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 2021-07-01 to 2025-07-01.)

Article	Citations
Ten years of Denis Sargan Econometrics Prizes	263
Robustify and tighten the Lee bounds: A sample selection model under stochastic monotonicity and symmetry assumptions	220
Estimating nonparametric conditional frontiers and efficiencies: A new approach	86
The maximally selected likelihood ratio test in random coefficient models	77
Causal models for longitudinal and panel data: a survey	40
Testing conditional moment restriction models using empirical likelihood	39
Causal inference and data fusion in econometrics	23
Disentangling the effect of measures, variants, and vaccines on SARS-CoV-2 infections in England: a dynamic intensity model	19
Vaccination policy and mortality from COVID-19 in the European Union	19
Comparing latent inequality with ordinal data	17
A new method for generating random correlation matrices	17
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk	14
Matching with semi-bandits	12
Identification and estimation of entry games under symmetry of unobservables	12
Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices	10
Model selection for varying coefficient nonparametric transformation model	10
The 2024 Denis Sargan Econometrics Prize	9
Bounding infection prevalence by bounding selectivity and accuracy of tests: with application to early COVID-19	9
Estimation of high-dimensional vector autoregression via sparse precision matrix	7
Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity	6
Doubly robust identification for causal panel data models	6
R-estimators in GARCH models: asymptotics and applications	5
Instrumental variable quantile regression under random right censoring	5
Common correlated effects estimation of nonlinear panel data models	5
Design-based identification with formula instruments: a review	4

The 2022 Denis Sargan Econometrics Prize	4
Nonparametric bounds on treatment effects with imperfect instruments	4
Simple approaches to nonlinear difference-in-differences with panel data	4
Estimating the SARS-CoV-2 infection fatality rate by data combination: the case of Germany’s first wave	4
Misclassification-robust semiparametric estimation of single-index binary-choice models	4
Choosing exogeneity assumptions in potential outcome models	4
A general diagnostic of the normal approximation in GMM models	4
Designed quadrature to approximate integrals in maximum simulated likelihood estimation	4
Simple closed-form estimation of a binary latent variable model	3
On robust inference in time-series regression	3
Debiased machine learning of global and local parameters using regularized Riesz representers	3
Estimation and inference on treatment effects under treatment-based sampling designs	3
Double machine learning for static panel models with fixed effects	3
Correction to: Causal inference and data fusion in econometrics	3
One-step smoothing splines instrumental regression	3
A two-sample size estimator for large datasets	3
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models	2
The 2023 Denis Sargan Econometrics Prize	2
The vector error correction index model: representation, estimation and identification	2
Identifying the elasticity of substitution with biased technical change: a structural panel GMM estimator	2
A nonparametric test for cooperation in discrete games	2
Evaluating (weighted) dynamic treatment effects by double machine learning	2
Asymptotic properties of endogeneity corrections using nonlinear transformations	2
Double machine learning-based programme evaluation under unconfoundedness	2
Estimating spot volatility under infinite variation jumps with dependent market microstructure noise	2
Equilibrium multiplicity in dynamic games: Testing and estimation	2
A Binary IV Model for Persuasion: Profiling Persuasion Types among Compliers	2
Ignoring measurement errors in social networks	2
Effects of a duty on price and output with special reference to butter and flaxseed	1
Marginal Effects for Probit and Tobit with Endogeneity	1
Cross-fitted empirical likelihood on semiparametric models	1
Royal Economic Society Annual Conference 2022 Special Issue on The New Difference-in-Differences	1
Three-way gravity models with multiplicative unobserved effects	1
A first-stage representation for instrumental variables quantile regression	1
Effects of Covid-19 lockdowns on social distancing in Turkey	1
Two-way fixed effects and differences-in-differences with heterogeneous treatment effects: a survey	1
The value added of machine learning to causal inference: evidence from revisited studies	1
Inference for local projections	1
The partially-matched-sample correction in pseudo panel minimum distance estimation	1
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 products	1
Combining counterfactual outcomes and ARIMA models for policy evaluation	1
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models	1