OOIR: Observatory of International Research

Papers

(The median citation count of Econometrics Journal is 1. 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 2021-05-01 to 2025-05-01.)

Article	Citations
Ten years of Denis Sargan Econometrics Prizes	230
The maximally selected likelihood ratio test in random coefficient models	195
Robustify and tighten the Lee bounds: A sample selection model under stochastic monotonicity and symmetry assumptions	67
Causal models for longitudinal and panel data: a survey	65
Estimating nonparametric conditional frontiers and efficiencies: A new approach	29
Testing conditional moment restriction models using empirical likelihood	26
Causal inference and data fusion in econometrics	22
Disentangling the effect of measures, variants, and vaccines on SARS-CoV-2 infections in England: a dynamic intensity model	18
A new method for generating random correlation matrices	16
Vaccination policy and mortality from COVID-19 in the European Union	16
Identification and estimation of entry games under symmetry of unobservables	14
Comparing latent inequality with ordinal data	14
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk	11
Matching with semi-bandits	10
Model selection for varying coefficient nonparametric transformation model	9
Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices	8
Estimation of high-dimensional vector autoregression via sparse precision matrix	7
Bounding infection prevalence by bounding selectivity and accuracy of tests: with application to early COVID-19	7
Double/debiased machine learning for logistic partially linear model	6
Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity	6
Doubly robust identification for causal panel data models	6
Common correlated effects estimation of nonlinear panel data models	5
Choosing exogeneity assumptions in potential outcome models	5
Nonparametric bounds on treatment effects with imperfect instruments	4
Estimating the SARS-CoV-2 infection fatality rate by data combination: the case of Germany’s first wave	4

Instrumental variable quantile regression under random right censoring	4
Simple approaches to nonlinear difference-in-differences with panel data	4
The 2022 Denis Sargan Econometrics Prize	4
R-estimators in GARCH models: asymptotics and applications	4
Designed quadrature to approximate integrals in maximum simulated likelihood estimation	4
Design-based identification with formula instruments: a review	4
A general diagnostic of the normal approximation in GMM models	4
Identification in simple binary outcome panel data models	4
Misclassification-robust semiparametric estimation of single-index binary-choice models	3
On robust inference in time-series regression	3
Estimation and inference on treatment effects under treatment-based sampling designs	3
Correction to: Causal inference and data fusion in econometrics	3
A two sample size estimator for large data sets	3
One-step smoothing splines instrumental regression	3
Debiased machine learning of global and local parameters using regularized Riesz representers	3
Double Machine Learning for Static Panel Models with Fixed Effects	3
Using a satisficing model of experimenter decision-making to guide finite-sample inference for compromised experiments	2
A nonparametric test for cooperation in discrete games	2
Ignoring measurement errors in social networks	2
Simple closed-form estimation of a binary latent variable model	2
Equilibrium multiplicity in dynamic games: Testing and estimation	2
The 2023 Denis Sargan Econometrics Prize	2
Identifying the elasticity of substitution with biased technical change: a structural panel GMM estimator	2
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models	2
Estimating spot volatility under infinite variation jumps with dependent market microstructure noise	2
Evaluating (weighted) dynamic treatment effects by double machine learning	2
A Binary IV Model for Persuasion: Profiling Persuasion Types among Compliers	2
Two-way fixed effects and differences-in-differences with heterogeneous treatment effects: a survey	1
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models	1
Using information criteria to select averages in CCE	1
The vector error correction index model: representation, estimation and identification	1
Effects of a duty on price and output with special reference to butter and flaxseed	1
Marginal Effects for Probit and Tobit with Endogeneity	1
Inference for local projections	1
Combining counterfactual outcomes and ARIMA models for policy evaluation	1
The value added of machine learning to causal inference: evidence from revisited studies	1
Double machine learning-based programme evaluation under unconfoundedness	1
A first-stage representation for instrumental variables quantile regression	1
The partially-matched-sample correction in pseudo panel minimum distance estimation	1
Nonparametric identification of random coefficients in aggregate demand models for differentiated products	1
Royal Economic Society Annual Conference 2022 Special Issue on The New Difference-in-Differences	1
Extending the scope of instrumental variable methods	1
Effects of Covid-19 lockdowns on social distancing in Turkey	1
Asymptotic properties of endogeneity corrections using nonlinear transformations	1
Large-scale sport events and COVID-19 infection effects: evidence from the German professional football ‘experiment’	1
Cross-fitted empirical likelihood on semiparametric models	1