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 2021-05-01 to 2025-05-01.)

Article	Citations
Ten years of Denis Sargan Econometrics Prizes	230
The maximally selected likelihood ratio test in random coefficient models	195
Robustify and tighten the Lee bounds: A sample selection model under stochastic monotonicity and symmetry assumptions	67
Causal models for longitudinal and panel data: a survey	65
Estimating nonparametric conditional frontiers and efficiencies: A new approach	29
Testing conditional moment restriction models using empirical likelihood	26
Causal inference and data fusion in econometrics	22
Disentangling the effect of measures, variants, and vaccines on SARS-CoV-2 infections in England: a dynamic intensity model	18
Vaccination policy and mortality from COVID-19 in the European Union	16
A new method for generating random correlation matrices	16
Identification and estimation of entry games under symmetry of unobservables	14
Comparing latent inequality with ordinal data	14
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk	11
Matching with semi-bandits	10
Model selection for varying coefficient nonparametric transformation model	9
Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices	8
Estimation of high-dimensional vector autoregression via sparse precision matrix	7
Bounding infection prevalence by bounding selectivity and accuracy of tests: with application to early COVID-19	7
Doubly robust identification for causal panel data models	6
Double/debiased machine learning for logistic partially linear model	6
Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity	6
Choosing exogeneity assumptions in potential outcome models	5
Common correlated effects estimation of nonlinear panel data models	5
R-estimators in GARCH models: asymptotics and applications	4
Designed quadrature to approximate integrals in maximum simulated likelihood estimation	4

Design-based identification with formula instruments: a review	4
A general diagnostic of the normal approximation in GMM models	4
Identification in simple binary outcome panel data models	4
Nonparametric bounds on treatment effects with imperfect instruments	4
Estimating the SARS-CoV-2 infection fatality rate by data combination: the case of Germany’s first wave	4
Instrumental variable quantile regression under random right censoring	4
Simple approaches to nonlinear difference-in-differences with panel data	4
The 2022 Denis Sargan Econometrics Prize	4