Journal of Econometrics
Overview
The Journal of Econometrics is a prestigious academic journal that publishes cutting-edge research in the field of econometrics. It covers a wide range of topics including theoretical and applied econometrics, statistical methods, and empirical analysis. With rigorous peer-review and a focus on methodological advancements, the journal serves as a leading platform for scholars and practitioners to contribute to the advancement of econometric theory and practice.
Details
Details
Abbr.
J Econom
Start
1973
End
Continuing
Frequency
3 no. per v.; 4 v. per year, <1992->
p-ISSN
0304-4076
Country
Netherlands
Language
English
Metrics
Metrics
h-index / Ranks: 835
188
SJR / Ranks: 86
9161
CiteScore / Ranks: 2750
7.20
Recent Articles
1.
Heckman J, Pinto R
J Econom
. 2024 Oct;
243(1-2).
PMID: 39445110
This paper examines the econometric causal model and the interpretation of empirical evidence based on thought experiments that was developed by Ragnar Frisch and Trygve Haavelmo. We compare the econometric...
2.
Heckman J, Pinto R, Shaikh A
J Econom
. 2024 Oct;
243(1-2).
PMID: 39372141
This paper considers the problem of making inferences about the effects of a program on multiple outcomes when the assignment of treatment status is imperfectly randomized. By imperfect randomization we...
3.
Wang F, Puentes E, Behrman J, Cunha F
J Econom
. 2024 Sep;
243(1-2).
PMID: 39328300
Recent estimates are that about 150 million children under five years of age are stunted, with substantial negative consequences for their schooling, cognitive skills, health, and economic productivity. Therefore, understanding...
4.
Liu L, Mukherjee R, Robins J
J Econom
. 2024 Apr;
240(2).
PMID: 38680250
The class of doubly robust (DR) functionals studied by Rotnitzky et al. (2021) is of central importance in economics and biostatistics. It strictly includes both (i) the class of mean-square...
5.
Abrevaya J
J Econom
. 2024 Jan;
211(1):151-165.
PMID: 38250520
This paper considers estimation of linear fixed-effects models in which the dependent variable may be missing. For cross-sectional units with dependent variables missing, use of covariate information from all time...
6.
7.
Bi X, Shen X
J Econom
. 2023 Sep;
235(2):444-453.
PMID: 37701878
Differential privacy is becoming one gold standard for protecting the privacy of publicly shared data. It has been widely used in social science, data science, public health, information technology, and...
8.
Callaway B, Li T
J Econom
. 2023 Jun;
236(1):105454.
PMID: 37359750
National and local governments have implemented a large number of policies in response to the Covid-19 pandemic. Evaluating the effects of these policies, both on the number of Covid-19 cases...
9.
Julliard C, Shi R, Yuan K
J Econom
. 2023 Jun;
235(2):2125-2154.
PMID: 37323825
We generalise a stochastic version of the workhorse SIR (Susceptible-Infectious-Removed) epidemiological model to account for spatial dynamics generated by network interactions. Using the London metropolitan area as a salient case...
10.
Guo X, Chen Y, Tang C
J Econom
. 2023 Mar;
233(1):237-250.
PMID: 36938506
We study the information criteria extensively under general conditions for high-dimensional latent factor models. Upon carefully analyzing the estimation errors of the principal component analysis method, we establish theoretical results...