Econometrics Journal

Aims & Scope

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.

View Aims & Scope

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Metrics & Ranking

Impact Factor

Year	Value
2025	7
2024	2.90

SJR (SCImago Journal Rank)

Year	Value
2024	4.051

Quartile

Year	Value
2024	Q1

h-index

Year	Value
2024	49

Journal Rank

Year	Value
2024	409

Journal Citation Indicator

Year	Value
2024	507

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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.

• Testing for stationarity in heterogeneous panel data

  Citation: 1687

  Authors: Kaddour

• A bias-adjusted LM test of error cross-section independence

  Citation: 1657

  Authors: M. Hashem, Aman, Takashi

• Double/debiased machine learning for treatment and structural parameters

  Citation: 1514

  Authors: Victor, Denis, Mert, Esther, Christian, Whitney, James

• The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects

  Citation: 866

  Authors: William

• Dynamic panel estimation and homogeneity testing under cross section dependence

  Citation: 865

  Authors: Peter C. B., Donggyu

• A simple approach to quantile regression for panel data

  Citation: 748

  Authors: Ivan A.

• Critical values for multiple structural change tests

  Citation: 531

  Authors: Jushan, Pierre

• Realized kernels in practice: trades and quotes

  Citation: 476

  Authors: O. E., P. Reinhard, A., N.

• Breaking the panels: An application to the GDP per capita

  Citation: 449

  Authors: Josep, Tomás, Enrique

• Weak and strong cross‐section dependence and estimation of large panels

  Citation: 430

  Authors: Alexander, M. Hashem, Elisa

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