ISSN: 1368-4221

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Econometrics Journal Q1 Unclaimed

Oxford University Press United Kingdom

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Econometrics Journal is a journal indexed in SJR in Economics and Econometrics with an H index of 44. It has an SJR impact factor of 3,244 and it has a best quartile of Q1. It has an SJR impact factor of 3,244.

Type: Journal

Type of Copyright:

Languages:

Open Access Policy:

Type of publications:

Publication frecuency: -

Categories: Economics and Econometrics (Q1)

Price

- €

Inmediate OA

NPD

Embargoed OA

- €

Non OA

Metrics

3,244

SJR Impact factor

44

H Index

30

Total Docs (Last Year)

101

Total Docs (3 years)

1088

Total Refs

312

Total Cites (3 years)

96

Citable Docs (3 years)

3.56

Cites/Doc (2 years)

36.27

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

Stochastic specification and the international GDP series

The Econometrics Journal of the Royal Economic Society

Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models

Instrumental variables estimation of stationary and non-stationary cointegrating regressions

Prediction-based estimating functions

Heteroscedasticity-robustCpmodel averaging

Non-monotonic hazard functions and the autoregressive conditional duration model

On the arbitrariness of some asymptotic test statistics based on generalized inverses

Distinguishing between trend-break models: method and empirical evidence

The representative household's demand for money in a cointegrated VAR model

Moments and dynamic structure of a time-varying parameter stochastic volatility in mean model

The finite sample distribution of the KPSS test

SHOW MORE ARTICLES

On the forecasting ability of ARFIMA models when infrequent breaks occur

Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts*

Specification and simulated likelihood estimation of a non-normal treatment-outcome model with selection: Application to health care utilization

Review of PcGets 1 for Windows

Some cautions on the use of panel methods for integrated series of macroeconomic data

More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term

Wage formation and employment in a cointegrated VAR model

Nonparametric bounds on employment and income effects of continuous vocational training in East Germany

Moments of the ARMA-EGARCH model

Testing for duration dependence in economic cycles

Estimating the Kronecker indices of cointegrated echelon-form VARMA models

Vector equilibrium correction models with non-linear discontinuous adjustments