Econometric Reviews

Aims & Scope

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.

View Aims & Scope

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Metrics & Ranking

Impact Factor

Year	Value
2025	1
2024	0.80

SJR (SCImago Journal Rank)

Year	Value
2024	1.536

Quartile

Year	Value
2024	Q1

h-index

Year	Value
2024	68

Journal Rank

Year	Value
2024	2284

Journal Citation Indicator

Year	Value
2024	180

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Abstracting & Indexing

Journal is indexed in leading academic databases, ensuring global visibility and accessibility of our peer-reviewed research.

• Scopus
• Google Scholar
• Web of Science

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Subjects & Keywords

Journal’s research areas, covering key disciplines and specialized sub-topics in Economics, Econometrics and Finance, designed to support cutting-edge academic discovery.

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Most Cited Articles

The Most Cited Articles section features the journal's most impactful research, based on citation counts. These articles have been referenced frequently by other researchers, indicating their significant contribution to their respective fields.

• A test for independence based on the correlation dimension

  Citation: 2272

  Authors: W. A., J. A., W. D., B.

• Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances

  Citation: 2200

  Authors: Tim, Jeffrey M.

• Testing Weak Cross-Sectional Dependence in Large Panels

  Citation: 1994

  Authors: M. Hashem

• Modelling the persistence of conditional variances

  Citation: 1385

  Authors: Robert F., Tim

• GMM Estimation with persistent panel data: an application to production functions

  Citation: 1354

  Authors: Richard, Stephen

• Forecasting and conditional projection using realistic prior distributions

  Citation: 1016

  Authors: Thomas, Robert, Christopher

• New Simple Tests for Panel Cointegration

  Citation: 989

  Authors: Joakim

• Bayesian Analysis of DSGE Models

  Citation: 814

  Authors: Sungbae, Frank

• MIDAS Regressions: Further Results and New Directions

  Citation: 728

  Authors: Eric, Arthur, Rossen

• SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS

  Citation: 686

  Authors: Dick van, Timo, Philip Hans

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