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 2020-07-01 to 2024-07-01.)

Article	Citations
The triple difference estimator	115
Two-way fixed effects and differences-in-differences with heterogeneous treatment effects: a survey	83
Units of measurement and the inverse hyperbolic sine transformation	68
Quantifying the impact of nonpharmaceutical interventions during the COVID-19 outbreak: The case of Sweden	66
Debiased machine learning of conditional average treatment effects and other causal functions	59
Simple approaches to nonlinear difference-in-differences with panel data	23
Causal mediation analysis with double machine learning	22
Two-stage instrumental variable estimation of linear panel data models with interactive effects	16
Large-scale sport events and COVID-19 infection effects: evidence from the German professional football ‘experiment’	16
Machine learning and structural econometrics: contrasts and synergies	14
Relative contagiousness of emerging virus variants: An analysis of the Alpha, Delta, and Omicron SARS-CoV-2 variants	13
Double machine learning-based programme evaluation under unconfoundedness	13
Identifying and estimating the effects of unconventional monetary policy: How to do it and what have we learned?	12
Instrument-based estimation with binarised treatments: issues and tests for the exclusion restriction	11
Panel kink threshold regression model with a covariate-dependent threshold	11
Causal inference and data fusion in econometrics	9
The sooner the better: lives saved by the lockdown during the COVID-19 outbreak. The case of Italy	9
Evaluating (weighted) dynamic treatment effects by double machine learning	9
Debiased machine learning of global and local parameters using regularized Riesz representers	8
Online estimation of DSGE models	7
Doubly robust identification for causal panel data models	7
Combining counterfactual outcomes and ARIMA models for policy evaluation	7
Using a satisficing model of experimenter decision-making to guide finite-sample inference for compromised experiments	7
Forecasting using cross-section average–augmented time series regressions	6
Detecting common breaks in the means of high dimensional cross-dependent panels	5

The spread of COVID-19 and the BCG vaccine: A natural experiment in reunified Germany	5
Distribution regression in duration analysis: an application to unemployment spells	5
Double/debiased machine learning for logistic partially linear model	5
Identification in simple binary outcome panel data models	5
Potential outcomes and finite-population inference for M-estimators	4
Exact computation of maximum rank correlation estimator	4
Distributional robustness of K-class estimators and the PULSE	4
Large mixed-frequency VARs with a parsimonious time-varying parameter structure	4
A simple estimator for quantile panel data models using smoothed quantile regressions	4
Complete subset averaging with many instruments	4
CCE in heterogenous fixed-T panels	4