The Econometrics Journal

Current Issue

Adaptive wild bootstrap tests for a unit root with non‐stationary volatility

  • Author: H. Peter Boswijk, Yang Zu
  • Journal Issue: Volume 21 Issue 2 (June 2018)
  • Published Online on 16 January 2018

The wild bootstrap for few (treated) clusters

  • Author: James G. MacKinnon, Matthew D. Webb
  • Journal Issue: Volume 21 Issue 2 (June 2018)
  • Published Online on 06 May 2018

Non‐parametric inference on (conditional) quantile differences and interquantile ranges, using L ‐statistics

  • Author: Matt Goldman, David M. Kaplan
  • Journal Issue: Volume 21 Issue 2 (June 2018)
  • Published Online on 07 February 2018

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Accepted Articles

Optimal Panel Unit Root Testing with Covariates

  • Author: Artūras Juodis, Joakim Westerlund
  • Accepted manuscript online: 03 August 2018

High‐dimensional Macroeconomic Forecasting and Variable Selection via Penalized Regression

  • Author: Yoshimasa Uematsu, Shinya Tanaka
  • Accepted manuscript online: 13 July 2018

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News

Impact Factor Increases to All-time High of 1.152

  • Published Date: 02 July 2018

The 2017 Journal Citation Reports® (Clarivate Analytics, 2018) for The Econometrics Journal show that its Journal Impact... Read more

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Aims and Scope

The Econometrics Journal aims to publish high quality research papers relevant to contemporary econometrics in which primary emphasis is placed on important and original contributions of substantive direct or potential value in applications.

The Econometrics Journal is particularly interested in path-breaking articles in econometrics and empirical economics that address leading cases rather than provide an exhaustive treatment.

Editorial Policy

The Econometrics Journal facilitates the very rapid and early dissemination of good, new, and fresh ideas in applied and theoretical econometrics by striving to have all submissions

  • assigned to an Editor or screen rejected within one week;
  • peer reviewed within three months;
  • revised quickly, by avoiding major revisions; and
  • published online immediately after acceptance.

To streamline the editorial process, The Econometrics Journal only accepts submissions that conform with its guidelines.

Moreover, The Econometrics Journal only publishes papers that comply with its replication policy.

Read more about the review process

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Janneke Schrama-Scheepens
Tilburg University
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ectj@res.org.uk
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