Default: Journal of Econometrics

ISSN: 0304-4076

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Journal of Econometrics Q1 Unclaimed

Elsevier BV Netherlands
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Journal of Econometrics is a journal indexed in SJR in Economics and Econometrics and History and Philosophy of Science with an H index of 159. It has an SJR impact factor of 3,769 and it has a best quartile of Q1. It is published in English. It has an SJR impact factor of 3,769.

Journal of Econometrics focuses its scope in these topics and keywords: estimation, model, autoregressive, panel, series, models, time, data, structural, error, ...

Type: Journal

Type of Copyright:

Languages: English

Open Access Policy:

Type of publications:

Publication frecuency: -

Price

- €

Inmediate OA

NPD

Embargoed OA

- €

Non OA

Metrics

Journal of Econometrics

3,769

SJR Impact factor

159

H Index

241

Total Docs (Last Year)

418

Total Docs (3 years)

11045

Total Refs

1497

Total Cites (3 years)

408

Citable Docs (3 years)

3,38

Cites/Doc (2 years)

45,83

Ref/Doc

Aims and Scope


estimation, model, autoregressive, panel, series, models, time, data, structural, error, ellipse, instabilitymean, functionidentification, functionsglobal, general, generalized, generator, editorial, earnings, deterministic, autocovariance, binary, boarderrors, capacity, clustering, coefficient, cointegrated, confidence, criterion, dataestimation, datathe,



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Subsampling for heteroskedastic time series

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Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model

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A bayesian multivariate nonstationary time series model for estimating mutual relationships among variables

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A simple cointegrating rank test without vector autoregression

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Association measures for durations in bivariate hazard rate models

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Local identifiability of the factor analysis and measurement error model parameter

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Estimating a generalized long memory process

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Lorenz ordering of generalized beta-II income distributions

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Finite sample moments results for the quasi-FIML estimator of the reduced form: The linear case

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Empirical model particularities and belief in the natural rate hypothesis

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Analyzing properties of K-cones in the generalized data envelopment analysis model

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A note on Sargan densities

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Information criteria for selecting possibly misspecified parametric models

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Estimation of a censored regression panel data model using conditional moment restrictions efficiently

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Filtering and forecasting with misspecified ARCH models II

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Optimal product positioning based on paired comparison data

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Editors' introduction Bayesian and classical econometric modeling of time series

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Bayesian analysis of seasonal unit roots and seasonal mean shifts

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Some results on the Glejser and Koenker tests for heteroskedasticity

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How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach

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Editors' introduction: Fractional differencing and long memory processes

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The union/non-union wage differential: An application of semi-parametric methods

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The effects of vertical integration between cable television systems and pay cable networks

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