Econometrics Journal

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 2021-08-01 to 2025-08-01.)
ArticleCitations
Ten years of Denis Sargan Econometrics Prizes281
Causal models for longitudinal and panel data: a survey237
The maximally selected likelihood ratio test in random coefficient models101
Robustify and tighten the Lee bounds: A sample selection model under stochastic monotonicity and symmetry assumptions81
Estimating nonparametric conditional frontiers and efficiencies: A new approach44
Testing conditional moment restriction models using empirical likelihood40
Causal inference and data fusion in econometrics24
Vaccination policy and mortality from COVID-19 in the European Union19
Disentangling the effect of measures, variants, and vaccines on SARS-CoV-2 infections in England: a dynamic intensity model19
A new method for generating random correlation matrices17
Comparing latent inequality with ordinal data14
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk12
Identification and estimation of entry games under symmetry of unobservables12
Matching with semi-bandits12
Model selection for varying coefficient nonparametric transformation model10
The 2024 Denis Sargan Econometrics Prize9
Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices9
Estimation of high-dimensional vector autoregression via sparse precision matrix8
Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity6
Doubly robust identification for causal panel data models6
Choosing exogeneity assumptions in potential outcome models5
R-estimators in GARCH models: asymptotics and applications5
A general diagnostic of the normal approximation in GMM models5
Instrumental variable quantile regression under random right censoring5
Common correlated effects estimation of nonlinear panel data models5
Simple approaches to nonlinear difference-in-differences with panel data4
Design-based identification with formula instruments: a review4
The 2022 Denis Sargan Econometrics Prize4
Nonparametric bounds on treatment effects with imperfect instruments4
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