OOIR: Observatory of International Research

Papers

(The TQCC of Econometrics Journal is 4. 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 2022-01-01 to 2026-01-01.)

Article	Citations
Ten years of Denis Sargan Econometrics Prizes	362
Robustify and tighten the Lee bounds: a sample selection model under stochastic monotonicity and symmetry assumptions	280
Estimating nonparametric conditional frontiers and efficiencies: a new approach	147
The maximally selected likelihood ratio test in random coefficient models	117
Causal models for longitudinal and panel data: a survey	66
Causal inference and data fusion in econometrics	51
Vaccination policy and mortality from COVID-19 in the European Union	27
Disentangling the effect of measures, variants, and vaccines on SARS-CoV-2 infections in England: a dynamic intensity model	26
A new method for generating random correlation matrices	25
Comparing latent inequality with ordinal data	23
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk	18
Identification and estimation of entry games under symmetry of unobservables	18
Model selection for varying coefficient nonparametric transformation model	12
Matching with semi-bandits	11
The 2024 Denis Sargan Econometrics Prize	9
Estimation of high-dimensional vector autoregression via sparse precision matrix	8
Instrumental variable quantile regression under random right censoring	7
Doubly robust identification for causal panel data models	7
Choosing exogeneity assumptions in potential outcome models	7
Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity	7
Common correlated effects estimation of nonlinear panel data models	6
The 2022 Denis Sargan Econometrics Prize	6
A general diagnostic of the normal approximation in GMM models	6
Simple approaches to nonlinear difference-in-differences with panel data	6
Design-based identification with formula instruments: a review	5

Misclassification-robust semiparametric estimation of single-index binary-choice models	5
Correction to: Causal inference and data fusion in econometrics	5
Estimating the SARS-CoV-2 infection fatality rate by data combination: the case of Germany’s first wave	5
One-step smoothing splines instrumental regression	4
Double machine learning for static panel models with fixed effects	4
Simple closed-form estimation of a binary latent variable model	4
A two-sample size estimator for large datasets	4
Debiased machine learning of global and local parameters using regularized Riesz representers	4
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models	4
On robust inference in time-series regression	4
Estimation and inference on treatment effects under treatment-based sampling designs	4