OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Business & Economic Statistics is 4. 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
Robust Signal Recovery for High-Dimensional Linear Log-Contrast Models with Compositional Covariates	82
Instrumental Variable Estimation of Dynamic Treatment Effects on a Duration Outcome	78
Trend and Variance Adaptive Bayesian Changepoint Analysis and Local Outlier Scoring	39
Drift Bursts in Pure Jumps: Detection and Application to Bitcoin	33
High Frequency ANOVA that is Robust to Jumps, Microstructure Noise and Asynchronous Observation Times	29
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage	27
Estimation of Leverage Effect: Kernel Function and Efficiency	27
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity	27
High-dimensional Multivariate Realized Volatility Forecasting with Community Network Structure	26
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network	25
Comment: Dynamic Causal Effects in a Nonlinear World: The Good, the Bad, and the Ugly	23
Robust Reproducible Network Exploration	23
Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis	22
Robust Estimation for Threshold Autoregressive Moving-Average Models	21
The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency	20
LASSO for Stochastic Frontier Models with Many Efficient Firms	20
Procurements with Bidder Asymmetry in Cost and Risk-Aversion	19
Large Order-Invariant Bayesian VARs with Stochastic Volatility	19
Bonferroni Type Tests for Return Predictability and the Initial Condition	18
Dynamic Modeling via Autoregressive Conditional GB2 for Cross-Sectional Maxima of Financial Time Series Data	16
Getting the ROC into Sync	16
Panel Quantile GARCH Models under Homogeneity	15
Does Climate Sensitivity Differ Across Regions? A Varying–Coefficient Approach	14
Bounding Omitted Variable Bias Using Auxiliary Data: With an Application to Estimate Neighborhood Effects	14
Prediction Using Many Samples with Models Possibly Containing Partially Shared Parameters	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
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model	12
Combining Forecasts - On Why Averaging Beats Optimal Linear Weights	12
Fixed Effects Estimation of Spatial Panel Model with Missing Responses: An Application to US State Tax Competition	12
A Network View on Portfolio Risk	11
Reconciling Trends in Male Earnings Volatility: Evidence from the SIPP Survey and Administrative Data	11
Associate Editors	11
Semiparametric Estimation of Treatment Effects in Observational Studies with Heterogeneous Partial Interference	11
Discussion of “Imputation of Counterfactual Outcomes when the Errors are Predictable” by Sílvia Gonçalves and Serena Ng	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
Rejoinder	10
Discussion of Levon Barseghyan and Francesca Molinari’s “Risk Preference Types, Limited Consideration, and Welfare”	10
Filtering and Smoothing in State-Space Models with Multiple Regimes*	10
Correcting for Endogeneity in Models with Bunching	10
Gradient Wild Bootstrap for Instrumental Variable Quantile Regressions with Weak and Few Clusters	10
Sectoral Uncertainty: A Hierarchical-Volatility Approach	10
A Design-Based Perspective on Synthetic Control Methods	9
Statistical Identification of Independent Shocks with Kernel-based Maximum Likelihood Estimation and an Application to the Global Crude Oil Market	9
Identification of SVAR Models by Combining Sign Restrictions With External Instruments	9
A Scalable Frequentist Model Averaging Method	9
Testing for nontrivial cointegration	9
Bayesian Methodology for Adaptive Sparsity and Shrinkage in Regression	9
High-Dimensional Quantile Vector Autoregression with Influencers and Communities	9
Extending the Scope of Inference About Predictive Ability to Machine Learning Methods	8
Nonparametric Option Pricing with Generalized Entropic Estimators	8
Discussion of “Risk Preference Types, Limited Consideration, and Welfare” by Levon Barseghyan and Francesca Molinari	8
Factor Modeling for High-Dimensional Functional Time Series	8
Fast Variational Bayes Methods for Multinomial Probit Models	8
An Improved Divide-and-Conquer Approach to Estimating Mean Functional, with Application to Average Treatment Effect Estimation	8
Multiple-Attribute Lorenz Functions and Gini Indices: A Measure Transportation Approach	8
