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 2020-04-01 to 2024-04-01.)

Article	Citations
The triple difference estimator	92
Quantifying the impact of nonpharmaceutical interventions during the COVID-19 outbreak: The case of Sweden	63
Units of measurement and the inverse hyperbolic sine transformation	57
Debiased machine learning of conditional average treatment effects and other causal functions	51
Machine learning estimation of heterogeneous causal effects: Empirical Monte Carlo evidence	39
Two-way fixed effects and differences-in-differences with heterogeneous treatment effects: a survey	33
Large-scale sport events and COVID-19 infection effects: evidence from the German professional football ‘experiment’	14
Causal mediation analysis with double machine learning	13
Two-stage instrumental variable estimation of linear panel data models with interactive effects	13
Machine learning and structural econometrics: contrasts and synergies	12
Testing identification via heteroskedasticity in structural vector autoregressive models	12
Relative contagiousness of emerging virus variants: An analysis of the Alpha, Delta, and Omicron SARS-CoV-2 variants	12
Identifying and estimating the effects of unconventional monetary policy: How to do it and what have we learned?	12
Panel kink threshold regression model with a covariate-dependent threshold	9
Instrument-based estimation with binarised treatments: issues and tests for the exclusion restriction	9
The sooner the better: lives saved by the lockdown during the COVID-19 outbreak. The case of Italy	8
Simple approaches to nonlinear difference-in-differences with panel data	7
Double machine learning-based programme evaluation under unconfoundedness	7
Using a satisficing model of experimenter decision-making to guide finite-sample inference for compromised experiments	7
Online estimation of DSGE models	7
Causal inference and data fusion in econometrics	6
Debiased machine learning of global and local parameters using regularized Riesz representers	6
Identification in simple binary outcome panel data models	5
Binary classification with covariate selection through ℓ0-penalised empirical risk minimisation	5
Forecasting using cross-section average–augmented time series regressions	5

Comparing deep neural network and econometric approaches to predicting the impact of climate change on agricultural yield	4
A simple estimator for quantile panel data models using smoothed quantile regressions	4
Distributional robustness of K-class estimators and the PULSE	4
Exact computation of maximum rank correlation estimator	4
Doubly robust identification for causal panel data models	4
Potential outcomes and finite-population inference for M-estimators	4
Complete subset averaging with many instruments	4
Double/debiased machine learning for logistic partially linear model	4
Evaluating (weighted) dynamic treatment effects by double machine learning	4
Large mixed-frequency VARs with a parsimonious time-varying parameter structure	4