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: -


Journal of Econometrics


SJR Impact factor


H Index


Total Docs (Last Year)


Total Docs (3 years)


Total Refs


Total Cites (3 years)


Citable Docs (3 years)


Cites/Doc (2 years)



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,

Best articles

A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models

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

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A CUSUM test for cointegration using regression residuals

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A model of health plan choice:

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A nonparametric test for poolability using panel data

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A note on Sargan densities

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A simple cointegrating rank test without vector autoregression

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An ordered family of Lorenz curves

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

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Applying linear time-varying constraints to econometric models: With an application to demand systems

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Association measures for durations in bivariate hazard rate models

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Bayesian analysis of seasonal unit roots and seasonal mean shifts

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Bayesian inference in a simultaneous equation model with limited dependent variables

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Bayesian prediction a response

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Bootstrapping cointegrating regressions

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Case-control studies with contaminated controls

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Classical and Bayesian aspects of robust unit root inference

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Codependent cycles

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Comment on 'Adaptive estimation in time series regression models' by D.G. Steigerwald

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Comment: Bayesian multinomial probit models with a normalization constraint

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Consistent model specification tests for time series econometric models

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Discrete and continuous time cointegration

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Econometric implications of the government budget constraint

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Editor's introduction: Analysis of data on health

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