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 2022-01-01 to 2026-01-01.)

Article	Citations
ANNOUNCEMENT	28
Variable selection in linear regressions with possibly all strongly correlated covariates	19
Time series quantile regression kink with an unknown threshold	17
Optimal model averaging for divergent-dimensional Poisson regressions	16
Estimation of counterfactual distributions with a continuous endogenous treatment	14
The heterogeneous impact of parental leave take up on the wage distribution: Evidence from Luxembourg	11
List of reviewers for Econometric Reviews , volume 43	9
Correction	8
Estimation of random functions proxying for unobservables	8
Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators	8
Nonstationary heterogeneous panels with multiple structural changes	7
Nonseparable panel models with index structure and correlated random effects	6
Directional predictability tests	6
A note on kernel density estimation for undirected dyadic data	5
Attenuation bias vs selection bias: a multi-outcome three-stage model	4
Quantile random-coefficient regression with interactive fixed effects: Heterogeneous group-level policy evaluation	4
Bootstrap inference on a factor model based average treatment effects estimator	4
GLS estimation and confidence sets for the date of a single break in models with trends	4
In memory of Michael McAleer: special issue of Econometric Reviews	4
Towards a raw-data dynamic structural model with its descriptive applications	4
Using machine learning for efficient flexible regression adjustment in economic experiments	4
Indirect inference estimation of higher-order spatial autoregressive models	3
Forecasting vector autoregressions with mixed roots in the vicinity of unity	3
Time-dependent shrinkage of time-varying parameter regression models	3
High-dimensional mixed data sampling models with a covariate-dependent threshold	3

Nonlinear GMM estimation in dynamic panels with serially correlated unobservables	3
Beyond the bid–ask: strategic insights into spread prediction and the global mid-price phenomenon	2
Powerful t-tests in the presence of nonclassical measurement error	2
Inference in an incomplete information entry game with an incumbent and with beliefs conditioned on unobservable market characteristics	2
Copula joint estimation for spatial dynamic panel data models with endogeneity issues	2
Common and idiosyncratic conditional volatility: Theory and empirical evidence from electricity prices	2
The application of multiple-output quantile regression to the US financial cycle	2
Correction	2
Robust inference on income inequality: t- statistic based approach	2
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model	2
Model selection and model averaging for matrix exponential spatial models	2
Testing predictability of stock returns under quantile regression: A bootstrapping double-weighted approach	2
Testing the endogeneity of a spatial weight matrix in the weak-tied spatial dynamic panel data model	2
Inference in a similarity-based spatial autoregressive model	2
The variances of non-parametric estimates of the cross-sectional distribution of durations	2
Double/debiased machine learning for semiparametric synthetic difference-in-differences models	2
Model averaging for generalized linear models in diverging model spaces with effective model size	2
Estimation bias in the Ornstein-Uhlenbeck process with flow data	1
A simple method to account for measurement errors in revealed preference tests	1
Income and democracy: a semiparametric approach	1
Robust estimation of regression models with potentially endogenous outliers via a modern optimization lens	1
Modeling asymmetric tail dependence in a non-Gaussian framework	1
Testing independence between exogenous variables and unobserved errors	1
Regularized maximum likelihood estimation for the random coefficients model	1
Quantile means and quantile share standard errors and a toolbox of distributional statistics	1
Testing for time-varying factor loadings in high-dimensional factor models	1
Estimation of a partially linear seemingly unrelated regressions model: application to a translog cost system	1
Optimal minimax rates of specification testing with data-driven bandwidth	1
Short panel data quantile regression model with flexible correlated effects	1
Bandwidth selection for nonparametric regression with errors-in-variables	1
Robust nonparametric frontier estimation in two steps	1
Monitoring the direction of the short-term trend of economic indicators	1
Latent local-to-unity models	1
ER interview: Essie Maasoumi, editor of Econometric Reviews (1987–2024)	1
Copula-based expectile regression: estimation and inference	1
Ordered correlation forest	1
Shrinkage estimation of censored quantile regression for panel data models with grouped latent heterogeneity	1
Indian Buffet process factor model for counterfactual analysis	1
Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency	1
Panel cointegrating polynomial regressions: group-mean fully modified OLS estimation and inference	1
A hybrid nonparametric multivariate density estimator with applications to risk management	1
Inferring inequality: Testing for median-preserving spreads in ordinal data	1
Testing rank similarity in the local average treatment effects model	1
Rotation group bias and the persistence of misclassification errors in the Current Population Surveys	1
Fellows and scholars of Econometric Reviews , 2024	1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models	1
Automatic variable selection for semiparametric spatial autoregressive model	1
Almost dominance: inference and application	1
Spectral estimation for mixed causal-noncausal autoregressive models	1
Inference on matrix-valued factor models under a fixed time horizon	1

Goodness of fit tests in spatial autoregressive stochastic frontier models	1
Panel data nowcasting	1
Nonparametric estimation of conditional densities by generalized random forests	1
Best Paper Award: Econometric Reviews, 2024	1