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 2020-10-01 to 2024-10-01.)

Article	Citations
The triple difference estimator	135
Two-way fixed effects and differences-in-differences with heterogeneous treatment effects: a survey	125
Units of measurement and the inverse hyperbolic sine transformation	73
Simple approaches to nonlinear difference-in-differences with panel data	29
Causal mediation analysis with double machine learning	27
Double machine learning-based programme evaluation under unconfoundedness	19
Large-scale sport events and COVID-19 infection effects: evidence from the German professional football ‘experiment’	16
Two-stage instrumental variable estimation of linear panel data models with interactive effects	16
Relative contagiousness of emerging virus variants: An analysis of the Alpha, Delta, and Omicron SARS-CoV-2 variants	14
Instrument-based estimation with binarised treatments: issues and tests for the exclusion restriction	11
Causal inference and data fusion in econometrics	11
Evaluating (weighted) dynamic treatment effects by double machine learning	10
Combining counterfactual outcomes and ARIMA models for policy evaluation	9
The sooner the better: lives saved by the lockdown during the COVID-19 outbreak. The case of Italy	9
Doubly robust identification for causal panel data models	9
Debiased machine learning of global and local parameters using regularized Riesz representers	8
Using a satisficing model of experimenter decision-making to guide finite-sample inference for compromised experiments	7
Forecasting using cross-section average–augmented time series regressions	6
Distribution regression in duration analysis: an application to unemployment spells	5
Identification in simple binary outcome panel data models	5
Detecting common breaks in the means of high dimensional cross-dependent panels	5
Double/debiased machine learning for logistic partially linear model	5
Regularised orthogonal machine learning for nonlinear semiparametric models	4
Large mixed-frequency VARs with a parsimonious time-varying parameter structure	4
Distributional robustness of K-class estimators and the PULSE	4

The spread of COVID-19 and the BCG vaccine: A natural experiment in reunified Germany	4
CCE in heterogenous fixed-T panels	4
Complete subset averaging with many instruments	4
Exact computation of maximum rank correlation estimator	4
Asymptotic properties of endogeneity corrections using nonlinear transformations	4
Bounding infection prevalence by bounding selectivity and accuracy of tests: with application to early COVID-19	3
Low-rank approximations of nonseparable panel models	3
Bubble testing under polynomial trends	3
On unit free assessment of the extent of multilateral distributional variation	3
Disentangling the effect of measures, variants, and vaccines on SARS-CoV-2 infections in England: a dynamic intensity model	3
Testing for parameter change epochs in GARCH time series	3
Matching with semi-bandits	3
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk	3
Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV	3
Constructing high frequency economic indicators by imputation	2
Identifying the elasticity of substitution with biased technical change: a structural panel GMM estimator	2
Factor-augmented forecasting regressions with threshold effects	2
Computing moment inequality models using constrained optimization	2
Partially linear models with endogeneity: a conditional moment-based approach	2
A first-stage representation for instrumental variables quantile regression	2
Using information criteria to select averages in CCE	2
Designed quadrature to approximate integrals in maximum simulated likelihood estimation	2
Algorithms for inference in SVARs identified with sign and zero restrictions	2
Effects of Covid-19 lockdowns on social distancing in Turkey	2
Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices	2
Double robustness for complier parameters and a semi-parametric test for complier characteristics	2
The value added of machine learning to causal inference: evidence from revisited studies	2
Synthetic control method with convex hull restrictions: a Bayesian maximum a posteriori approach	2
Feasible IV regression without excluded instruments	2
Nonparametric identification of random coefficients in aggregate demand models for differentiated products	1
Estimation of nonstationary nonparametric regression model with multiplicative structure	1
Identification without assuming mean stationarity: quasi–maximum likelihood estimation of dynamic panel models with endogenous regressors	1
Design-based identification with formula instruments: A review	1
Optimal minimax rates against nonsmooth alternatives	1
Equilibrium multiplicity in dynamic games: Testing and estimation	1
Unifying inference for semiparametric regression	1
Testing conditional moment restriction models using empirical likelihood	1
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models	1
Nonparametric panel data regression with parametric cross-sectional dependence	1
The vector error correction index model: representation, estimation and identification	1
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models	1
Inference in regression discontinuity designs with high-dimensional covariates	1
Vaccination policy and mortality from COVID-19 in the European Union	1
Choosing exogeneity assumptions in potential outcome models	1
Estimation of high-dimensional vector autoregression via sparse precision matrix	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
Nonparametric bounds on treatment effects with imperfect instruments	1
A new method for generating random correlation matrices	1
Augmented two-step estimating equations with nuisance functionals and complex survey data	1