Econometrics Journal

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 2021-07-01 to 2025-07-01.)
ArticleCitations
Ten years of Denis Sargan Econometrics Prizes263
Robustify and tighten the Lee bounds: A sample selection model under stochastic monotonicity and symmetry assumptions220
Estimating nonparametric conditional frontiers and efficiencies: A new approach86
The maximally selected likelihood ratio test in random coefficient models77
Causal models for longitudinal and panel data: a survey40
Testing conditional moment restriction models using empirical likelihood39
Causal inference and data fusion in econometrics23
Disentangling the effect of measures, variants, and vaccines on SARS-CoV-2 infections in England: a dynamic intensity model19
Vaccination policy and mortality from COVID-19 in the European Union19
Comparing latent inequality with ordinal data17
A new method for generating random correlation matrices17
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk14
Matching with semi-bandits12
Identification and estimation of entry games under symmetry of unobservables12
Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices10
Model selection for varying coefficient nonparametric transformation model10
The 2024 Denis Sargan Econometrics Prize9
Bounding infection prevalence by bounding selectivity and accuracy of tests: with application to early COVID-199
Estimation of high-dimensional vector autoregression via sparse precision matrix7
Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity6
Doubly robust identification for causal panel data models6
R-estimators in GARCH models: asymptotics and applications5
Instrumental variable quantile regression under random right censoring5
Common correlated effects estimation of nonlinear panel data models5
Design-based identification with formula instruments: a review4
The 2022 Denis Sargan Econometrics Prize4
Nonparametric bounds on treatment effects with imperfect instruments4
Simple approaches to nonlinear difference-in-differences with panel data4
Estimating the SARS-CoV-2 infection fatality rate by data combination: the case of Germany’s first wave4
Misclassification-robust semiparametric estimation of single-index binary-choice models4
Choosing exogeneity assumptions in potential outcome models4
A general diagnostic of the normal approximation in GMM models4
Designed quadrature to approximate integrals in maximum simulated likelihood estimation4
Simple closed-form estimation of a binary latent variable model3
On robust inference in time-series regression3
Debiased machine learning of global and local parameters using regularized Riesz representers3
Estimation and inference on treatment effects under treatment-based sampling designs3
Double machine learning for static panel models with fixed effects3
Correction to: Causal inference and data fusion in econometrics3
One-step smoothing splines instrumental regression3
A two-sample size estimator for large datasets3
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models2
The 2023 Denis Sargan Econometrics Prize2
The vector error correction index model: representation, estimation and identification2
Identifying the elasticity of substitution with biased technical change: a structural panel GMM estimator2
A nonparametric test for cooperation in discrete games2
Evaluating (weighted) dynamic treatment effects by double machine learning2
Asymptotic properties of endogeneity corrections using nonlinear transformations2
Double machine learning-based programme evaluation under unconfoundedness2
Estimating spot volatility under infinite variation jumps with dependent market microstructure noise2
Equilibrium multiplicity in dynamic games: Testing and estimation2
A Binary IV Model for Persuasion: Profiling Persuasion Types among Compliers2
Ignoring measurement errors in social networks2
Effects of a duty on price and output with special reference to butter and flaxseed1
Marginal Effects for Probit and Tobit with Endogeneity1
Cross-fitted empirical likelihood on semiparametric models1
Royal Economic Society Annual Conference 2022 Special Issue on The New Difference-in-Differences1
Three-way gravity models with multiplicative unobserved effects1
A first-stage representation for instrumental variables quantile regression1
Effects of Covid-19 lockdowns on social distancing in Turkey1
Two-way fixed effects and differences-in-differences with heterogeneous treatment effects: a survey1
The value added of machine learning to causal inference: evidence from revisited studies1
Inference for local projections1
The partially-matched-sample correction in pseudo panel minimum distance estimation1
Large-scale sport events and COVID-19 infection effects: evidence from the German professional football ‘experiment’1
Nonparametric identification of random coefficients in aggregate demand models for differentiated products1
Combining counterfactual outcomes and ARIMA models for policy evaluation1
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models1
0.022320985794067