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 2020-06-01 to 2024-06-01.)
ArticleCitations
The triple difference estimator107
Two-way fixed effects and differences-in-differences with heterogeneous treatment effects: a survey69
Quantifying the impact of nonpharmaceutical interventions during the COVID-19 outbreak: The case of Sweden66
Units of measurement and the inverse hyperbolic sine transformation65
Debiased machine learning of conditional average treatment effects and other causal functions57
Machine learning estimation of heterogeneous causal effects: Empirical Monte Carlo evidence42
Simple approaches to nonlinear difference-in-differences with panel data21
Causal mediation analysis with double machine learning17
Two-stage instrumental variable estimation of linear panel data models with interactive effects15
Large-scale sport events and COVID-19 infection effects: evidence from the German professional football ‘experiment’14
Machine learning and structural econometrics: contrasts and synergies14
Relative contagiousness of emerging virus variants: An analysis of the Alpha, Delta, and Omicron SARS-CoV-2 variants12
Identifying and estimating the effects of unconventional monetary policy: How to do it and what have we learned?12
Double machine learning-based programme evaluation under unconfoundedness11
Panel kink threshold regression model with a covariate-dependent threshold10
Instrument-based estimation with binarised treatments: issues and tests for the exclusion restriction10
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 representers7
Combining counterfactual outcomes and ARIMA models for policy evaluation7
Online estimation of DSGE models7
Causal inference and data fusion in econometrics7
Evaluating (weighted) dynamic treatment effects by double machine learning7
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
Doubly robust identification for causal panel data models6
Identification in simple binary outcome panel data models5
Double/debiased machine learning for logistic partially linear model5
Detecting common breaks in the means of high dimensional cross-dependent panels5
The spread of COVID-19 and the BCG vaccine: A natural experiment in reunified Germany5
Distribution regression in duration analysis: an application to unemployment spells5
Binary classification with covariate selection through ℓ0-penalised empirical risk minimisation5
Potential outcomes and finite-population inference for M-estimators4
Exact computation of maximum rank correlation estimator4
CCE in heterogenous fixed-T panels4
Distributional robustness of K-class estimators and the PULSE4
Large mixed-frequency VARs with a parsimonious time-varying parameter structure4
A simple estimator for quantile panel data models using smoothed quantile regressions4
Complete subset averaging with many instruments4
Two-way exclusion restrictions in models with heterogeneous treatment effects4
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