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 2021-06-01 to 2025-06-01.)

Article	Citations
Ten years of Denis Sargan Econometrics Prizes	249
Robustify and tighten the Lee bounds: A sample selection model under stochastic monotonicity and symmetry assumptions	207
Causal models for longitudinal and panel data: a survey	75
Estimating nonparametric conditional frontiers and efficiencies: A new approach	66
The maximally selected likelihood ratio test in random coefficient models	33
Testing conditional moment restriction models using empirical likelihood	31
Causal inference and data fusion in econometrics	23
A new method for generating random correlation matrices	19
Vaccination policy and mortality from COVID-19 in the European Union	17
Disentangling the effect of measures, variants, and vaccines on SARS-CoV-2 infections in England: a dynamic intensity model	17
Comparing latent inequality with ordinal data	16
Identification and estimation of entry games under symmetry of unobservables	14
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk	12
Matching with semi-bandits	10
Model selection for varying coefficient nonparametric transformation model	9
Bounding infection prevalence by bounding selectivity and accuracy of tests: with application to early COVID-19	9
Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices	9
Estimation of high-dimensional vector autoregression via sparse precision matrix	8
Double/debiased machine learning for logistic partially linear model	6
Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity	6
Doubly robust identification for causal panel data models	5
Instrumental variable quantile regression under random right censoring	5
Common correlated effects estimation of nonlinear panel data models	5
A general diagnostic of the normal approximation in GMM models	4
R-estimators in GARCH models: asymptotics and applications	4

Estimating the SARS-CoV-2 infection fatality rate by data combination: the case of Germany’s first wave	4
Designed quadrature to approximate integrals in maximum simulated likelihood estimation	4
Choosing exogeneity assumptions in potential outcome models	4
Nonparametric bounds on treatment effects with imperfect instruments	4
Misclassification-robust semiparametric estimation of single-index binary-choice models	4
The 2022 Denis Sargan Econometrics Prize	4
Simple approaches to nonlinear difference-in-differences with panel data	4
Design-based identification with formula instruments: a review	4
Correction to: Causal inference and data fusion in econometrics	4
One-step smoothing splines instrumental regression	3
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models	3
Debiased machine learning of global and local parameters using regularized Riesz representers	3
Double Machine Learning for Static Panel Models with Fixed Effects	3
A two-sample size estimator for large datasets	3
On robust inference in time-series regression	3
Simple closed-form estimation of a binary latent variable model	3
A nonparametric test for cooperation in discrete games	2
A Binary IV Model for Persuasion: Profiling Persuasion Types among Compliers	2
Identifying the elasticity of substitution with biased technical change: a structural panel GMM estimator	2
Double machine learning-based programme evaluation under unconfoundedness	2
Equilibrium multiplicity in dynamic games: Testing and estimation	2
Evaluating (weighted) dynamic treatment effects by double machine learning	2
Asymptotic properties of endogeneity corrections using nonlinear transformations	2
Effects of a duty on price and output with special reference to butter and flaxseed	2
Estimation and inference on treatment effects under treatment-based sampling designs	2
The 2023 Denis Sargan Econometrics Prize	2
Estimating spot volatility under infinite variation jumps with dependent market microstructure noise	2
Ignoring measurement errors in social networks	2
The vector error correction index model: representation, estimation and identification	2
The partially-matched-sample correction in pseudo panel minimum distance estimation	1
A first-stage representation for instrumental variables quantile regression	1
Effects of Covid-19 lockdowns on social distancing in Turkey	1
Two-way fixed effects and differences-in-differences with heterogeneous treatment effects: a survey	1
Extending the scope of instrumental variable methods	1
Marginal Effects for Probit and Tobit with Endogeneity	1
Large-scale sport events and COVID-19 infection effects: evidence from the German professional football ‘experiment’	1
Combining counterfactual outcomes and ARIMA models for policy evaluation	1
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models	1
Three-way gravity models with multiplicative unobserved effects	1
Cross-fitted empirical likelihood on semiparametric models	1
Nonparametric identification of random coefficients in aggregate demand models for differentiated products	1
Inference for local projections	1
Royal Economic Society Annual Conference 2022 Special Issue on The New Difference-in-Differences	1
The value added of machine learning to causal inference: evidence from revisited studies	1