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 2022-05-01 to 2026-05-01.)

Article	Citations
ANNOUNCEMENT	33
Estimation of counterfactual distributions with a continuous endogenous treatment	21
Time series quantile regression kink with an unknown threshold	21
Variable selection in linear regressions with possibly all strongly correlated covariates	12
The heterogeneous impact of parental leave take up on the wage distribution: Evidence from Luxembourg	10
List of reviewers for Econometric Reviews , volume 43	9
Testing collusion and cooperation in binary choice games	9
Correction	8
Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators	8
Directional predictability tests	7
Estimation of random functions proxying for unobservables	7
Nonseparable panel models with index structure and correlated random effects	6
A note on kernel density estimation for undirected dyadic data	6
GLS estimation and confidence sets for the date of a single break in models with trends	5
Using machine learning for efficient flexible regression adjustment in economic experiments	5
Quantile random-coefficient regression with interactive fixed effects: Heterogeneous group-level policy evaluation	4
Nonstationary heterogeneous panels with multiple structural changes	4
A regularization approach to optimizing large portfolios under asymmetries in returns and risk attitudes	4
Towards a raw-data dynamic structural model with its descriptive applications	4
Predictive extremile regression with persistent covariates: IVX-ER approach	4
Attenuation bias vs selection bias: a multi-outcome three-stage model	4
In memory of Michael McAleer: special issue of Econometric Reviews	4
Bootstrap inference on a factor model based average treatment effects estimator	3
Correction	3
The variances of non-parametric estimates of the cross-sectional distribution of durations	3

Inference in a similarity-based spatial autoregressive model	3
Beyond the bid–ask: strategic insights into spread prediction and the global mid-price phenomenon	3
Forecasting vector autoregressions with mixed roots in the vicinity of unity	3
High-dimensional mixed data sampling models with a covariate-dependent threshold	3
Testing the endogeneity of a spatial weight matrix in the weak-tied spatial dynamic panel data model	3
Powerful t-tests in the presence of nonclassical measurement error	3
Time-dependent shrinkage of time-varying parameter regression models	3
Nonlinear GMM estimation in dynamic panels with serially correlated unobservables	3
Indirect inference estimation of higher-order spatial autoregressive models	3
Inference in an incomplete information entry game with an incumbent and with beliefs conditioned on unobservable market characteristics	3
Copula joint estimation for spatial dynamic panel data models with endogeneity issues	3
Inference on matrix-valued factor models under a fixed time horizon	2
Ordered correlation forest	2
ER interview: Essie Maasoumi, editor of Econometric Reviews (1987–2024)	2
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models	2
Testing predictability of stock returns under quantile regression: A bootstrapping double-weighted approach	2
High-dimensional time-varying coefficient estimation in diffusion models	2
Almost dominance: inference and application	2
Copula-based expectile regression: estimation and inference	2
Model averaging for generalized linear models in diverging model spaces with effective model size	2
Latent local-to-unity models	2
Shrinkage estimation of censored quantile regression for panel data models with grouped latent heterogeneity	2
Double/debiased machine learning for semiparametric synthetic difference-in-differences models	2
The application of multiple-output quantile regression to the US financial cycle	2
Quantile means and quantile share standard errors and a toolbox of distributional statistics	2
Spectral estimation for mixed causal-noncausal autoregressive models	2
Indian Buffet process factor model for counterfactual analysis	2
Modeling asymmetric tail dependence in a non-Gaussian framework	2
Regularized maximum likelihood estimation for the random coefficients model	2
Robust inference on income inequality: t- statistic based approach	2
Common and idiosyncratic conditional volatility: Theory and empirical evidence from electricity prices	2