Econometric Theory

Aims & Scope

Since its inception, Econometric Theory has aimed to endow econometrics with an innovative journal dedicated to advance theoretical research in econometrics.

It provides a centralized professional outlet for original theoretical contributions in all of the major areas of econometrics, and all fields of research in econometric theory fall within the scope of ET.

In addition, ET fosters the multidisciplinary features of econometrics that extend beyond economics.

Particularly welcome are articles that promote original econometric research in relation to mathematical finance, stochastic processes, statistics, and probability theory, as well as computationally intensive areas of economics such as modern industrial organization and dynamic macroeconomics.

View Aims & Scope

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Metrics & Ranking

Impact Factor

Year	Value
2025	1
2024	1.00

SJR (SCImago Journal Rank)

Year	Value
2024	2.674

Quartile

Year	Value
2024	Q1

h-index

Year	Value
2024	83

Journal Rank

Year	Value
2024	870

Journal Citation Indicator

Year	Value
2024	191

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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 and Social Sciences, 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.

• PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS

  Citation: 4004

  Authors: Peter

• Multivariate Simultaneous Generalized ARCH

  Citation: 2902

  Authors: Robert F., Kenneth F.

• Testing Identifiability and Specification in Instrumental Variable Models

  Citation: 1059

  Authors: John G., Stephen G.

• Asymptotically Efficient Estimation of Cointegration Regressions

  Citation: 870

  Authors: Pentti

• Stationarity and Persistence in the GARCH(1,1) Model

  Citation: 710

  Authors: Daniel B.

• Which Moments to Match?

  Citation: 668

  Authors: A. Ronald, George

• UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES

  Citation: 659

  Authors: Badi H., Ping X.

• ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL

  Citation: 583

  Authors: Shiqing, Michael

• Estimating Multiple Breaks One at a Time

  Citation: 570

  Authors: Jushan

• INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL

  Citation: 492

  Authors: Mehmet, Bruce E.

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