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verified SJR 1,536 · Q1 • database Scopus / SJR & Web of Science indexed
Econometric Reviews
United States · Taylor and Francis Ltd.
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Econometric Reviews

Econometric Reviews is a journal indexed in SJR in Economics and Econometrics with an H index of 68. It has an SJR impact factor of 1,536 and it has a best quartile of Q1. It is published in English. It has an SJR impact factor of 1,536.

ISSN: 0747-4938
Publisher: Taylor and Francis Ltd.
Category: Economics and Econometrics
Indexation: verifiedScopus / SJR verifiedWeb of Science
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schedule CountryOfPapers database fields
SJR Impact Factor trending_up
1,536 Q1
H-index 68
Acceptance rate pie_chart
29% Selective
Source Acceptance_Rate
Time to publication hourglass_top
NPD
Field NPD
Publication cost (APC) payments
NPD Subscription
Non-OA path NPD

Metrics

Scimago and CountryOfPapers database fields

Scopus / SJR Web of Science

SJR Impact

1,536

H-index

68

Docs (year)

43

Docs 3y

122

Total refs

1605

Cites 3y

180

Citable 3y

122

Cites/Doc 2y

1.13

Ref/Doc

37.33

Immediate OA

—

Embargoed OA

NPD

Non OA / Submission

—

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Best articles by citations

A SCORE TEST FOR SEASONAL FRACTIONAL INTEGRATION AND COINTEGRATION

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Weighted-Average Least Squares Prediction

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Book review

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

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Best Spatial Two-Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances

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Bayesian analysis of multivariate stochastic volatility with skew return distribution

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BAYESIAN ANALYSIS OF A FRACTIONAL COINTEGRATION MODEL

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ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH

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Assessing the Precision of Turning Point Estimates in Polynomial Regression Functions

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An Odd Couple: Monotone Instrumental Variables and Binary Treatments

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An Intersection Test for Panel Unit Roots

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

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A Small-Sample Estimator for the Sample-Selection Model

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A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model

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A REVIEW OF SYSTEMS COINTEGRATION TESTS

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

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A NONPARAMETRIC BAYESIAN APPROACH TO DETECT THE NUMBER OF REGIMES IN MARKOV SWITCHING MODELS

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A multivariate volatility vine copula model

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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

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

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A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models

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A General Quantile Function Model for Economic and Financial Time Series

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A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION

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A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS

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