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 2022-06-01 to 2026-06-01.)

Article	Citations
Robustify and tighten the Lee bounds: a sample selection model under stochastic monotonicity and symmetry assumptions	425
The maximally selected likelihood ratio test in random coefficient models	189
Estimating nonparametric conditional frontiers and efficiencies: a new approach	93
Causal models for longitudinal and panel data: a survey	63
Causal inference and data fusion in econometrics	38
Synthetic Control Inference for Staggered Adoption	32
Vaccination policy and mortality from COVID-19 in the European Union	31
Disentangling the effect of measures, variants, and vaccines on SARS-CoV-2 infections in England: a dynamic intensity model	22
A new method for generating random correlation matrices	14
Royal Economic Society Annual Conference 2024 Special Issue on Macroeconomic Policy Analysis	14
Comparing latent inequality with ordinal data	14
Identification and estimation of entry games under symmetry of unobservables	10
A Finite Sample Augmented LR Test for Mediation	9
Model selection for varying coefficient nonparametric transformation model	8
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk	8
The 2024 Denis Sargan Econometrics Prize	7
Matching with semi-bandits	7
Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity	6
Doubly robust identification for causal panel data models	6
The 2025 Denis Sargan Econometrics Prize	6
The 2022 Denis Sargan Econometrics Prize	5
Common correlated effects estimation of nonlinear panel data models	5
Estimation of high-dimensional vector autoregression via sparse precision matrix	5
Simple approaches to nonlinear difference-in-differences with panel data	5
A general diagnostic of the normal approximation in GMM models	5

Choosing exogeneity assumptions in potential outcome models	5
Instrumental variable quantile regression under random right censoring	5
One-step smoothing splines instrumental regression	4
Double machine learning for static panel models with fixed effects	4
A two-sample size estimator for large datasets	4
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models	4
Correction to: Causal inference and data fusion in econometrics	4
Design-based identification with formula instruments: a review	4
On robust inference in time-series regression	4