoring	25
Instrumental Variable Estimation of Dynamic Treatment Effects on a Duration Outcome	25
Discussion of “Co-citation and Co-authorship Networks of Statisticians” by Pengsheng Ji, Jiashun Jin, Zheng Tracy Ke, and Wanshan Li	21
LASSO for Stochastic Frontier Models with Many Efficient Firms	21
The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency	20
Robust Estimation for Threshold Autoregressive Moving-Average Models	19
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network	19
Estimation of Leverage Effect: Kernel Function and Efficiency	18
Comment: Dynamic Causal Effects in a Nonlinear World: The Good, the Bad, and the Ugly	18
Dynamic Score-Driven Independent Component Analysis	17
Procurements with Bidder Asymmetry in Cost and Risk-Aversion	17
Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis	17
Skilled Mutual Fund Selection: False Discovery Control Under Dependence	16
Robust Reproducible Network Exploration	16
Large Order-Invariant Bayesian VARs with Stochastic Volatility	15
Discussion of “Co-citation and Co-authorship Networks of Statisticians”	15
Does Climate Sensitivity Differ Across Regions? A Varying–Coefficient Approach	15
A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data	14
Bonferroni Type Tests for Return Predictability and the Initial Condition	14

Panel Quantile GARCH Models under Homogeneity	14
On the Combination of Naive and Mean-Variance Portfolio Strategies	13
Fixed Effects Estimation of Spatial Panel Model with Missing Responses: An Application to US State Tax Competition	13
Getting the ROC into Sync	12
Prediction Using Many Samples with Models Possibly Containing Partially Shared Parameters	12
Dynamic Modeling via Autoregressive Conditional GB2 for Cross-Sectional Maxima of Financial Time Series Data	12
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model	12
Discussion of “Imputation of Counterfactual Outcomes when the Errors are Predictable” by Sílvia Gonçalves and Serena Ng	11
Associate Editors	11
Bounding Omitted Variable Bias Using Auxiliary Data: With an Application to Estimate Neighborhood Effects	11
Two-Sample Testing for Tail Copulas with an Application to Equity Indices	10
Discussion of Levon Barseghyan and Francesca Molinari’s “Risk Preference Types, Limited Consideration, and Welfare”	10
Graphical Assistant Grouped Network Autoregression Model: A Bayesian Nonparametric Recourse	10
Rejoinder	10
Reconciling Trends in Male Earnings Volatility: Evidence from the SIPP Survey and Administrative Data	10
Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas	10
A Design-Based Perspective on Synthetic Control Methods	9
A Scalable Frequentist Model Averaging Method	9
Sectoral Uncertainty: A Hierarchical-Volatility Approach	9
Multi-Threshold Structural Equation Model	9
Correcting for Endogeneity in Models with Bunching	9
Identification of SVAR Models by Combining Sign Restrictions With External Instruments	8
High-Dimensional Quantile Vector Autoregression with Influencers and Communities	8
Multiple-Attribute Lorenz Functions and Gini Indices: A Measure Transportation Approach	8
Learning Human Activity Patterns Using Clustered Point Processes With Active and Inactive States	8
Nonparametric Option Pricing with Generalized Entropic Estimators	8
Dynamic CoVaR Modeling and Estimation	8
Statistical Identification of Independent Shocks with Kernel-based Maximum Likelihood Estimation and an Application to the Global Crude Oil Market	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
Probabilistic Forecast Reconciliation under the Gaussian Framework	7
Theory Coherent Shrinkage of Time-Varying Parameters in VARs	7
Determination of the Effective Cointegration Rank in High-Dimensional Time-Series Predictive Regressions	7
Binary Outcomes and Linear Interactions ^†	7
Circularly Projected Common Factors for Grouped Data	7
Factor Modeling for High-Dimensional Functional Time Series	7
Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023)	7
Policy Analysis Using Multilevel Regression Models with Group Interactive Fixed Effects	7
Forecasting Inflation Using Economic Narratives	7
An Improved Divide-and-Conquer Approach to Estimating Mean Functional, with Application to Average Treatment Effect Estimation	7
Discussion of “Risk Preference Types, Limited Consideration, and Welfare” by Levon Barseghyan and Francesca Molinari	7
A Neural Phillips Curve and a Deep Output Gap	6
Tests for Jumps in Yield Spreads	6
Model Checking in Partially Linear Spatial Autoregressive Models	6
Corporate Probability of Default: A Single-Index Hazard Model Approach	6
Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification	6
Reduced Rank Spatio-Temporal Models	6
Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions	6
Inference with High-Dimensional Weak Instruments and the New Keynesian Phillips Curve	6
Spatial Correlation Robust Inference in Linear Regression and Panel Models	6

Consistent Estimation of Distribution Functions under Increasing Concave and Convex Stochastic Ordering	6
Least Squares Estimation in Nonstationary Nonlinear Cohort Panels with Learning from Experience	6
Estimation of Matrix Exponential Unbalanced Panel Data Models with Fixed Effects: An Application to US Outward FDI Stock	6
Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs	6
Survey Response Behavior as a Proxy for Unobserved Ability: Theory and Evidence	6
Reconciled Estimates of Monthly GDP in the United States	6
Estimating Trends in Male Earnings Volatility with the Panel Study of Income Dynamics	6
Fast Variational Bayes Methods for Multinomial Probit Models	6
Partially Linear Single-Index Models and Functional Principal Component Analysis of Spatially and Temporally Indexed Point Processes	6
Partial Effects in Time-Varying Linear Transformation Panel Models with Endogeneity*	6
Reduced-Rank Envelope Vector Autoregressive Model	6
Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors	6
News-Driven Uncertainty Fluctuations	5
Change-Point Detection in Time Series Using Mixed Integer Programming*	5
Inference on Consensus Ranking of Distributions	5
Inference in a Class of Optimization Problems: Confidence Regions and Finite Sample Bounds on Errors in Coverage Probabilities	5
Extreme Changes in Changes	5
A Modified Randomization Test for the Level of Clustering	5
Discussion of: “Dynamic Causal Effects in a Nonlinear World: the Good, the Bad, and the Ugly”	5
Mitigating Process Distortion While Preserving Accounting Relations in Hierarchical Time Series	5
Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns	5
Estimating Latent-Variable Panel Data Models Using Parameter-Expanded SEM Methods	5
Bayesian Dynamic Matrix Factor Models	5
Trends in Earnings Volatility Using Linked Administrative and Survey Data	5
Culling the Herd of Moments with Penalized Empirical Likelihood	5