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 2022-08-01 to 2026-08-01.)
ArticleCitations
Estimating nonparametric conditional frontiers and efficiencies: a new approach208
Robustify and tighten the Lee bounds: a sample selection model under stochastic monotonicity and symmetry assumptions46
The maximally selected likelihood ratio test in random coefficient models38
Causal models for longitudinal and panel data: a survey35
Synthetic control inference for staggered adoption26
A copula-based panel data model for pricing insurance contracts with endogenous deductibles16
Vaccination policy and mortality from COVID-19 in the European Union15
Causal inference and data fusion in econometrics15
Disentangling the effect of measures, variants, and vaccines on SARS-CoV-2 infections in England: a dynamic intensity model12
A new method for generating random correlation matrices9
Comparing latent inequality with ordinal data9
Royal Economic Society Annual Conference 2024 Special Issue on Macroeconomic Policy Analysis9
A finite-sample augmented likelihood ratio test for mediation8
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk7
Identification and estimation of entry games under symmetry of unobservables7
Model selection for varying coefficient nonparametric transformation model7
Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity6
The 2024 Denis Sargan Econometrics Prize6
Estimation of high-dimensional vector autoregression via sparse precision matrix6
On the Estimation of Climate Normals and Anomalies6
The 2025 Denis Sargan Econometrics Prize6
Matching with semi-bandits6
Instrumental variable quantile regression under random right censoring5
Choosing exogeneity assumptions in potential outcome models5
A general diagnostic of the normal approximation in GMM models5
Common correlated effects estimation of nonlinear panel data models5
Simple approaches to nonlinear difference-in-differences with panel data5
On robust inference in time-series regression4
Design-based identification with formula instruments: a review4
A two-sample size estimator for large datasets4
The 2022 Denis Sargan Econometrics Prize4
One-step smoothing splines instrumental regression4
Correction to: Causal inference and data fusion in econometrics4
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