OOIR: Observatory of International Research

Papers

(The H4-Index of Journal of Econometrics is 34. 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 2020-11-01 to 2024-11-01.)

Article	Citations
Difference-in-differences with variation in treatment timing	2831
Difference-in-Differences with multiple time periods	2740
Estimating dynamic treatment effects in event studies with heterogeneous treatment effects	1784
Doubly robust difference-in-differences estimators	430
What’s trending in difference-in-differences? A synthesis of the recent econometrics literature	363
Design-based analysis in Difference-In-Differences settings with staggered adoption	308
Causal impact of masks, policies, behavior on early covid-19 pandemic in the U.S.	278
Autoencoder asset pricing models	225
Measuring news sentiment	144
Consumer panic in the COVID-19 pandemic	144
Identification and estimation of the SEIRD epidemic model for COVID-19	125
Cluster-robust inference: A guide to empirical practice	95
Estimating the COVID-19 infection rate: Anatomy of an inference problem	88
Model averaging prediction byK-fold cross-validation	67
Inference in Structural Vector Autoregressions identified with an external instrument	63
Can we measure inflation expectations using Twitter?	59
The term structure of equity and variance risk premia	57
Overlap in observational studies with high-dimensional covariates	52
Surveying business uncertainty	49
Autoregressive models for matrix-valued time series	48
Illuminating economic growth	47
Maximum likelihood estimation for score-driven models	46
Nowcasting in a pandemic using non-parametric mixed frequency VARs	44
Two-way fixed effects and differences-in-differences estimators with several treatments	43
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure	43

Estimating the fraction of unreported infections in epidemics with a known epicenter: An application to COVID-19	39
Time series analysis of COVID-19 infection curve: A change-point perspective	38
High dimensional minimum variance portfolio estimation under statistical factor models	37
Smoothed quantile regression with large-scale inference	36
Heterogeneous structural breaks in panel data models	35
Nonlinear factor models for network and panel data	35
On LASSO for predictive regression	35
On factor models with random missing: EM estimation, inference, and cross validation	34
Inference in Bayesian Proxy-SVARs	34