Dynamic CoVaR Modeling and Estimation	8
Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023)	8
Probabilistic Forecast Reconciliation under the Gaussian Framework	7
Policy Analysis Using Multilevel Regression Models with Group Interactive Fixed Effects	7
Forecasting Inflation Using Economic Narratives	7
Partially Linear Single-Index Models and Functional Principal Component Analysis of Spatially and Temporally Indexed Point Processes	7
Determination of the Effective Cointegration Rank in High-Dimensional Time-Series Predictive Regressions	7
Binary Outcomes and Linear Interactions	7
Model Checking in Partially Linear Spatial Autoregressive Models	7
Bootstrap Model Averaging	7
Multi-Horizon Uniform Superior Predictive Ability Revisited	7
Theory Coherent Shrinkage of Time-Varying Parameters in VARs	7
CCE Estimation of Heterogeneous Panel Quantile Regression Models with Relatively Small T	7
Inference with High-Dimensional Weak Instruments and the New Keynesian Phillips Curve	7
Least Squares Estimation in Nonstationary Nonlinear Cohort Panels with Learning from Experience	6
Partial Effects in Time-Varying Linear Transformation Panel Models with Endogeneity	6
Reduced-Rank Envelope Vector Autoregressive Model	6
Tests for Jumps in Yield Spreads	6

Estimation of Matrix Exponential Unbalanced Panel Data Models with Fixed Effects: An Application to US Outward FDI Stock	6
Spatial Correlation Robust Inference in Linear Regression and Panel Models	6
Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions	6
Consistent Estimation of Distribution Functions under Increasing Concave and Convex Stochastic Ordering	6
A Neural Phillips Curve and a Deep Output Gap	6
Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification	6
Estimating Trends in Male Earnings Volatility with the Panel Study of Income Dynamics	6
Corporate Probability of Default: A Single-Index Hazard Model Approach	5
News-Driven Uncertainty Fluctuations	5
Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors	5
Estimating Latent-Variable Panel Data Models Using Parameter-Expanded SEM Methods	5
Reduced Rank Spatio-Temporal Models	5
Inference on Consensus Ranking of Distributions	5
Bayesian Dynamic Matrix Factor Models	5
Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs	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
Inference in a Class of Optimization Problems: Confidence Regions and Finite Sample Bounds on Errors in Coverage Probabilities	5
Nonparametric Causal Inference with Functional Covariates	4
Factor Network Autoregressions	4
Mitigating Process Distortion While Preserving Accounting Relations in Hierarchical Time Series	4
Homogeneity and Sparsity Analysis for High-Dimensional Panel Data Models	4
Invalid Proxies and Volatility Changes	4
On Smooth Transition Interval Autoregressive Models	4
Smoothing Variances Across Time: Adaptive Stochastic Volatility	4
The Effects of Temporal Aggregation on MIDAS Regressions	4
Extreme Quantile Treatment Effects under Endogeneity	4
Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns	4
Decomposition of Differences in Distribution under Sample Selection and the Gender Wage Gap	4
Extreme Changes in Changes	4
Fast, Order-Invariant Bayesian Inference in VARs Using the Eigendecomposition of the Error Covariance Matrix	4
Inflation Measurement with High-Frequency Data	4
Testing for Asset Price Bubbles Using Options Data	4
Causal Inference Using Antidotal Variables	4
Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed	4
Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure	4
Regime-Specific Return Predictability in Quantiles	4
Estimating a Continuous Treatment Model with Spillovers: A Control Function Approach	4
Trends in Earnings Volatility Using Linked Administrative and Survey Data	4
Culling the Herd of Moments with Penalized Empirical Likelihood	4
Change-Point Detection in Time Series Using Mixed Integer Programming	4
A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound	4
Design Strategies for Networked Experiments via Interference Balancing	4
From Conditional Quantile Regression to Marginal Quantile Estimation with Applications to Missing Data and Causal Inference	4
Quasi Maximum Likelihood Estimation for Large-Dimensional Matrix Factor Models	4
On Bivariate Time-Varying Price Staleness	4