OOIR: Observatory of International Research

Papers

(The H4-Index of Journal of Econometrics is 31. 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
Difference-in-differences with variation in treatment timing	2012
Difference-in-Differences with multiple time periods	1891
Estimating dynamic treatment effects in event studies with heterogeneous treatment effects	1256
Doubly robust difference-in-differences estimators	320
Causal impact of masks, policies, behavior on early covid-19 pandemic in the U.S.	259
Design-based analysis in Difference-In-Differences settings with staggered adoption	235
Autoencoder asset pricing models	190
What’s trending in difference-in-differences? A synthesis of the recent econometrics literature	162
Consumer panic in the COVID-19 pandemic	128
Identification and estimation of the SEIRD epidemic model for COVID-19	118
Measuring news sentiment	114
Estimating latent asset-pricing factors	94
Estimating the COVID-19 infection rate: Anatomy of an inference problem	80
Testing the impossible: Identifying exclusion restrictions	69
Randomization inference for difference-in-differences with few treated clusters	67
Cluster-robust inference: A guide to empirical practice	58
The term structure of equity and variance risk premia	50
Inference in Structural Vector Autoregressions identified with an external instrument	48
Reducing the state space dimension in a large TVP-VAR	44
Factor-adjusted regularized model selection	43
Overlap in observational studies with high-dimensional covariates	40
High-frequency factor models and regressions	39
Autoregressive models for matrix-valued time series	39
Maximum likelihood estimation for score-driven models	39
Surveying business uncertainty	38

Estimating the fraction of unreported infections in epidemics with a known epicenter: An application to COVID-19	36
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure	34
Nowcasting in a pandemic using non-parametric mixed frequency VARs	34
Time series analysis of COVID-19 infection curve: A change-point perspective	32
High dimensional minimum variance portfolio estimation under statistical factor models	31
Panel forecasts of country-level Covid-19 infections	31