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 2021-06-01 to 2025-06-01.)

Article	Citations
Quasi-Bayesian Inference for Production Frontiers	84
Robust Signal Recovery for High-Dimensional Linear Log-Contrast Models with Compositional Covariates	70
Instrumental Variable Estimation of Dynamic Treatment Effects on a Duration Outcome	49
High-Dimensional Mixed-Frequency IV Regression	41
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity	34
Trend and Variance Adaptive Bayesian Changepoint Analysis and Local Outlier Scoring	33
Kernel Averaging Estimators	27
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage	25
SVARs Identification Through Bounds on the Forecast Error Variance	24
High-Dimensional Model-Assisted Inference for Local Average Treatment Effects With Instrumental Variables	21
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil	21
Efficient Estimation for Models With Nonlinear Heteroscedasticity	20
Discussion of “Co-citation and Co-authorship Networks of Statisticians” by Pengsheng Ji, Jiashun Jin, Zheng Tracy Ke, and Wanshan Li	20
LASSO for Stochastic Frontier Models with Many Efficient Firms	18
Procurements with Bidder Asymmetry in Cost and Risk-Aversion	18
Skilled Mutual Fund Selection: False Discovery Control Under Dependence	18
Large Order-Invariant Bayesian VARs with Stochastic Volatility	17
Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis	17
Posterior Average Effects	15
Estimation of Leverage Effect: Kernel Function and Efficiency	15
Dynamic Score-Driven Independent Component Analysis	15
Does Climate Sensitivity Differ Across Regions? A Varying–Coefficient Approach*	14
Getting the ROC into Sync	14
Robust Estimation for Threshold Autoregressive Moving-Average Models	14
A Functional-Coefficient VAR Model for Dynamic Quantiles and Its Application to Constructing Nonparametric Financial Network*	14

Discussion of “Co-citation and Co-authorship Networks of Statisticians”	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
Bonferroni Type Tests for Return Predictability and the Initial Condition	13
Optimal Shrinkage-Based Portfolio Selection in High Dimensions	12
On the Combination of Naive and Mean-Variance Portfolio Strategies	12
Prediction Using Many Samples with Models Possibly Containing Partially Shared Parameters	12
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model	12
A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data	12
Interpretable Sparse Proximate Factors for Large 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
Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas	11
Graphical Assistant Grouped Network Autoregression Model: A Bayesian Nonparametric Recourse	11
Multiple Testing and the Distributional Effects of Accountability Incentives in Education	10
Discussion of Levon Barseghyan and Francesca Molinari’s “Risk Preference Types, Limited Consideration, and Welfare”	10
Two-Sample Testing for Tail Copulas with an Application to Equity Indices	10
Rejoinder	10
Multi-Threshold Structural Equation Model	9
Sectoral Uncertainty: A Hierarchical-Volatility Approach	9
Statistical Identification of Independent Shocks with Kernel-based Maximum Likelihood Estimation and an Application to the Global Crude Oil Market	9
Multiple-Attribute Lorenz Functions and Gini Indices: A Measure Transportation Approach	8
A Scalable Frequentist Model Averaging Method	8
Correcting for Endogeneity in Models with Bunching	8
Learning Human Activity Patterns Using Clustered Point Processes With Active and Inactive States	8
Identification of SVAR Models by Combining Sign Restrictions With External Instruments	8
Nonparametric Option Pricing with Generalized Entropic Estimators	8
A Design-Based Perspective on Synthetic Control Methods	8
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach	7
Text Selection	7
Circularly Projected Common Factors for Grouped Data	7
Probabilistic Forecast Reconciliation under the Gaussian Framework	7
Model Checking in Partially Linear Spatial Autoregressive Models	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
Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions	7
Fast Variational Bayes Methods for Multinomial Probit Models	7
Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023)	7
Factor Modelling for High-dimensional Functional Time Series	7
Policy Analysis Using Multilevel Regression Models with Group Interactive Fixed Effects	7
Discussion of “Risk Preference Types, Limited Consideration, and Welfare” by Levon Barseghyan and Francesca Molinari	7
Spatial Correlation Robust Inference in Linear Regression and Panel Models	6
Partially Linear Single-Index Models and Functional Principal Component Analysis of Spatially and Temporally Indexed Point Processes	6
Estimating Trends in Male Earnings Volatility with the Panel Study of Income Dynamics	6
Consistent Estimation of Distribution Functions under Increasing Concave and Convex Stochastic Ordering	6
Reduced-Rank Envelope Vector Autoregressive Model	6
Inference in a Class of Optimization Problems: Confidence Regions and Finite Sample Bounds on Errors in Coverage Probabilities	6
Reduced Rank Spatio-Temporal Models	6
Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions	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
Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification	6
Corporate Probability of Default: A Single-Index Hazard Model Approach	6
Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns	6
Inference with High-Dimensional Weak Instruments and the New Keynesian Phillips Curve	6
Reconciled Estimates of Monthly GDP in the United States	6
A Neural Phillips Curve and a Deep Output Gap	6
Transformed Estimation for Panel Interactive Effects Models	6
Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs	6
Post-selection Inference of High-dimensional Logistic Regression Under Case–Control Design	6
Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors	5
Bayesian Dynamic Matrix Factor Models	5
Estimating Latent-Variable Panel Data Models Using Parameter-Expanded SEM Methods	5
Estimating a Continuous Treatment Model with Spillovers: A Control Function Approach	5
Decomposition of Differences in Distribution under Sample Selection and the Gender Wage Gap	5
News-Driven Uncertainty Fluctuations	5
Factor Network Autoregressions	5
Homogeneity and Sparsity Analysis for High-Dimensional Panel Data Models	5
A Modified Randomization Test for the Level of Clustering	5
Survey Response Behavior as a Proxy for Unobserved Ability: Theory and Evidence	5
A Unified Framework for Specification Tests of Continuous Treatment Effect Models	5
Using Survey Information for Improving the Density Nowcasting of U.S. GDP	5
Inference on Consensus Ranking of Distributions	5
Extreme Changes in Changes	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
Trends in Earnings Volatility Using Linked Administrative and Survey Data	5
Markov Switching Garch Models: Higher Order Moments, Kurtosis Measures, and Volatility Evaluation in Recessions and Pandemic	5