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 2022-06-01 to 2026-06-01.)

Article	Citations
Robustify and tighten the Lee bounds: a sample selection model under stochastic monotonicity and symmetry assumptions	425
The maximally selected likelihood ratio test in random coefficient models	189
Estimating nonparametric conditional frontiers and efficiencies: a new approach	93
Causal models for longitudinal and panel data: a survey	63
Causal inference and data fusion in econometrics	38
Synthetic Control Inference for Staggered Adoption	32
Vaccination policy and mortality from COVID-19 in the European Union	31
Disentangling the effect of measures, variants, and vaccines on SARS-CoV-2 infections in England: a dynamic intensity model	22
Comparing latent inequality with ordinal data	14
A new method for generating random correlation matrices	14
Royal Economic Society Annual Conference 2024 Special Issue on Macroeconomic Policy Analysis	14
Identification and estimation of entry games under symmetry of unobservables	10
A Finite Sample Augmented LR Test for Mediation	9
Model selection for varying coefficient nonparametric transformation model	8
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk	8
Matching with semi-bandits	7
The 2024 Denis Sargan Econometrics Prize	7
The 2025 Denis Sargan Econometrics Prize	6
Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity	6
Doubly robust identification for causal panel data models	6
Choosing exogeneity assumptions in potential outcome models	5
Instrumental variable quantile regression under random right censoring	5
The 2022 Denis Sargan Econometrics Prize	5
Common correlated effects estimation of nonlinear panel data models	5
Estimation of high-dimensional vector autoregression via sparse precision matrix	5

Simple approaches to nonlinear difference-in-differences with panel data	5
A general diagnostic of the normal approximation in GMM models	5
One-step smoothing splines instrumental regression	4
Double machine learning for static panel models with fixed effects	4
A two-sample size estimator for large datasets	4
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models	4
Correction to: Causal inference and data fusion in econometrics	4
Design-based identification with formula instruments: a review	4
On robust inference in time-series regression	4
A nonparametric test for cooperation in discrete games	3
Identifying structural vector autoregressions via non-Gaussianity of potentially dependent shocks	3
Time-varying shock transmission in non-Gaussian structural vector autoregressions	3
Simple closed-form estimation of a binary latent variable model	3
M*-BVAR: Bayesian Vector Autoregression with Macroeconomic Stars	3
The 2023 Denis Sargan Econometrics Prize	2
The vector error correction index model: representation, estimation and identification	2
Regularized Generalized Covariance (RGCov) Estimator	2
Estimating spot volatility under infinite variation jumps with dependent market microstructure noise	2
Evaluating (weighted) dynamic treatment effects by double machine learning	2
Ignoring measurement errors in social networks	2
Comparing predictive ability in the presence of instability over a very short time	2
A binary IV model for persuasion: profiling persuasion types among compliers	2
Identifying the elasticity of substitution with biased technical change: a structural panel GMM estimator	2
Asymptotic properties of endogeneity corrections using nonlinear transformations	2
Inference for local projections	1
Two-way fixed effects and differences-in-differences with heterogeneous treatment effects: a survey	1
Correction to: Philip G. Wright, directed acyclic graphs, and instrumental variables	1
The partially-matched-sample correction in pseudo panel minimum distance estimation	1
Double machine learning-based programme evaluation under unconfoundedness	1
Covariates hiding in the tails	1
Combining counterfactual outcomes and ARIMA models for policy evaluation	1
Policy evaluation with sufficient macro statistics: a primer	1
Cross-fitted empirical likelihood on semiparametric models	1
Nonparametric identification of random coefficients in aggregate demand models for differentiated products	1
A first-stage representation for instrumental variables quantile regression	1
Nonparametric estimation of conditional average treatment effects under high-dimensional confounding	1
Royal Economic Society Annual Conference 2022 Special Issue on The New Difference-in-Differences	1
Marginal effects for probit and tobit with endogeneity	1
Effects of a duty on price and output with special reference to butter and flaxseed	1