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 2021-12-01 to 2025-12-01.)

Article	Citations
Ten years of Denis Sargan Econometrics Prizes	338
Robustify and tighten the Lee bounds: a sample selection model under stochastic monotonicity and symmetry assumptions	273
Estimating nonparametric conditional frontiers and efficiencies: a new approach	135
The maximally selected likelihood ratio test in random coefficient models	112
Causal models for longitudinal and panel data: a survey	62
Causal inference and data fusion in econometrics	48
Vaccination policy and mortality from COVID-19 in the European Union	24
A new method for generating random correlation matrices	24
Disentangling the effect of measures, variants, and vaccines on SARS-CoV-2 infections in England: a dynamic intensity model	22
Comparing latent inequality with ordinal data	20
Identification and estimation of entry games under symmetry of unobservables	18
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk	18
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
Matching with semi-bandits	8
The 2024 Denis Sargan Econometrics Prize	8
Estimation of high-dimensional vector autoregression via sparse precision matrix	7
Doubly robust identification for causal panel data models	7
Common correlated effects estimation of nonlinear panel data models	6
Instrumental variable quantile regression under random right censoring	6
Choosing exogeneity assumptions in potential outcome models	6
Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity	6
A general diagnostic of the normal approximation in GMM models	6
Design-based identification with formula instruments: a review	5
The 2022 Denis Sargan Econometrics Prize	5

Correction to: Causal inference and data fusion in econometrics	5
Simple approaches to nonlinear difference-in-differences with panel data	5
One-step smoothing splines instrumental regression	4
On robust inference in time-series regression	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
A two-sample size estimator for large datasets	4
Debiased machine learning of global and local parameters using regularized Riesz representers	4
Double machine learning for static panel models with fixed effects	4