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 2021-11-01 to 2025-11-01.)

Article	Citations
Ten years of Denis Sargan Econometrics Prizes	325
The maximally selected likelihood ratio test in random coefficient models	259
Robustify and tighten the Lee bounds: a sample selection model under stochastic monotonicity and symmetry assumptions	125
Estimating nonparametric conditional frontiers and efficiencies: a new approach	104
Causal models for longitudinal and panel data: a survey	59
Causal inference and data fusion in econometrics	46
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	21
Vaccination policy and mortality from COVID-19 in the European Union	20
Comparing latent inequality with ordinal data	18
Identification and estimation of entry games under symmetry of unobservables	16
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk	16
Model selection for varying coefficient nonparametric transformation model	10
Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices	10
Matching with semi-bandits	8
The 2024 Denis Sargan Econometrics Prize	7
Estimation of high-dimensional vector autoregression via sparse precision matrix	7
Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity	6
Common correlated effects estimation of nonlinear panel data models	6
Doubly robust identification for causal panel data models	6
Instrumental variable quantile regression under random right censoring	6
The 2022 Denis Sargan Econometrics Prize	5
A general diagnostic of the normal approximation in GMM models	5
Simple approaches to nonlinear difference-in-differences with panel data	5
Choosing exogeneity assumptions in potential outcome models	5

Design-based identification with formula instruments: a review	4
Misclassification-robust semiparametric estimation of single-index binary-choice models	4
Estimating the SARS-CoV-2 infection fatality rate by data combination: the case of Germany’s first wave	4
Debiased machine learning of global and local parameters using regularized Riesz representers	4
One-step smoothing splines instrumental regression	4
Nonparametric bounds on treatment effects with imperfect instruments	4
Correction to: Causal inference and data fusion in econometrics	4
A two-sample size estimator for large datasets	4