The Econometrics Journal was established in 1998 by the Royal Economic Society with the aim of creating a top international field journal for the publication of econometric research with a standard of intellectual rigour and academic standing similar to those of the pre-existing top field journals in econometrics. The Econometrics Journal is committed to publishing first-class papers in macro-, micro- and financial econometrics. It is a general journal for econometric research open to all areas of econometrics, whether applied, computational, methodological or theoretical contributions.
《计量经济学期刊》由英国皇家经济学会于1998年创办,旨在创建一个国际顶级计量经济学研究领域期刊,其学术严谨性和学术地位与先前存在的顶级计量经济学领域期刊相似。《计量经济学杂志》致力于发表宏观、微观和金融计量经济学方面的一流论文。它是一本面向计量经济学研究的普通期刊,面向计量经济学的所有领域,无论是应用、计算、方法还是理论贡献。
High‐dimensional macroeconomic forecasting and variable selection via penalized regression
来源期刊:Econometrics JournalDOI:10.1111/ECTJ.12117
Quantile coherency: a general measure for dependence between cyclical economic variables
来源期刊:Econometrics JournalDOI:10.1093/ectj/utz002
Unobserved heterogeneity in auctions
来源期刊:Econometrics JournalDOI:10.1111/ECTJ.12121
Two-stage least squares as minimum distance
来源期刊:Econometrics JournalDOI:10.1111/ECTJ.12115
BLP-2LASSO for aggregate discrete choice models with rich covariates
来源期刊:Econometrics JournalDOI:10.1093/ECTJ/UTZ010
Testing for constant correlation of filtered series under structural change
来源期刊:Econometrics JournalDOI:10.1111/ECTJ.12116
Kernel estimation for panel data with heterogeneous dynamics
来源期刊:Econometrics JournalDOI:10.1093/ectj/utz019
Optimal panel unit root testing with covariates
来源期刊:Econometrics JournalDOI:10.1111/ECTJ.12118
Reconsideration of a simple approach to quantile regression for panel data
来源期刊:Econometrics JournalDOI:10.1093/ECTJ/UTZ012
Testing for moderate explosiveness
来源期刊:Econometrics JournalDOI:10.1111/ECTJ.12120
Estimating Latent Group Structure in Time-Varying Coefficient Panel Data Models
来源期刊:Econometrics JournalDOI:10.1093/ECTJ/UTZ008
Fragility of identification in panel binary response models
来源期刊:Econometrics JournalDOI:10.1093/ECTJ/UTZ011
Identification of a class of index models: A topological approach
来源期刊:Econometrics JournalDOI:10.1920/wp.cem.2019.5219
The ignorant monopolist redux
来源期刊:Econometrics JournalDOI:10.1920/wp.cem.2019.5719
Quantile-based smooth transition value at risk estimation
来源期刊:Econometrics JournalDOI:10.1093/ECTJ/UTZ009
Testing collinearity of vector time series
来源期刊:Econometrics JournalDOI:10.1093/ECTJ/UTY002