OOIR: Observatory of International Research

Papers

(The median citation count of Econometrics Journal 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
Ten years of Denis Sargan Econometrics Prizes	217
Royal Economic Society Annual Conference 2023 Special Session on Weak Identification	186
Effects of Covid-19 lockdowns on social distancing in Turkey	64
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models	61
Revealing priors from posteriors with an application to inflation forecasting in the UK	28
Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity	22
Double/debiased machine learning for logistic partially linear model	22
Estimation of large covariance matrices with mixed factor structures	18
CCE in heterogenous fixed-T panels	16
Estimation and inference on treatment effects under treatment-based sampling designs	14
Estimation of high-dimensional vector autoregression via sparse precision matrix	14
Simple closed-form estimation of a binary latent variable model	12
Estimation of nonstationary nonparametric regression model with multiplicative structure	10
Algorithms for inference in SVARs identified with sign and zero restrictions	9
Robustify and tighten the lee bounds: A sample selection model under stochastic monotonicity and symmetry assumptions	8
Estimating nonparametric conditional frontiers and efficiencies: A new approach	8
The maximally selected likelihood ratio test in random coefficient models	7
The Partially-Matched-Sample Correction in Pseudo Panel Minimum Distance Estimation	6
Testing for parameter change epochs in GARCH time series	5
Causal models for longitudinal and panel data: a survey	5
Partially linear models with endogeneity: a conditional moment-based approach	5
Doubly robust identification for causal panel data models	5
Feasible IV regression without excluded instruments	5
Royal Economic Society Annual Conference 2022 Sargan Lecture	4
The spread of COVID-19 and the BCG vaccine: A natural experiment in reunified Germany	4

Common correlated effects estimation of nonlinear panel data models	4
CCE under nonrandom heterogeneity	4
Marginal Effects for Probit and Tobit with Endogeneity	4
Choosing exogeneity assumptions in potential outcome models	4
Regularised orthogonal machine learning for nonlinear semiparametric models	4
Synthetic control method with convex hull restrictions: a Bayesian maximum a posteriori approach	4
Computing moment inequality models using constrained optimization	4
Nonparametric identification of random coefficients in aggregate demand models for differentiated products	3
Cross-fitted empirical likelihood on semiparametric models	3
The sooner the better: lives saved by the lockdown during the COVID-19 outbreak. The case of Italy	3
Instrumental variable quantile regression under random right censoring	3
A general diagnostic of the normal approximation in GMM models	3
Using a satisficing model of experimenter decision-making to guide finite-sample inference for compromised experiments	3
Inference for local projections	3
Testing conditional moment restriction models using empirical likelihood	3
Feasible weighted projected principal component analysis for semi-parametric factor models	2
Two-way fixed effects and differences-in-differences with heterogeneous treatment effects: a survey	2
Exact computation of maximum rank correlation estimator	2
R-estimators in GARCH models: asymptotics and applications	2
Bubble testing under polynomial trends	2
A nonparametric test for cooperation in discrete games	2
Identification in simple binary outcome panel data models	2
Testing for quantile sample selection	2
Simple approaches to nonlinear difference-in-differences with panel data	2
The 2022 Denis Sargan Econometrics Prize	2
Augmented two-step estimating equations with nuisance functionals and complex survey data	2
It is never too LATE: a new look at local average treatment effects with or without defiers	2
Causal inference and data fusion in econometrics	2
Vaccination policy and mortality from COVID-19 in the European Union	1
Asymptotic properties of the maximum likelihood estimator in regime-switching models with time-varying transition probabilities	1
Distribution regression in duration analysis: an application to unemployment spells	1
Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV	1
The 2023 Denis Sargan Econometrics Prize	1
Disentangling the effect of measures, variants, and vaccines on SARS-CoV-2 infections in England: a dynamic intensity model	1
Combining counterfactual outcomes and ARIMA models for policy evaluation	1
Two-stage instrumental variable estimation of linear panel data models with interactive effects	1
Inference in regression discontinuity designs with high-dimensional covariates	1
Comparing latent inequality with ordinal data	1
Spatial differencing for sample selection models with ‘site-specific’ unobserved local effects	1
Weak identification with many instruments	1
A new method for generating random correlation matrices	1
Equilibrium multiplicity in dynamic games: Testing and estimation	1
The triple difference estimator	1
Royal Economic Society Annual Conference 2022 Special Issue on The New Difference-in-Differences	1