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 2021-04-01 to 2025-04-01.)

Article	Citations
A Discussion of “Text Selection”	133
Policy Analysis Using Multilevel Regression Models with Group Interactive Fixed Effects	81
On “Imputation of Counterfactual Outcomes when the Errors are Predictable”: Discussions on Misspecification and Suggestions of Sensitivity Analyses	65
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity	57
Bayesian Inference of Vector Autoregressions with Tensor Decompositions	45
Bayesian Inference in Common Microeconometric Models With Massive Datasets by Double Marginalized Subsampling	31
High-Dimensional Mixed-Frequency IV Regression	30
On the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models	29
Discussion of “Narrative Restrictions and Proxies” by Raffaella Giacomini, Toru Kitagawa, and Matthew Read	25
Instability of Factor Strength in Asset Returns	23
Teacher-to-Classroom Assignment and Student Achievement	21
Reconciling Trends in U.S. Male Earnings Volatility: Results from Survey and Administrative Data	20
Low Frequency Cointegrating Regression with Local to Unity Regressors and Unknown Form of Serial Dependence	20
Nonparametric Specification Testing of Conditional Asset Pricing Models	19
Probabilistic Forecast Reconciliation under the Gaussian Framework	19
Generalizing the Results from Social Experiments: Theory and Evidence from India	18
Tie-Break Bootstrap for Nonparametric Rank Statistics	18
A General Framework for Constructing Locally Self-Normalized Multiple-Change-Point Tests	17
Extreme Value Estimation for Heterogeneous Data	16
Discussion of “Risk Preference Types, Limited Consideration, and Welfare” by Levon Barseghyan and Francesca Molinari	15
Unified Principal Component Analysis for Sparse and Dense Functional Data under Spatial Dependency	14
Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023)	14
A Dynamic Binary Probit Model with Time-Varying Parameters and Shrinkage Prior	13
Narrative Restrictions and Proxies	13
Identifying Structural Vector Autoregression via Leptokurtic Economic Shocks	12

Semiparametric Quantile Models for Ascending Auctions With Asymmetric Bidders	12
Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models	12
Max Share Identification of Multiple Shocks: An Application to Uncertainty and Financial Conditions	11
Multiperiod Dynamic Portfolio Choice: When High Dimensionality Meets Return Predictability	11
Powerful Backtests for Historical Simulation Expected Shortfall Models	11
Incorporating Different Sources of Information for Bayesian Optimal Portfolio Selection	11
FNETS: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series	11
Another Look at Dependence: The Most Predictable Aspects of Time Series	11
Forecasting Inflation Using Economic Narratives	11
Transformation Models in High Dimensions	11
Nonparametric Prediction Distribution from Resolution-Wise Regression with Heterogeneous Data	11
Targeting Predictors Via Partial Distance Correlation With Applications to Financial Forecasting	11
Robust and Efficient Estimation of Potential Outcome Means Under Random Assignment	11
Synthetic Control with Time Varying Coefficients A State Space Approach with Bayesian Shrinkage	11
Male Earnings Volatility in LEHD Before, During, and After the Great Recession	11
An Empirical Bayes Approach to Controlling the False Discovery Exceedance	10
Identification and Auto-Debiased Machine Learning for Outcome-Conditioned Average Structural Derivatives	10
The Leverage Effect Puzzle under Semi-nonparametric Stochastic Volatility Models	10
Model Checking in Partially Linear Spatial Autoregressive Models	10
A Statistically Identified Structural Vector Autoregression with Endogenously Switching Volatility Regime	9
SVARs Identification Through Bounds on the Forecast Error Variance	9
Instrumental Variable Estimation of Dynamic Treatment Effects on a Duration Outcome	9
An Improved Divide-and-Conquer Approach to Estimating Mean Functional, with Application to Average Treatment Effect Estimation	9
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach	8
Robust Signal Recovery for High-Dimensional Linear Log-Contrast Models with Compositional Covariates	8
Two-Directional Simultaneous Inference for High-Dimensional Models	8
Testing Error Distribution by Kernelized Stein Discrepancy in Multivariate Time Series Models	8
Simple Inference on Functionals of Set-Identified Parameters Defined by Linear Moments	8
A Two-Step Method for Testing Many Moment Inequalities	8
Risk Preference Types, Limited Consideration, and Welfare	7
Quasi-Bayesian Inference for Production Frontiers	7
Nonparametric Instrumental Regression With Right Censored Duration Outcomes	7
Circularly Projected Common Factors for Grouped Data	7
Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter	6
Detection of Multiple Structural Breaks in Large Covariance Matrices	6
Narrative Restrictions and Proxies: Rejoinder	6
Should Humans Lie to Machines? The Incentive Compatibility of Lasso and GLM Structured Sparsity Estimators	6
Kernel Averaging Estimators	6
Can a Machine Correct Option Pricing Models?	6
A Statistical Recurrent Stochastic Volatility Model for Stock Markets	6
Distinguishing Time-Varying Factor Models	6
High-Dimensional Model-Assisted Inference for Local Average Treatment Effects With Instrumental Variables	6
Multiway Cluster Robust Double/Debiased Machine Learning	6
Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso	6
Discussion of “Co-citation and Co-authorship Networks of Statisticians” by Pengsheng Ji, Jiashun Jin, Zheng Tracy Ke, and Wanshan Li	5
Test for Market Timing Using Daily Fund Returns	5
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19	5
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil	5
Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models	5
Estimation of Leverage Effect: Kernel Function and Efficiency	5

