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 2021-07-01 to 2025-07-01.)

Article	Citations
Robust Signal Recovery for High-Dimensional Linear Log-Contrast Models with Compositional Covariates	84
Instrumental Variable Estimation of Dynamic Treatment Effects on a Duration Outcome	72
High-Dimensional Mixed-Frequency IV Regression	51
High-Dimensional Model-Assisted Inference for Local Average Treatment Effects With Instrumental Variables	43
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity	36
Trend and Variance Adaptive Bayesian Changepoint Analysis and Local Outlier Scoring	29
Kernel Averaging Estimators	25
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil	21
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage	19
Skilled Mutual Fund Selection: False Discovery Control Under Dependence	18
Discussion of “Co-citation and Co-authorship Networks of Statisticians” by Pengsheng Ji, Jiashun Jin, Zheng Tracy Ke, and Wanshan Li	18
Procurements with Bidder Asymmetry in Cost and Risk-Aversion	18
Efficient Estimation for Models With Nonlinear Heteroscedasticity	18
Large Order-Invariant Bayesian VARs with Stochastic Volatility	17
Posterior Average Effects	16
LASSO for Stochastic Frontier Models with Many Efficient Firms	15
Dynamic Score-Driven Independent Component Analysis	15
Getting the ROC into Sync	14
Estimation of Leverage Effect: Kernel Function and Efficiency	14
Robust Estimation for Threshold Autoregressive Moving-Average Models	14
Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis	14
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network*	14
Discussion of “Text Selection” by Bryan Kelly, Asaf Manela, and Alan Moreira	13
Does Climate Sensitivity Differ Across Regions? A Varying–Coefficient Approach	13
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model	13

Bonferroni Type Tests for Return Predictability and the Initial Condition	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
On the Combination of Naive and Mean-Variance Portfolio Strategies	12
Discussion of “Co-citation and Co-authorship Networks of Statisticians”	12
Interpretable Sparse Proximate Factors for Large Dimensions	12
Optimal Shrinkage-Based Portfolio Selection in High Dimensions	12
Reconciling Trends in Male Earnings Volatility: Evidence from the SIPP Survey and Administrative Data	11
Associate Editors	11
Discussion of “Imputation of Counterfactual Outcomes when the Errors are Predictable” by Sílvia Gonçalves and Serena Ng	11
A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data	11
Two-Sample Testing for Tail Copulas with an Application to Equity Indices	11
Graphical Assistant Grouped Network Autoregression Model: A Bayesian Nonparametric Recourse	11
Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas	10
Multiple Testing and the Distributional Effects of Accountability Incentives in Education	9
Statistical Identification of Independent Shocks with Kernel-based Maximum Likelihood Estimation and an Application to the Global Crude Oil Market	9
Rejoinder	9
Correcting for Endogeneity in Models with Bunching	9
Discussion of Levon Barseghyan and Francesca Molinari’s “Risk Preference Types, Limited Consideration, and Welfare”	9
Sectoral Uncertainty: A Hierarchical-Volatility Approach	9
Learning Human Activity Patterns Using Clustered Point Processes With Active and Inactive States	8
Multi-Threshold Structural Equation Model	8
Nonparametric Option Pricing with Generalized Entropic Estimators	8
A Scalable Frequentist Model Averaging Method	8
Identification of SVAR Models by Combining Sign Restrictions With External Instruments	8
A Design-Based Perspective on Synthetic Control Methods	8
Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023)	7
Factor Modelling for High-dimensional Functional Time Series	7
Discussion of “Risk Preference Types, Limited Consideration, and Welfare” by Levon Barseghyan and Francesca Molinari	7
An Improved Divide-and-Conquer Approach to Estimating Mean Functional, with Application to Average Treatment Effect Estimation	7
Probabilistic Forecast Reconciliation under the Gaussian Framework	7
Text Selection	7
Policy Analysis Using Multilevel Regression Models with Group Interactive Fixed Effects	7
Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions	7
Forecasting Inflation Using Economic Narratives	7
Estimation of Matrix Exponential Unbalanced Panel Data Models with Fixed Effects: An Application to US Outward FDI Stock	7
Multiple-Attribute Lorenz Functions and Gini Indices: A Measure Transportation Approach	7
Circularly Projected Common Factors for Grouped Data	7
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach	7
Model Checking in Partially Linear Spatial Autoregressive Models	7
Fast Variational Bayes Methods for Multinomial Probit Models	7
Inference in a Class of Optimization Problems: Confidence Regions and Finite Sample Bounds on Errors in Coverage Probabilities	6
Tests for Jumps in Yield Spreads	6
Partially Linear Single-Index Models and Functional Principal Component Analysis of Spatially and Temporally Indexed Point Processes	6
Consistent Estimation of Distribution Functions under Increasing Concave and Convex Stochastic Ordering	6
Reduced Rank Spatio-Temporal Models	6
Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs	6
Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns	6
Estimating Trends in Male Earnings Volatility with the Panel Study of Income Dynamics	6
Inference with High-Dimensional Weak Instruments and the New Keynesian Phillips Curve	6

A Neural Phillips Curve and a Deep Output Gap	6
Transformed Estimation for Panel Interactive Effects Models	6
Reduced-Rank Envelope Vector Autoregressive Model	6
Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification	6
Reconciled Estimates of Monthly GDP in the United States	6
Spatial Correlation Robust Inference in Linear Regression and Panel Models	6
Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions	6
Corporate Probability of Default: A Single-Index Hazard Model Approach	6
Markov Switching Garch Models: Higher Order Moments, Kurtosis Measures, and Volatility Evaluation in Recessions and Pandemic	5
QML and Efficient GMM Estimation of Spatial Autoregressive Models with Dominant (Popular) Units	5
Inference on Consensus Ranking of Distributions	5
Homogeneity and Sparsity Analysis for High-Dimensional Panel Data Models	5
Estimating Latent-Variable Panel Data Models Using Parameter-Expanded SEM Methods	5
Trends in Earnings Volatility Using Linked Administrative and Survey Data	5
Decomposition of Differences in Distribution under Sample Selection and the Gender Wage Gap	5
Culling the Herd of Moments with Penalized Empirical Likelihood	5
Bayesian Dynamic Matrix Factor Models	5
Post-selection Inference of High-dimensional Logistic Regression Under Case–Control Design	5
A Unified Framework for Specification Tests of Continuous Treatment Effect Models	5
Survey Response Behavior as a Proxy for Unobserved Ability: Theory and Evidence	5
News-Driven Uncertainty Fluctuations	5
Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors	5
Extreme Changes in Changes	5
A Modified Randomization Test for the Level of Clustering	5