OOIR: Observatory of International Research

Papers

(The TQCC of Econometrics Journal is 4. 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
Ten years of Denis Sargan Econometrics Prizes	409
Robustify and tighten the Lee bounds: a sample selection model under stochastic monotonicity and symmetry assumptions	176
The maximally selected likelihood ratio test in random coefficient models	88
Estimating nonparametric conditional frontiers and efficiencies: a new approach	61
Causal models for longitudinal and panel data: a survey	36
Causal inference and data fusion in econometrics	30
Vaccination policy and mortality from COVID-19 in the European Union	29
Disentangling the effect of measures, variants, and vaccines on SARS-CoV-2 infections in England: a dynamic intensity model	20
Comparing latent inequality with ordinal data	13
Royal Economic Society Annual Conference 2024 Special Issue on Macroeconomic Policy Analysis	13
A new method for generating random correlation matrices	13
Identification and estimation of entry games under symmetry of unobservables	10
A Finite Sample Augmented LR Test for Mediation	8
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk	8
Model selection for varying coefficient nonparametric transformation model	7
Doubly robust identification for causal panel data models	6
Matching with semi-bandits	6
Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity	6
The 2024 Denis Sargan Econometrics Prize	6
Choosing exogeneity assumptions in potential outcome models	5
Common correlated effects estimation of nonlinear panel data models	5
Instrumental variable quantile regression under random right censoring	5
A general diagnostic of the normal approximation in GMM models	5
Estimation of high-dimensional vector autoregression via sparse precision matrix	5
Design-based identification with formula instruments: a review	4

Correction to: Causal inference and data fusion in econometrics	4
A two-sample size estimator for large datasets	4
Simple approaches to nonlinear difference-in-differences with panel data	4
Double machine learning for static panel models with fixed effects	4
The 2022 Denis Sargan Econometrics Prize	4
One-step smoothing splines instrumental regression	4