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

Article	Citations
Ten years of Denis Sargan Econometrics Prizes	362
Robustify and tighten the Lee bounds: a sample selection model under stochastic monotonicity and symmetry assumptions	280
Estimating nonparametric conditional frontiers and efficiencies: a new approach	147
The maximally selected likelihood ratio test in random coefficient models	117
Causal models for longitudinal and panel data: a survey	66
Causal inference and data fusion in econometrics	51
Vaccination policy and mortality from COVID-19 in the European Union	27
Disentangling the effect of measures, variants, and vaccines on SARS-CoV-2 infections in England: a dynamic intensity model	26
A new method for generating random correlation matrices	25
Comparing latent inequality with ordinal data	23
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk	18
Identification and estimation of entry games under symmetry of unobservables	18
Model selection for varying coefficient nonparametric transformation model	12
Matching with semi-bandits	11
The 2024 Denis Sargan Econometrics Prize	9
Estimation of high-dimensional vector autoregression via sparse precision matrix	8
Doubly robust identification for causal panel data models	7
Choosing exogeneity assumptions in potential outcome models	7
Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity	7
Instrumental variable quantile regression under random right censoring	7
The 2022 Denis Sargan Econometrics Prize	6
A general diagnostic of the normal approximation in GMM models	6
Simple approaches to nonlinear difference-in-differences with panel data	6
Common correlated effects estimation of nonlinear panel data models	6
Misclassification-robust semiparametric estimation of single-index binary-choice models	5

Correction to: Causal inference and data fusion in econometrics	5
Estimating the SARS-CoV-2 infection fatality rate by data combination: the case of Germany’s first wave	5
Design-based identification with formula instruments: a review	5
One-step smoothing splines instrumental regression	4
Double machine learning for static panel models with fixed effects	4
Simple closed-form estimation of a binary latent variable model	4
A two-sample size estimator for large datasets	4
Debiased machine learning of global and local parameters using regularized Riesz representers	4
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models	4
On robust inference in time-series regression	4
Estimation and inference on treatment effects under treatment-based sampling designs	4
Equilibrium multiplicity in dynamic games: Testing and estimation	3
The 2023 Denis Sargan Econometrics Prize	3
A nonparametric test for cooperation in discrete games	3
Comparing predictive ability in the presence of instability over a very short time	3
M*-BVAR: Bayesian Vector Autoregression with Macroeconomic Stars	3
The vector error correction index model: representation, estimation and identification	2
Double machine learning-based programme evaluation under unconfoundedness	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
Evaluating (weighted) dynamic treatment effects by double machine learning	2
Ignoring measurement errors in social networks	2
Estimating spot volatility under infinite variation jumps with dependent market microstructure noise	2
Effects of a duty on price and output with special reference to butter and flaxseed	1
Effects of Covid-19 lockdowns on social distancing in Turkey	1
Nonparametric estimation of Conditional Average Treatment Effects under high-dimensional confounding	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
A new test for unit roots with a partial quadratic trend	1
Inference for local projections	1
A first-stage representation for instrumental variables quantile regression	1
Marginal effects for probit and tobit with endogeneity	1
Nonparametric identification of random coefficients in aggregate demand models for differentiated products	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
Extending the scope of instrumental variable methods	1
Asymptotic properties of endogeneity corrections using nonlinear transformations	1
The partially-matched-sample correction in pseudo panel minimum distance estimation	1
Cross-fitted empirical likelihood on semiparametric models	1
Covariates hiding in the tails	1
Royal Economic Society Annual Conference 2022 Special Issue on The New Difference-in-Differences	1
Policy evaluation with sufficient macro statistics: a primer	1