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 2020-03-01 to 2024-03-01.)

Article	Citations
The triple difference estimator	84
Quantifying the impact of nonpharmaceutical interventions during the COVID-19 outbreak: The case of Sweden	62
Units of measurement and the inverse hyperbolic sine transformation	55
Debiased machine learning of conditional average treatment effects and other causal functions	49
Machine learning estimation of heterogeneous causal effects: Empirical Monte Carlo evidence	38
Two-way fixed effects and differences-in-differences with heterogeneous treatment effects: a survey	29
Artificial intelligence as structural estimation: Deep Blue, Bonanza, and AlphaGo	16
Large-scale sport events and COVID-19 infection effects: evidence from the German professional football ‘experiment’	14
Relative contagiousness of emerging virus variants: An analysis of the Alpha, Delta, and Omicron SARS-CoV-2 variants	12
Machine learning and structural econometrics: contrasts and synergies	12
Testing identification via heteroskedasticity in structural vector autoregressive models	12
Causal mediation analysis with double machine learning	11
Two-stage instrumental variable estimation of linear panel data models with interactive effects	11
Identifying and estimating the effects of unconventional monetary policy: How to do it and what have we learned?	11
Panel kink threshold regression model with a covariate-dependent threshold	8
Instrument-based estimation with binarised treatments: issues and tests for the exclusion restriction	8
The sooner the better: lives saved by the lockdown during the COVID-19 outbreak. The case of Italy	7
Online estimation of DSGE models	7
Using a satisficing model of experimenter decision-making to guide finite-sample inference for compromised experiments	7
Causal inference and data fusion in econometrics	6
Double machine learning-based programme evaluation under unconfoundedness	6
Debiased machine learning of global and local parameters using regularized Riesz representers	6
Binary classification with covariate selection through ℓ0-penalised empirical risk minimisation	5
Forecasting using cross-section average–augmented time series regressions	5
Identification of a class of index models: A topological approach	4

Potential outcomes and finite-population inference for M-estimators	4
Large mixed-frequency VARs with a parsimonious time-varying parameter structure	4
Evaluating (weighted) dynamic treatment effects by double machine learning	4
Complete subset averaging with many instruments	4
Doubly robust identification for causal panel data models	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
Two-way exclusion restrictions in models with heterogeneous treatment effects	3
Disentangling the effect of measures, variants, and vaccines on SARS-CoV-2 infections in England: a dynamic intensity model	3
Simple approaches to nonlinear difference-in-differences with panel data	3
The spread of COVID-19 and the BCG vaccine: A natural experiment in reunified Germany	3
Double/debiased machine learning for logistic partially linear model	3
On unit free assessment of the extent of multilateral distributional variation	3
Combining counterfactual outcomes and ARIMA models for policy evaluation	3
Regularised orthogonal machine learning for nonlinear semiparametric models	3
Comparing deep neural network and econometric approaches to predicting the impact of climate change on agricultural yield	3
Higher-order income dynamics with linked regression trees	3
Semiparametric estimation of generalized transformation panel data models with nonstationary error	3
Panel VAR models with interactive fixed effects	3
Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices	2
Using information criteria to select averages in CCE	2
Detecting common breaks in the means of high dimensional cross-dependent panels	2
Distribution regression in duration analysis: an application to unemployment spells	2
CCE in heterogenous fixed-T panels	2
Model averaging estimation for high-dimensional covariance matrices with a network structure	2
Identifying present bias and time preferences with an application to land-lease-contract data1	2
Low-rank approximations of nonseparable panel models	2
Computing moment inequality models using constrained optimization	2
Bounding infection prevalence by bounding selectivity and accuracy of tests: with application to early COVID-19	2
Designed quadrature to approximate integrals in maximum simulated likelihood estimation	2
Factor-augmented forecasting regressions with threshold effects	2
Identification in simple binary outcome panel data models	2
Synthetic control method with convex hull restrictions: a Bayesian maximum a posteriori approach	1
Unifying inference for semiparametric regression	1
Partially linear models with endogeneity: a conditional moment-based approach	1
Matching with semi-bandits	1
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk	1
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models	1
Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV	1
Estimation of dynamic models of recurrent events with censored data	1
Bubble testing under polynomial trends	1
Generalized Forecast Averaging in Autoregressions with a Near Unit Root	1
Effects of Covid-19 lockdowns on social distancing in Turkey	1
A first-stage representation for instrumental variables quantile regression	1
Identification without assuming mean stationarity: quasi–maximum likelihood estimation of dynamic panel models with endogenous regressors	1
Optimal minimax rates against nonsmooth alternatives	1
A new method for generating random correlation matrices	1
Tests for nonlinear restrictions under misspecified alternatives with an application to testing rational expectation hypotheses	1
Testing conditional moment restriction models using empirical likelihood	1

Algorithms for inference in SVARs identified with sign and zero restrictions	1
Estimation of nonstationary nonparametric regression model with multiplicative structure	1
Semi-parametric inference on Gini indices of two semi-continuous populations under density ratio models	1
Partial effects in non-linear panel data models with correlated random effects	1
Augmented two-step estimating equations with nuisance functionals and complex survey data	1
Inference in regression discontinuity designs with high-dimensional covariates	1