Econometrics Journal
Econometrics Journal is a journal indexed in SJR in Economics and Econometrics with an H index of 49. It has an SJR impact factor of 4,051 and it has a best quartile of Q1. It has an SJR impact factor of 4,051.
Metrics
Scimago and CountryOfPapers database fields
SJR Impact
4,051
H-index
49
Docs (year)
27
Docs 3y
105
Total refs
1232
Cites 3y
507
Citable 3y
99
Cites/Doc 2y
4.73
Ref/Doc
45.63
Immediate OA
—
Embargoed OA
NPD
Non OA / Submission
—
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Researcher reviews
Best articles by citations
Controlling the significance levels of prediction error tests for linear regression models
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View moreDistinguishing between trend-break models: method and empirical evidence
View moreDiscussion of 'Data mining reconsidered'
View moreDiscussion contribution on 'Data mining reconsidered: encompassing and the general-to-specific approach to specification search' by Hoover and Perez
View moreDetermining the order of differencing in seasonal time series processes
View moreDetermining the number of factors in a multivariate error correction-volatility factor model
View moreDegrees of freedom adjustment for disturbance variance estimators in dynamic regression models
View moreData mining with local model specification uncertainty: a discussion of Hoover and Perez
View moreCross-validation and non-parametric k nearest-neighbour estimation
View moreCritical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent
View moreA class of indirect inference estimators: higher-order asymptotics and approximate bias correction
View moreControl variates for variance reduction in indirect inference: Interest rate models in continuous time
View moreConstructive data mining: modeling consumers' expenditurein Venezuela
View moreConditions for convergence of Monte Carlo EM sequences with an application to product diffusion modeling
View moreCointegration rank inference with stationary regressors in VAR models
View moreBootstrap inference in a linear equation estimated by instrumental variables
View moreBayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-t innovations
View moreAsymptotic approximations in the near-integrated model with a non-zero initial condition
View moreAnalysis of a panel of UK macroeconomic forecasts
View moreAn ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy
View moreA sequential procedure for determining the number of regimes in a threshold autoregressive model
View more