Aims and Scope of Journal of Econometrics
The Journal of Econometrics is a scholarly journal in econometrics. It was first published in 1973. Its current editors are Serena Ng, Elie Tamer, Torben Andersen and Xiaohong Chen. The journal publishes work dealing with estimation and other methodological aspects of the application of statistical inference to economic data, as well as papers dealing with the application of econometric techniques to economics. Less
Key Metrics
CiteScore 

4.1
Impact Factor 

5 - 10
SJR 

Q1Economics and Econometrics

SNIP 

2.48
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Journal of Econometrics Journal Specifications
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Inspec
SJR
| Overview | |
| Publisher | ELSEVIER SCIENCE SA |
| Language | English |
| Frequency | Monthly |
| General Details | |
| Language | English |
| Frequency | Monthly |
| Publication Start Year | 1973 |
| Publisher URL | Visit website |
| Website URL | Visit website |
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Recently Published Papers in Journal of Econometrics
Integrated variance estimation for assets traded in multiple venues
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LASSO inference for high dimensional predictive regressions
- 1 May 2026
- Journal of Econometrics
Inference on breaks in weak location time series models with the estimating function approach
- 1 May 2026
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Should we augment large covariance matrix estimation with auxiliary network information?
- 1 May 2026
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Using spatial modeling to address covariate measurement error
- 1 May 2026
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Estimation and inference of the forecast error variance decomposition for set-identified SVARs
- 1 May 2026
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