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 2021-08-01 to 2025-08-01.)

Article	Citations
Ten years of Denis Sargan Econometrics Prizes	281
Causal models for longitudinal and panel data: a survey	237
The maximally selected likelihood ratio test in random coefficient models	101
Robustify and tighten the Lee bounds: A sample selection model under stochastic monotonicity and symmetry assumptions	81
Estimating nonparametric conditional frontiers and efficiencies: A new approach	44
Testing conditional moment restriction models using empirical likelihood	40
Causal inference and data fusion in econometrics	24
Disentangling the effect of measures, variants, and vaccines on SARS-CoV-2 infections in England: a dynamic intensity model	19
Vaccination policy and mortality from COVID-19 in the European Union	19
A new method for generating random correlation matrices	17
Comparing latent inequality with ordinal data	14
Matching with semi-bandits	12
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk	12
Identification and estimation of entry games under symmetry of unobservables	12
Model selection for varying coefficient nonparametric transformation model	10
The 2024 Denis Sargan Econometrics Prize	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
Doubly robust identification for causal panel data models	6
Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity	6
Common correlated effects estimation of nonlinear panel data models	5
Choosing exogeneity assumptions in potential outcome models	5
R-estimators in GARCH models: asymptotics and applications	5
A general diagnostic of the normal approximation in GMM models	5
Instrumental variable quantile regression under random right censoring	5

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