ISSN: 0304-4076

Journal Home

Journal Guideline

Journal of Econometrics Q1 Unclaimed

Elsevier B.V. Netherlands

Unfortunately this journal has not been claimed yet. For this reason, some information may be unavailable.

Journal of Econometrics is a journal indexed in SJR in Economics and Econometrics and History and Philosophy of Science with an H index of 188. It has an SJR impact factor of 9,161 and it has a best quartile of Q1. It is published in English. It has an SJR impact factor of 9,161.

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: -

Categories: Economics and Econometrics (Q1)

Price

- €

Inmediate OA

NPD

Embargoed OA

- €

Non OA

Metrics

9,161

SJR Impact factor

188

H Index

288

Total Docs (Last Year)

472

Total Docs (3 years)

13566

Total Refs

3517

Total Cites (3 years)

454

Citable Docs (3 years)

9.3

Cites/Doc (2 years)

47.1

Ref/Doc

Comments

No comments ... Be the first to comment!

Publication speed *

Review quality *

Edition and editorial team *

Institutional email or ORCID *

* The email or ORCID field is only to validate the authenticity of the comment, the identity will not be public. .

Other journals with similar parameters

Annual Review of Economics Q1
Journal of Accounting and Economics Q1
Foundations and Trends in Finance Q1
Review of Finance Q1
Review of Economics and Statistics Q1

Compare this journals

Aims and Scope

Best articles by citations

Estimation in choice-based sampling with measurement error and bootstrap analysis

Subsampling for heteroskedastic time series

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

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

A simple cointegrating rank test without vector autoregression

Association measures for durations in bivariate hazard rate models

Local identifiability of the factor analysis and measurement error model parameter

Estimating a generalized long memory process

Lorenz ordering of generalized beta-II income distributions

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

Empirical model particularities and belief in the natural rate hypothesis

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

SHOW MORE ARTICLES

A note on Sargan densities

Information criteria for selecting possibly misspecified parametric models

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

Filtering and forecasting with misspecified ARCH models II

Optimal product positioning based on paired comparison data

Editors' introduction Bayesian and classical econometric modeling of time series

Bayesian analysis of seasonal unit roots and seasonal mean shifts

Some results on the Glejser and Koenker tests for heteroskedasticity

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

Editors' introduction: Fractional differencing and long memory processes

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

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