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 2020-10-01 to 2024-10-01.)
ArticleCitations
The triple difference estimator135
Two-way fixed effects and differences-in-differences with heterogeneous treatment effects: a survey125
Units of measurement and the inverse hyperbolic sine transformation73
Simple approaches to nonlinear difference-in-differences with panel data29
Causal mediation analysis with double machine learning27
Double machine learning-based programme evaluation under unconfoundedness19
Two-stage instrumental variable estimation of linear panel data models with interactive effects16
Large-scale sport events and COVID-19 infection effects: evidence from the German professional football ‘experiment’16
Relative contagiousness of emerging virus variants: An analysis of the Alpha, Delta, and Omicron SARS-CoV-2 variants14
Causal inference and data fusion in econometrics11
Instrument-based estimation with binarised treatments: issues and tests for the exclusion restriction11
Evaluating (weighted) dynamic treatment effects by double machine learning10
Doubly robust identification for causal panel data models9
Combining counterfactual outcomes and ARIMA models for policy evaluation9
The sooner the better: lives saved by the lockdown during the COVID-19 outbreak. The case of Italy9
Debiased machine learning of global and local parameters using regularized Riesz representers8
Using a satisficing model of experimenter decision-making to guide finite-sample inference for compromised experiments7
Forecasting using cross-section average–augmented time series regressions6
Double/debiased machine learning for logistic partially linear model5
Distribution regression in duration analysis: an application to unemployment spells5
Identification in simple binary outcome panel data models5
Detecting common breaks in the means of high dimensional cross-dependent panels5
Asymptotic properties of endogeneity corrections using nonlinear transformations4
Regularised orthogonal machine learning for nonlinear semiparametric models4
Large mixed-frequency VARs with a parsimonious time-varying parameter structure4
Distributional robustness of K-class estimators and the PULSE4
The spread of COVID-19 and the BCG vaccine: A natural experiment in reunified Germany4
CCE in heterogenous fixed-T panels4
Complete subset averaging with many instruments4
Exact computation of maximum rank correlation estimator4
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