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 2021-09-01 to 2025-09-01.)

Article	Citations
Robust Signal Recovery for High-Dimensional Linear Log-Contrast Models with Compositional Covariates	82
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity	57
Kernel Averaging Estimators	48
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage	40
Drift bursts in pure jumps: detection and application to Bitcoin	31
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil	26
High-Dimensional Model-Assisted Inference for Local Average Treatment Effects With Instrumental Variables	22
Trend and Variance Adaptive Bayesian Changepoint Analysis and Local Outlier Scoring	21
High Frequency ANOVA that is Robust to Jumps, Microstructure Noise and Asynchronous Observation Times	21
Instrumental Variable Estimation of Dynamic Treatment Effects on a Duration Outcome	20
LASSO for Stochastic Frontier Models with Many Efficient Firms	19
Procurements with Bidder Asymmetry in Cost and Risk-Aversion	19
Skilled Mutual Fund Selection: False Discovery Control Under Dependence	19
Robust Estimation for Threshold Autoregressive Moving-Average Models	18
Posterior Average Effects	17
Large Order-Invariant Bayesian VARs with Stochastic Volatility	16
Dynamic Score-Driven Independent Component Analysis	15
Discussion of “Co-citation and Co-authorship Networks of Statisticians” by Pengsheng Ji, Jiashun Jin, Zheng Tracy Ke, and Wanshan Li	15
Estimation of Leverage Effect: Kernel Function and Efficiency	14
Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis	14
The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency	14
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network	14
Does Climate Sensitivity Differ Across Regions? A Varying–Coefficient Approach	13
Bonferroni Type Tests for Return Predictability and the Initial Condition	13
Getting the ROC into Sync	13

Dynamic Modeling via Autoregressive Conditional GB2 for Cross-Sectional Maxima of Financial Time Series Data	13
Discussion of “Text Selection” by Bryan Kelly, Asaf Manela, and Alan Moreira	13
Discussion of “Co-citation and Co-authorship Networks of Statisticians”	13
Optimal Shrinkage-Based Portfolio Selection in High Dimensions	12
On the Combination of Naive and Mean-Variance Portfolio Strategies	12
A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data	12
Prediction Using Many Samples with Models Possibly Containing Partially Shared Parameters	12
Graphical Assistant Grouped Network Autoregression Model: A Bayesian Nonparametric Recourse	11
Panel Quantile GARCH Models under Homogeneity	11
Associate Editors	11
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model	11
Discussion of “Imputation of Counterfactual Outcomes when the Errors are Predictable” by Sílvia Gonçalves and Serena Ng	11
Fixed Effects Estimation of Spatial Panel Model with Missing Responses: An Application to US State Tax Competition ^*	11
Rejoinder	10
Identification of SVAR Models by Combining Sign Restrictions With External Instruments	10
Reconciling Trends in Male Earnings Volatility: Evidence from the SIPP Survey and Administrative Data	10
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
Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas	10
A Scalable Frequentist Model Averaging Method	10
Correcting for Endogeneity in Models with Bunching	9
Statistical Identification of Independent Shocks with Kernel-based Maximum Likelihood Estimation and an Application to the Global Crude Oil Market	9
Sectoral Uncertainty: A Hierarchical-Volatility Approach	9
Nonparametric Option Pricing with Generalized Entropic Estimators	8
Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions	8
Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023)	8
Multi-Threshold Structural Equation Model	8
Factor Modeling for High-Dimensional Functional Time Series	8
Learning Human Activity Patterns Using Clustered Point Processes With Active and Inactive States	8
Discussion of “Risk Preference Types, Limited Consideration, and Welfare” by Levon Barseghyan and Francesca Molinari	8
A Design-Based Perspective on Synthetic Control Methods	8
Multiple-Attribute Lorenz Functions and Gini Indices: A Measure Transportation Approach	8
Policy Analysis Using Multilevel Regression Models with Group Interactive Fixed Effects	8
Model Checking in Partially Linear Spatial Autoregressive Models	8
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
Estimating Trends in Male Earnings Volatility with the Panel Study of Income Dynamics	7
Forecasting Inflation Using Economic Narratives	7
Circularly Projected Common Factors for Grouped Data	7
Theory coherent shrinkage of time-varying parameters in VARs	7
Reconciled Estimates of Monthly GDP in the United States	7
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach	7
Fast Variational Bayes Methods for Multinomial Probit Models	7
Tests for Jumps in Yield Spreads	7
Partially Linear Single-Index Models and Functional Principal Component Analysis of Spatially and Temporally Indexed Point Processes	7
Reduced-Rank Envelope Vector Autoregressive Model	6
Post-selection Inference of High-dimensional Logistic Regression Under Case–Control Design	6
Consistent Estimation of Distribution Functions under Increasing Concave and Convex Stochastic Ordering	6
Estimation of Matrix Exponential Unbalanced Panel Data Models with Fixed Effects: An Application to US Outward FDI Stock	6
Transformed Estimation for Panel Interactive Effects 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
A Neural Phillips Curve and a Deep Output Gap	6
Least squares estimation in nonstationary nonlinear cohort panels with learning from experience*	6
Reduced Rank Spatio-Temporal Models	6
Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs	6
Spatial Correlation Robust Inference in Linear Regression and Panel Models	6
Inference with High-Dimensional Weak Instruments and the New Keynesian Phillips Curve	6
Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions	6
Estimating Latent-Variable Panel Data Models Using Parameter-Expanded SEM Methods	5
Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns	5
Homogeneity and Sparsity Analysis for High-Dimensional Panel Data Models	5
Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors	5
Extreme Changes in Changes	5
Trends in Earnings Volatility Using Linked Administrative and Survey Data	5
Mitigating Process Distortion While Preserving Accounting Relations in Hierarchical Time Series	5
News-Driven Uncertainty Fluctuations	5
Survey Response Behavior as a Proxy for Unobserved Ability: Theory and Evidence	5
Inference on Consensus Ranking of Distributions	5
A Modified Randomization Test for the Level of Clustering	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
Culling the Herd of Moments with Penalized Empirical Likelihood	5
Bayesian Dynamic Matrix Factor Models	5