Econometrics Journal

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 2021-08-01 to 2025-08-01.)
ArticleCitations
Ten years of Denis Sargan Econometrics Prizes281
Causal models for longitudinal and panel data: a survey237
The maximally selected likelihood ratio test in random coefficient models101
Robustify and tighten the Lee bounds: A sample selection model under stochastic monotonicity and symmetry assumptions81
Estimating nonparametric conditional frontiers and efficiencies: A new approach44
Testing conditional moment restriction models using empirical likelihood40
Causal inference and data fusion in econometrics24
Vaccination policy and mortality from COVID-19 in the European Union19
Disentangling the effect of measures, variants, and vaccines on SARS-CoV-2 infections in England: a dynamic intensity model19
A new method for generating random correlation matrices17
Comparing latent inequality with ordinal data14
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk12
Identification and estimation of entry games under symmetry of unobservables12
Matching with semi-bandits12
Model selection for varying coefficient nonparametric transformation model10
The 2024 Denis Sargan Econometrics Prize9
Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices9
Estimation of high-dimensional vector autoregression via sparse precision matrix8
Doubly robust identification for causal panel data models6
Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity6
Common correlated effects estimation of nonlinear panel data models5
Choosing exogeneity assumptions in potential outcome models5
R-estimators in GARCH models: asymptotics and applications5
A general diagnostic of the normal approximation in GMM models5
Instrumental variable quantile regression under random right censoring5
Simple approaches to nonlinear difference-in-differences with panel data4
Design-based identification with formula instruments: a review4
The 2022 Denis Sargan Econometrics Prize4
Nonparametric bounds on treatment effects with imperfect instruments4
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