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 2022-05-01 to 2026-05-01.)

Article	Citations
Ten years of Denis Sargan Econometrics Prizes	409
Robustify and tighten the Lee bounds: a sample selection model under stochastic monotonicity and symmetry assumptions	176
The maximally selected likelihood ratio test in random coefficient models	88
Estimating nonparametric conditional frontiers and efficiencies: a new approach	61
Causal models for longitudinal and panel data: a survey	36
Causal inference and data fusion in econometrics	30
Vaccination policy and mortality from COVID-19 in the European Union	29
Disentangling the effect of measures, variants, and vaccines on SARS-CoV-2 infections in England: a dynamic intensity model	20
Comparing latent inequality with ordinal data	13
Royal Economic Society Annual Conference 2024 Special Issue on Macroeconomic Policy Analysis	13
A new method for generating random correlation matrices	13
Identification and estimation of entry games under symmetry of unobservables	10
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk	8
A Finite Sample Augmented LR Test for Mediation	8
Model selection for varying coefficient nonparametric transformation model	7
The 2024 Denis Sargan Econometrics Prize	6
Doubly robust identification for causal panel data models	6
Matching with semi-bandits	6
Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity	6
A general diagnostic of the normal approximation in GMM models	5
Estimation of high-dimensional vector autoregression via sparse precision matrix	5
Choosing exogeneity assumptions in potential outcome models	5
Common correlated effects estimation of nonlinear panel data models	5
Instrumental variable quantile regression under random right censoring	5
Design-based identification with formula instruments: a review	4

Correction to: Causal inference and data fusion in econometrics	4
A two-sample size estimator for large datasets	4
Simple approaches to nonlinear difference-in-differences with panel data	4
Double machine learning for static panel models with fixed effects	4
The 2022 Denis Sargan Econometrics Prize	4
One-step smoothing splines instrumental regression	4
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
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models	3
Comparing predictive ability in the presence of instability over a very short time	3
Identifying structural vector autoregressions via non-Gaussianity of potentially dependent shocks	3
On robust inference in time-series regression	3
A binary IV model for persuasion: profiling persuasion types among compliers	2
Estimating spot volatility under infinite variation jumps with dependent market microstructure noise	2
Asymptotic properties of endogeneity corrections using nonlinear transformations	2
A nonparametric test for cooperation in discrete games	2
Evaluating (weighted) dynamic treatment effects by double machine learning	2
Identifying the elasticity of substitution with biased technical change: a structural panel GMM estimator	2
Ignoring measurement errors in social networks	2
The 2023 Denis Sargan Econometrics Prize	2
The vector error correction index model: representation, estimation and identification	2
Regularized Generalized Covariance (RGCov) Estimator	2
Nonparametric identification of random coefficients in aggregate demand models for differentiated products	1
Inference for local projections	1
Royal Economic Society Annual Conference 2022 Special Issue on The New Difference-in-Differences	1
A first-stage representation for instrumental variables quantile regression	1
Effects of a duty on price and output with special reference to butter and flaxseed	1
Covariates hiding in the tails	1
Two-way fixed effects and differences-in-differences with heterogeneous treatment effects: a survey	1
Effects of Covid-19 lockdowns on social distancing in Turkey	1
Marginal effects for probit and tobit with endogeneity	1
Cross-fitted empirical likelihood on semiparametric models	1
Nonparametric estimation of conditional average treatment effects under high-dimensional confounding	1
Combining counterfactual outcomes and ARIMA models for policy evaluation	1
The partially-matched-sample correction in pseudo panel minimum distance estimation	1
Double machine learning-based programme evaluation under unconfoundedness	1