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.
Metrics
Scimago and CountryOfPapers database fields
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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Researcher reviews
Best articles by citations
A SCORE TEST FOR SEASONAL FRACTIONAL INTEGRATION AND COINTEGRATION
View moreWeighted-Average Least Squares Prediction
View moreBook review
View moreBias Correction in the Dynamic Panel Data Model with a Nonscalar Disturbance Covariance Matrix
View moreBest Spatial Two-Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances
View moreBayesian analysis of multivariate stochastic volatility with skew return distribution
View moreBAYESIAN ANALYSIS OF A FRACTIONAL COINTEGRATION MODEL
View moreASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH
View moreAssessing the Precision of Turning Point Estimates in Polynomial Regression Functions
View moreAn Odd Couple: Monotone Instrumental Variables and Binary Treatments
View moreAn Intersection Test for Panel Unit Roots
View moreAN ALTERNATIVE TO THE BDS TEST: INTEGRATION ACROSS THE CORRELATION INTEGRAL
View moreA Small-Sample Estimator for the Sample-Selection Model
View moreA (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model
View moreA REVIEW OF SYSTEMS COINTEGRATION TESTS
View moreA Note on Resampling the Integration Across the Correlation Integral with Alternative Ranges
View moreA NONPARAMETRIC BAYESIAN APPROACH TO DETECT THE NUMBER OF REGIMES IN MARKOV SWITCHING MODELS
View moreA multivariate volatility vine copula model
View moreA Monte Carlo Investigation of Unit Root Tests and Long Memory in Detecting Mean Reversion in I(0) Regime Switching, Structural Break, and Nonlinear Data
View moreA MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS
View moreA Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models
View moreA General Quantile Function Model for Economic and Financial Time Series
View moreA CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION
View moreA CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS
View more