ISSN: 0731-9053

Journal Home

Journal Guideline

Advances in Econometrics Q3 Unclaimed

Emerald Group Publishing Ltd. United Kingdom

Unfortunately this journal has not been claimed yet. For this reason, some information may be unavailable.

Advances in Econometrics is a book series indexed in SJR in Economics and Econometrics with an H index of 28. It has a price of 2990 €. It has an SJR impact factor of 0,346 and it has a best quartile of Q3. It is published in English. It has an SJR impact factor of 0,346.

Type: Book series

Type of Copyright:

Languages: English

Open Access Policy:

Type of publications:

Publication frecuency: -

Categories: Economics and Econometrics (Q3)

Price

2990 €

Inmediate OA

NPD

Embargoed OA

0 €

Non OA

Metrics

0,346

SJR Impact factor

28

H Index

0

Total Docs (Last Year)

63

Total Docs (3 years)

0

Total Refs

29

Total Cites (3 years)

41

Citable Docs (3 years)

0.38

Cites/Doc (2 years)

0.0

Ref/Doc

Comments

No comments ... Be the first to comment!

Publication speed *

Review quality *

Edition and editorial team *

Institutional email or ORCID *

* The email or ORCID field is only to validate the authenticity of the comment, the identity will not be public. .

Other journals with similar parameters

German Economic Review Q3
Cogent Economics and Finance Q3
Journal of Financial Counseling and Planning Q3
NETNOMICS: Economic Research and Electronic Networking Q3
Journal of Revenue and Pricing Management Q3

Compare this journals

Aims and Scope

Best articles by citations

FORECASTING THE EMU INFLATION RATE: LINEAR ECONOMETRIC VS. NON-LINEAR COMPUTATIONAL MODELS USING GENETIC NEURAL FUZZY SYSTEMS

On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests

CO-EVOLVING NEURAL NETWORKS WITH EVOLUTIONARY STRATEGIES: A NEW APPLICATION TO DIVISIA MONEY

Fitting and comparison of models for multivariate ordinal outcomes

PREDICTING HOUSING VALUE: GENETIC ALGORITHM ATTRIBUTE SELECTION AND DEPENDENCE MODELLING UTILISING THE GAMMA TEST

A BAYESIAN PROBIT MODEL WITH SPATIAL DEPENDENCIES

Asymptotic Moments of Autoregressive Estimators with a Near Unit Root and Minimax Risk

Estimating a Fractional Response Model with a count endogenous regressor and an application to female labor supply

Perturbed Gaussian copula

Cyclical Co-Movement Between Output, the Price-Level, and the Inflation Rate

Parametric and nonparametric inference in equilibrium job search models

SEARCHING FOR DIVISIA/INFLATION RELATIONSHIPS WITH THE AGGREGATE FEEDFORWARD NEURAL NETWORK

SHOW MORE ARTICLES

Variable Selection in Bayesian Models: Using Parameter Estimation and Non Parameter Estimation Methods

A LEARNING RULE FOR INFERRING LOCAL DISTRIBUTIONS OVER SPACE AND TIME

Introduction

An empirical study of pricing and hedging collateralized debt obligation (CDO)

Testing for Cointegration in Markov Switching Error Correction Models

INTRODUCTION

Bayesian student-t stochastic volatility models via scale mixtures

SEARCHING FOR HOUSING SUBMARKETS USING MIXTURES OF LINEAR MODELS

A GENETIC PROGRAMMING APPROACH TO MODEL INTERNATIONAL SHORT-TERM CAPITAL FLOW

The panel probit model: Adaptive integration on sparse grids

Bayesian analysis of the consumption CAPM

Simulated maximum likelihood estimation of continuous time stochastic volatility models