OOIR: Observatory of International Research

Papers

(The TQCC of Econometric Reviews is 1. 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
List of referees	30
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model	23
Inference and extrapolation in finite populations with special attention to clustering	17
Improved tests for stock return predictability	17
Best Paper Award	14
Model selection and model averaging for matrix exponential spatial models	12
Bayesian estimation of dynamic panel data gravity model	9
The variances of non-parametric estimates of the cross-sectional distribution of durations	8
Smoothed gradient least squares estimator for linear threshold models	8
A state-space approach to time-varying reduced-rank regression	8
Variable selection in linear regressions with possibly all strongly correlated covariates	8
MCMC conditional maximum likelihood for the two-way fixed-effects logit	7
Estimation of average treatment effects for massively unbalanced binary outcomes	7
ANNOUNCEMENT	6
Inferring inequality: Testing for median-preserving spreads in ordinal data	6
Panel cointegrating polynomial regressions: group-mean fully modified OLS estimation and inference	5
Estimation of counterfactual distributions with a continuous endogenous treatment	5
Estimation of average treatment effect based on a semiparametric propensity score	4
The application of multiple-output quantile regression to the US financial cycle	4
Testing for stationary or persistent coefficient randomness in predictive regressions	4
Panel data measures of price discovery	4
Robust inference on income inequality: t- statistic based approach	4
Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data	3
On the estimation of quantile treatment effects using a semiparametric propensity score	3
A hybrid nonparametric multivariate density estimator with applications to risk management	3

Right tail information and asset pricing	3
Extremal quantiles and stock price crashes	3
Estimating flow data models of international trade: dual gravity and spatial interactions	3
A method to evaluate the rank condition for CCE estimators	2
Regularized maximum likelihood estimation for the random coefficients model	2
A one-covariate-at-a-time multiple testing approach to variable selection in additive models	2
Best Paper Award: Econometric Reviews, 2024	2
Back Matter	2
Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves	2
Common and idiosyncratic conditional volatility: Theory and empirical evidence from electricity prices	2
Optimal model averaging for divergent-dimensional Poisson regressions	2
Quantile regression with interval data	2
Linear fixed-effects estimation with nonrepeated outcomes	2
Event count estimation	2
Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing	2
Forward detrending for heteroskedasticity-robust panel unit root testing	2
Semiparametric spatial autoregressive models with nonlinear endogeneity	2
Efficient semiparametric copula estimation of regression models with endogeneity	1
Optimal minimax rates of specification testing with data-driven bandwidth	1
List of reviewers for Econometric Reviews , volume 43	1
Nonparametric identification and estimation of heterogeneous causal effects under conditional independence	1
Spectral estimation for mixed causal-noncausal autoregressive models	1
Best Paper Award Econometric Reviews, 2019–2020	1
Econometric Reviews Honors Cheng Hsiao	1
Inference for the VEC(1) model with a heavy-tailed linear process errors*	1
Estimation of random functions proxying for unobservables	1
Semiparametric transition models	1
A panel data model of length of stay in hospitals for hip replacements	1
Towards data-congruent models of the term structure of interest rates	1
Monotonicity-constrained nonparametric estimation and inference for first-price auctions	1
Nonseparable panel models with index structure and correlated random effects	1
A unifying switching regime regression framework with applications in health economics	1
Doubly robust estimation of multivariate fractional outcome means with multivalued treatments	1
Global estimation of finite mixture and misclassification models with an application to multiple equilibria	1
The heterogeneous impact of parental leave take up on the wage distribution: Evidence from Luxembourg	1
Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators	1
A robust test for serial correlation in panel data models	1
Sequential and efficient GMM estimation of dynamic short panel data models	1
Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models	1
Model averaging for generalized linear models in diverging model spaces with effective model size	1
The lower regression function and testing expectation dependence dominance hypotheses	1
A simple test of completeness in a class of nonparametric specification	1
Two-step series estimation and specification testing of (partially) linear models with generated regressors	1
Ordered correlation forest	1