Journal of Econometrics

Aims & Scope

The Journal of Econometrics serves as an outlet for important, high quality, new research in both theoretical and applied econometrics.

The scope of the Journal includes papers dealing with identification, estimation, testing, decision, and prediction issues encountered in economic research.

Classical Bayesian statistics, and machine learning methods, are decidedly within the range of the Journal's interests.

The Annals of Econometrics is a supplement to the Journal of Econometrics.

View Aims & Scope

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Metrics & Ranking

Impact Factor

Year	Value
2025	4
2024	9.90

Journal Rank

Year	Value
2024	55

Journal Citation Indicator

Year	Value
2024	5451

SJR (SCImago Journal Rank)

Year	Value
2024	12.168

Quartile

Year	Value
2024	Q1

h-index

Year	Value
2024	198

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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 Mathematics, 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.

• Initial conditions and moment restrictions in dynamic panel data models

  Citation: 17395

  Authors: Richard, Stephen

• Generalized autoregressive conditional heteroskedasticity

  Citation: 14374

  Authors: Tim

• Another look at the instrumental variable estimation of error-components models

  Citation: 13388

  Authors: Manuel, Olympia

• Testing for unit roots in heterogeneous panels

  Citation: 9822

  Authors: Kyung So, M.Hashem, Yongcheol

• Unit root tests in panel data: asymptotic and finite-sample properties

  Citation: 8241

  Authors: Andrew, Chien-Fu, Chia-Shang

• Testing the null hypothesis of stationarity against the alternative of a unit root

  Citation: 8161

  Authors: Denis, Peter C.B., Peter, Yongcheol

• Formulation and estimation of stochastic frontier production function models

  Citation: 6196

  Authors: Dennis, C.A.Knox, Peter

• Difference-in-Differences with multiple time periods

  Citation: 4892

  Authors: Brantly, Pedro H.C.

• Difference-in-differences with variation in treatment timing

  Citation: 4743

  Authors: Andrew

• A finite sample correction for the variance of linear efficient two-step GMM estimators

  Citation: 4180

  Authors: Frank

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