The Econometrics Journal was established in 1998 by the Royal Economic Society to promote the general advancement and application of econometric methods and techniques to problems of relevance to modern economics.
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.
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.
The editorial process of The Econometrics Journal is overseen by its managing editor and co-editors, with the help of a deputy managing editor and an editorial office. The editorial board is complemented with a large number of first-rate econometricians from around the world who, as associate editors, act as ambassadors, advisors, and referees of The Econometrics Journal.
Explore the econometrics of unconventional monetary policy and sequential Monte Carlo methods to calculate posteriors of DSGE models
Artūras Juodis wins Prize for showing that covariates help overcome the incidental trends problem in panel unit root testing
Join and enjoy the Sargan lecture by Guido Imbens, two Sargan prizes, and a Special Session on dynamic dIscrete choice