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 2021-07-01 to 2025-07-01.)

Article	Citations
List of referees	34
ANNOUNCEMENT	23
Variable selection in linear regressions with possibly all strongly correlated covariates	22
Time series quantile regression kink with an unknown threshold	20
Optimal model averaging for divergent-dimensional Poisson regressions	13
List of reviewers for Econometric Reviews , volume 43	11
Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing	11
Estimation of counterfactual distributions with a continuous endogenous treatment	11
Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators	10
The heterogeneous impact of parental leave take up on the wage distribution: Evidence from Luxembourg	10
Estimation of random functions proxying for unobservables	8
Directional predictability tests	7
Nonstationary heterogeneous panels with multiple structural changes	7
Using machine learning for efficient flexible regression adjustment in economic experiments	7
Nonseparable panel models with index structure and correlated random effects	6
GLS estimation and confidence sets for the date of a single break in models with trends	6
A note on kernel density estimation for undirected dyadic data	5
Testing the endogeneity of a spatial weight matrix in the weak-tied spatial dynamic panel data model	4
Estimation of dynamic panel data models with a lot of heterogeneity	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
Time-dependent shrinkage of time-varying parameter regression models	4
A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models*	4
Forecasting vector autoregressions with mixed roots in the vicinity of unity	4
Towards a raw-data dynamic structural model with its descriptive applications	4

In memory of Michael McAleer: special issue of Econometric Reviews	4
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model	3
Indirect inference estimation of higher-order spatial autoregressive models	3
Powerful t-tests in the presence of nonclassical measurement error	3
Robust inference on income inequality: t- statistic based approach	3
High-dimensional mixed data sampling models with a covariate-dependent threshold	3
Quantile regression with interval data	3
Inference in a similarity-based spatial autoregressive model	3
Inference in an incomplete information entry game with an incumbent and with beliefs conditioned on unobservable market characteristics	3
Beyond the bid–ask: strategic insights into spread prediction and the global mid-price phenomenon	3
The variances of non-parametric estimates of the cross-sectional distribution of durations	2
Model selection and model averaging for matrix exponential spatial models	2
Testing independence between exogenous variables and unobserved errors	2
Ordered correlation forest	2
Latent local-to-unity models	2
Regularized maximum likelihood estimation for the random coefficients model	2
Estimation of average treatment effect based on a semiparametric propensity score	2
Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves	2
Efficient semiparametric copula estimation of regression models with endogeneity	2
Spectral estimation for mixed causal-noncausal autoregressive models	2
Quantile means and quantile share standard errors and a toolbox of distributional statistics	2
Testing predictability of stock returns under quantile regression: A bootstrapping double-weighted approach	2
The application of multiple-output quantile regression to the US financial cycle	2
Model averaging for generalized linear models in diverging model spaces with effective model size	2
Common and idiosyncratic conditional volatility: Theory and empirical evidence from electricity prices	2
ER interview: Essie Maasoumi, editor of Econometric Reviews (1987–2024)	2