OOIR: Observatory of International Research

Papers

(The TQCC of Econometric Reviews is 2. 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 2020-04-01 to 2024-04-01.)

Article	Citations
Revisiting regression adjustment in experiments with heterogeneous treatment effects	25
Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing	21
Common factors and spatial dependence: an application to US house prices	18
Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models	11
Random autoregressive models: A structured overview	10
An augmented Anderson–Hsiao estimator for dynamic short-T panels^†	10
Optimal model averaging for divergent-dimensional Poisson regressions	10
Testing for strict stationarity in a random coefficient autoregressive model	9
Robust open Bayesian analysis: Overfitting, model uncertainty, and endogeneity issues in multiple regression models	9
In-fill asymptotic theory for structural break point in autoregressions	8
Smooth structural changes and common factors in nonstationary panel data: an analysis of healthcare expenditures^†	7
Some notes on nonlinear cointegration: A partial review with some novel perspectives	6
Model averaging in a multiplicative heteroscedastic model	6
Sequential and efficient GMM estimation of dynamic short panel data models	6
Panel data measures of price discovery	6
Efficient semiparametric copula estimation of regression models with endogeneity	6
The two-way Mundlak estimator	5
Binary outcomes, OLS, 2SLS and IV probit	5
Multiple subordinated modeling of asset returns: Implications for option pricing	5
Moment estimation for censored quantile regression	5
Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators	5
Approximate state space modelling of unobserved fractional components	4
An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation	3
Standard Errors for Nonparametric Regression	3
Estimation and inference for distribution and quantile functions in endogenous treatment effect models	3

A specification test for dynamic conditional distribution models with function-valued parameters	3
Panel data nowcasting	3
Market integration, systemic risk and diagnostic tests in large mixed panels	3
Data cloning estimation for asymmetric stochastic volatility models	3
Nonstructural analysis of productivity growth for the industrialized countries: a jackknife model averaging approach	3
Model selection in factor-augmented regressions with estimated factors	3
Nonparametric multidimensional fixed effects panel data models	2
Quantile aggregation and combination for stock return prediction	2
Bounds on direct and indirect effects under treatment/mediator endogeneity and outcome attrition	2
Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors	2
Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves	2
Forward detrending for heteroskedasticity-robust panel unit root testing	2
Predictability, real time estimation, and the formulation of unobserved components models	2
Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions	2
Monotonicity-constrained nonparametric estimation and inference for first-price auctions	2
Testing for shifts in a time trend panel data model with serially correlated error component disturbances	2
Estimation of average treatment effect based on a semiparametric propensity score	2
The continuous limit of weak GARCH	2
Bandwidth selection for nonparametric regression with errors-in-variables	2
Testing for time-varying factor loadings in high-dimensional factor models	2
Quantile structural treatment effects: application to smoking wage penalty and its determinants	2
High-dimensional penalized arch processes	2
A panel data model of length of stay in hospitals for hip replacements	2
Panel cointegrating polynomial regressions: group-mean fully modified OLS estimation and inference	2