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 2021-04-01 to 2025-04-01.)
ArticleCitations
Ten years of Denis Sargan Econometrics Prizes217
Royal Economic Society Annual Conference 2023 Special Session on Weak Identification186
Effects of Covid-19 lockdowns on social distancing in Turkey64
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models61
Revealing priors from posteriors with an application to inflation forecasting in the UK28
Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity22
Double/debiased machine learning for logistic partially linear model22
Estimation of large covariance matrices with mixed factor structures18
CCE in heterogenous fixed-T panels16
Estimation and inference on treatment effects under treatment-based sampling designs14
Estimation of high-dimensional vector autoregression via sparse precision matrix14
Simple closed-form estimation of a binary latent variable model12
Estimation of nonstationary nonparametric regression model with multiplicative structure10
Algorithms for inference in SVARs identified with sign and zero restrictions9
Estimating nonparametric conditional frontiers and efficiencies: A new approach8
Robustify and tighten the lee bounds: A sample selection model under stochastic monotonicity and symmetry assumptions8
The maximally selected likelihood ratio test in random coefficient models7
The Partially-Matched-Sample Correction in Pseudo Panel Minimum Distance Estimation6
Doubly robust identification for causal panel data models5
Feasible IV regression without excluded instruments5
Testing for parameter change epochs in GARCH time series5
Causal models for longitudinal and panel data: a survey5
Partially linear models with endogeneity: a conditional moment-based approach5
Regularised orthogonal machine learning for nonlinear semiparametric models4
Synthetic control method with convex hull restrictions: a Bayesian maximum a posteriori approach4
Computing moment inequality models using constrained optimization4
Royal Economic Society Annual Conference 2022 Sargan Lecture4
The spread of COVID-19 and the BCG vaccine: A natural experiment in reunified Germany4
Common correlated effects estimation of nonlinear panel data models4
CCE under nonrandom heterogeneity4
Marginal Effects for Probit and Tobit with Endogeneity4
Choosing exogeneity assumptions in potential outcome models4
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