Econometric Reviews is widely regarded as one of the top 5 core journals in econometrics. It probes the limits of econometric knowledge, featuring regular, state-of-the-art single blind refereed articles and book reviews. ER has been consistently the leader and innovator in its acclaimed retrospective and critical surveys and interchanges on current or developing topics. Special issues of the journal are developed by a world-renowned editorial board. These bring together leading experts from econometrics and beyond. Reviews of books and software are also within the scope of the journal. Its content is expressly intended to reach beyond econometrics and advanced empirical economics, to statistics and other social sciences.
《计量经济学评论》被公认为计量经济学领域的5大核心期刊之一。它探讨了计量经济学知识的局限性，以定期的、最先进的单盲审稿文章和书评为特色。ER在其广受赞誉的回顾性和批判性调查以及对当前或发展中主题的交流中一直是领导者和创新者。该杂志的特刊由世界知名的编辑委员会开发。这些会议汇集了计量经济学及其他领域的顶尖专家。对书籍和软件的评论也在该杂志的范围之内。它的内容明确地打算超越计量经济学和先进的经验经济学，达到统计学和其他社会科学。
OLS and IV estimation of regression models including endogenous interaction terms
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2018.1427486
Practical procedures to deal with common support problems in matching estimation
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2017.1318509
Alternative diff-in-diffs estimators with several pretreatment periods
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2017.1348683
Model selection for factor analysis: Some new criteria and performance comparisons
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2017.1382763
Testing explosive bubbles with time-varying volatility
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2018.1536099
Two-sample least squares projection
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2016.1222068
Nonparametric localized bandwidth selection for Kernel density estimation
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2017.1397835
Simultaneous equations with binary outcomes and social interactions
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2018.1485836
A practical guide to compact infinite dimensional parameter spaces
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2018.1514025
A general inversion theorem for cointegration
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2018.1536100
Symbolic correlation integral
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2017.1365431
Generalized information matrix tests for copulas
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2018.1514023
Wavelet energy ratio unit root tests
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2016.1222232
Particle learning for Bayesian semi-parametric stochastic volatility model
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2018.1514022
Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2016.1224024
Size distributions reconsidered
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2017.1417732
Focused information criterion for locally misspecified vector autoregressive models
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2017.1409410
Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2018.1528416
Similarity-based model for ordered categorical data
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2017.1308054
The Phillips Curve and the Missing Disinflation from the Great Recession
来源期刊：Econometric ReviewsDOI：10.18651/ER/2Q19VANZANDWEGHE
Capital Reallocation and Capital Investment
来源期刊：Econometric ReviewsDOI：10.18651/ER/2Q19RODZIEWICZSLY
Welfare gains of the poor: An endogenous Bayesian approach with spatial random effects
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2016.1261062
Common threshold in quantile regressions with an application to pricing for reputation
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2017.1318469
Estimation in a semiparametric panel data model with nonstationarity
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2018.1514021
Do Changes in Reserve Balances Still Influence the Federal Funds Rate
来源期刊：Econometric ReviewsDOI：10.18651/ER/1Q19SMITH
The unconditional distributions of the OLS, TSLS and LIML estimators in a simple structural equations model
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2016.1261072
The Rise and Fall of College Tuition Inflation
来源期刊：Econometric ReviewsDOI：10.18651/ER/1Q19BUNDICKPOLLARD
Likelihood inference for dynamic linear models with Markov switching parameters: on the efficiency of the Kim filter
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2018.1514027
The Uneven Recovery in Prime-Age Labor Force Participation
来源期刊：Econometric ReviewsDOI：10.18651/er/3q19tuzementhao
Estimation bias and bias correction in reduced rank autoregressions
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2017.1308065
Binary quantile regression and variable selection: A new approach
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2017.1417701
Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2016.1235305
Information measures of kernel estimation
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2016.1222236
Bias-corrected realized variance
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2016.1222230
Portmanteau tests for linearity of stationary time series
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2016.1261015
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2018.1485614
A nonparametric specification test for the volatility functions of diffusion processes
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2017.1365428
Revisiting the transitional dynamics of business cycle phases with mixed-frequency data
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2017.1397837
What Explains Lifetime Earnings Differences Across Individuals
来源期刊：Econometric ReviewsDOI：10.18651/ER/1Q19MUSTRE-DEL-RIO-POLLARD
Implementation Delays in Pension Retrenchment Reforms
来源期刊：Econometric ReviewsDOI：10.18651/ER/2Q19BIHUNTZUBAIRY
Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2017.1411431
Functional coefficient time series models with trending regressors
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2017.1382774
Did Local Factors Contribute to the Decline in Bank Branches
来源期刊：Econometric ReviewsDOI：10.18651/ER/3Q19SENGUPTADICE
Tracking U.S. GDP in Real Time
来源期刊：Econometric ReviewsDOI：10.18651/ER/3Q19DOEBAE
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2017.1348684
Nonstationary nonlinear quantile regression
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2017.1308056
Using point optimal test of a simple null hypothesis for testing a composite null hypothesis via maximized Monte Carlo approach
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2017.1382781
Identification of average marginal effects under misspecification when covariates are normal
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2017.1308091
A joint test for parametric specification and independence in nonlinear regression models
来源期刊：Econometric ReviewsDOI：10.1080/07474938.2018.1536101
