ISSN: 0747-4938

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Econometric Reviews Q1 Unclaimed

Taylor and Francis Ltd. United States

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Econometric Reviews is a journal indexed in SJR in Economics and Econometrics with an H index of 65. It has an SJR impact factor of 1,051 and it has a best quartile of Q1. It is published in English. It has an SJR impact factor of 1,051.

Type: Journal

Type of Copyright:

Languages: English

Open Access Policy:

Type of publications:

Publication frecuency: -

Categories: Economics and Econometrics (Q1)

Price

- €

Inmediate OA

NPD

Embargoed OA

- €

Non OA

Metrics

1,051

SJR Impact factor

65

H Index

36

Total Docs (Last Year)

143

Total Docs (3 years)

1494

Total Refs

163

Total Cites (3 years)

142

Citable Docs (3 years)

1.09

Cites/Doc (2 years)

41.5

Ref/Doc

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Other journals with similar parameters

Journal of Econometrics Q1
Annual Review of Economics Q1
Journal of Accounting and Economics Q1
Foundations and Trends in Finance Q1
Review of Finance Q1

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Aims and Scope

Best articles by citations

Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series

Optimal Predictive Tests

IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES

A SCORE TEST FOR SEASONAL FRACTIONAL INTEGRATION AND COINTEGRATION

Moment-based estimation of nonlinear regression models with boundary outcomes and endogeneity, with applications to nonnegative and fractional responses

Robust Inference for Near-Unit Root Processes with Time-Varying Error Variances

A Note on Resampling the Integration Across the Correlation Integral with Alternative Ranges

A Comparison of Partially Adaptive and Reweighted Least Squares Estimation

Dynamics of Market Power and Concentration Profiles

An Intersection Test for Panel Unit Roots

An Odd Couple: Monotone Instrumental Variables and Binary Treatments

Finite Sample Properties of the Two-Step Empirical Likelihood Estimator

SHOW MORE ARTICLES

The "wrong skewness" problem in stochastic frontier models: A new approach

BAYESIAN ANALYSIS OF A FRACTIONAL COINTEGRATION MODEL

U-Statistics and Their Asymptotic Results for Some Inequality and Poverty Measures

AN ALTERNATIVE TO THE BDS TEST: INTEGRATION ACROSS THE CORRELATION INTEGRAL

Specification and testing of multiplicative time-varying GARCH models with applications

Bias Correction in the Dynamic Panel Data Model with a Nonscalar Disturbance Covariance Matrix

Heteroskedasticity Robust Panel Unit Root Testing Under Variance Breaks in Pooled Regressions

In Memoriam: Zvi Griliches

A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS

Bayesian analysis of multivariate stochastic volatility with skew return distribution

A Monte Carlo Investigation of Unit Root Tests and Long Memory in Detecting Mean Reversion in I(0) Regime Switching, Structural Break, and Nonlinear Data