The Journal of Econometrics serves as an outlet for important, high quality, new research in both theoretical and applied econometrics. The scope of the Journal includes papers dealing with identification, estimation, testing, decision, and prediction issues encountered in economic research. Classical Bayesian statistics, and machine learning methods, are decidedly within the range of the Journal's interests. The Annals of Econometrics is a supplement to the Journal of Econometrics.
《计量经济学杂志》是重要的、高质量的、新的理论和应用计量经济学研究的出口。该杂志的范围包括处理经济研究中遇到的识别、估计、测试、决策和预测问题的论文。经典的贝叶斯统计和机器学习方法，无疑在《华尔街日报》的兴趣范围之内。《计量经济学年刊》是《计量经济学杂志》的增刊。
The value of news for economic developments
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2018.11.013
Asymptotic Theory for Clustered Samples
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2019.02.001
A quasi-Bayesian local likelihood approach to time varying parameter VAR models
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2019.04.031
Tail event driven networks of SIFIs
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2018.09.016
A closed-form estimator for quantile treatment effects with endogeneity
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2018.11.017
Bayesian Compressed Vector Autoregressions
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2018.11.009
Knowing factors or factor loadings, or neither? Evaluating estimators of large covariance matrices with noisy and asynchronous data
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2018.09.005
Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2018.11.008
Partial identification of the treatment effect distribution and its functionals
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2019.04.012
Testing treatment effect heterogeneity in regression discontinuity designs
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2018.10.004
Variable selection in panel models with breaks
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2019.04.033
Sequentially adaptive Bayesian learning algorithms for inference and optimization
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2018.11.002
Weak σ- Convergence: Theory and Applications
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2018.12.022
GEL estimation and tests of spatial autoregressive models
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2018.07.007
On the structure of IV estimands
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2018.12.017
Applied welfare analysis for discrete choice with interval-data on income
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2019.02.007
Testing for structural breaks in factor copula models
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2018.10.001
Identification and estimation of linear social interaction models
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2018.07.010
Nonparametric Estimation of Conditional Quantile Functions in the Presence of Irrelevant Covariates
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2019.04.037
A Time-Varying True Individual Effects Model with Endogenous Regressors
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2019.01.014
Is the FDA too conservative or too aggressive?: A Bayesian decision analysis of clinical trial design
来源期刊：Journal of EconometricsDOI：10.1016/j.jeconom.2018.12.009
Efficient estimation of heterogeneous coefficients in panel data models with common shocks
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2019.08.011
A rank test for the number of factors with high-frequency data
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2019.03.004
Inference on Difference-in-Differences average treatment effects: A fixed-b approach
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2019.04.001
Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2018.11.012
Estimation of longrun variance of continuous time stochastic process using discrete sample
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2018.04.006
A new delta expansion for multivariate diffusions via the Itô-Taylor expansion
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2019.01.003
Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2017.10.009
Solving Dynamic Discrete Choice Models Using Smoothing and Sieve Methods
来源期刊：Journal of EconometricsDOI：10.1016/j.jeconom.2020.02.007
Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2019.04.004
Semiparametric Estimation of the Random Utility Model with Rank-Ordered Choice Data
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2019.03.003
A model-free consistent test for structural change in regression possibly with endogeneity
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2018.12.014
Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2019.05.018
Bias Reduction in Nonlinear and Dynamic Panels in the Presence of Cross-Section Dependence
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2019.05.020
Structured Volatility Matrix Estimation for Non-Synchronized High-Frequency Financial Data
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2018.12.019
Statistical approximation of high-dimensional climate models
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2019.05.005
Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2019.07.002
Accelerating score-driven time series models
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2019.03.005
Edgeworth’s time series model: Not AR(1) but same covariance structure
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2019.04.015
Priors about observables in vector autoregressions
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2018.12.023
Combining statistical intervals and market prices: The worst case state price distribution
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2019.04.030
Testing the existence of moments for GARCH processes
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2020.05.009
Using penalized likelihood to select parameters in a random coefficients multinomial logit model
来源期刊：Journal of EconometricsDOI：10.1920/WP.CEM.2019.5019
Model Selection in Utility-Maximizing Binary Prediction
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2020.07.052
A moment-based notion of time dependence for functional time series
来源期刊：Journal of EconometricsDOI：10.1016/J.JECONOM.2019.03.007