Inference with High-dimensional Weak Instruments and the New Keynesian Phillips Curve	5
Estimation and Inference for Extreme Continuous Treatment Effects	5
LATE With Missing or Mismeasured Treatment	5
Fast Variational Bayes Methods for Multinomial Probit Models	5
Detecting Weak Distribution Shifts via Displacement Interpolation	5
Matrix-factor-augmented regression	5
Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis	5
A Neural Phillips Curve and a Deep Output Gap	5
The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation	5
Covariance Model with General Linear Structure and Divergent Parameters	5
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage	5
High-Dimensional Censored Regression via the Penalized Tobit Likelihood	5
Trend and Variance Adaptive Bayesian Changepoint Analysis and Local Outlier Scoring	5
Partially Linear Single-Index Models and Functional Principal Component Analysis of Spatially and Temporally Indexed Point Processes	5
Difference-in-Differences Estimator of Quantile Treatment Effect on the Treated	4
Robust Estimation for Threshold Autoregressive Moving-Average Models	4
Quasi-Experimental Evaluation of Alternative Sample Selection Corrections	4
Feature Screening for Massive Data Analysis by Subsampling	4
Asset Pricing via the Conditional Quantile Variational Autoencoder	4
Testing For Global Covariate Effects in Dynamic Interaction Event Networks	4
A Time-Varying Network for Cryptocurrencies	4
The Block-Correlated Pseudo Marginal Sampler for State Space Models	4
Efficient Estimation for Models With Nonlinear Heteroscedasticity	4
Bagged Pretested Portfolio Selection	4
Extremal Dependence-Based Specification Testing of Time Series	4
Consistent Estimation of Distribution Functions under Increasing Concave and Convex Stochastic Ordering	4
Posterior Average Effects	4
Tests for Jumps in Yield Spreads	4
Bayesian Nonparametric Panel Markov-Switching GARCH Models	4
LASSO for Stochastic Frontier Models with Many Efficient Firms	4
Skilled Mutual Fund Selection: False Discovery Control Under Dependence	4
Singular Conditional Autoregressive Wishart Model for Realized Covariance Matrices	4
Gamma-Driven Markov Processes and Extensions with Application to Realized Volatility	4
Spatial Correlation Robust Inference in Linear Regression and Panel Models	4
On Testing Equal Conditional Predictive Ability Under Measurement Error	4
Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions	4
On “Imputation of Counterfactual Outcomes When the Errors Are Predictable”: Viewing the PUP as the DID and the LDV	4
Estimation of Matrix Exponential Unbalanced Panel Data Models with Fixed Effects: An Application to US Outward FDI Stock	4
Simultaneous Spatial Panel Data Models with Common Shocks	4