Write in a clean editor, then format for Econometrics in one click — DocuGuru applies the official MDPI template with numbered references and exports a submission-ready PDF plus the editable LaTeX source. Free to start.
Econometrics is a peer-reviewed journal published by MDPI, covering Monetary Policy and Economic Impact, Financial Risk and Volatility Modeling, Market Dynamics and Volatility. Over its lifetime it has published 551 papers, which have received 6,430 citations.
| Publisher | MDPI |
|---|---|
| Reference style | Numbered (MDPI) Numbered — [1], [2] in the text 1. Smith, A.; Jones, B.; Lee, C. A Representative Article Title. Econometrics 2023, 12, 45–58.
Formats any DOI in Econometrics style. No sign-up. |
| Publishes research in | Monetary Policy and Economic Impact Financial Risk and Volatility Modeling Market Dynamics and Volatility Statistical Methods and Inference Complex Systems and Time Series Analysis |
| ISSN | 2225-1146 |
| Citation impact (2-yr) | 1.43 |
| h-index | 32 |
| i10-index | 147 |
| Article processing charge | $1,515 |
| Open access | Yes — indexed in DOAJ |
| Top institutions publishing here | University of Oxford |
| Journal website | www.mdpi.com |
| You get | A submission-ready PDF and the editable LaTeX source — ready to submit. |
Citations each year’s papers have accumulated so far — the most recent years are still building up.
This paper provides a detailed exposition of an extension of the Oaxaca-Blinder decomposition method that can be applied to various distributional measures. The two-stage procedure first divides distributional changes into a wage structure effect and a composition effect using a reweighting method. Second, the two components are further divided into the contribution of each explanatory…
There is near universal agreement that estimates and inferences from spatial regression models are sensitive to particular specifications used for the spatial weight structure in these models. We find little theoretical basis for this commonly held belief, if estimates and inferences are based on the true partial derivatives for a well-specified spatial regression model. We…
This paper introduces a complement statistical test for distinguishing between the predictive accuracy of two sets of forecasts. We propose a non-parametric test founded upon the principles of the Kolmogorov-Smirnov (KS) test, referred to as the KS Predictive Accuracy (KSPA) test. The KSPA test is able to serve two distinct purposes. Initially, the test seeks…
In this paper, we investigate several variable selection procedures to give an overview of the existing literature for practitioners. “Let the data speak for themselves” has become the motto of many applied researchers since the number of data has significantly grown. Automatic model selection has been promoted to search for data-driven theories for quite a…
To capture location shifts in the context of model selection, we propose selecting significant step indicators from a saturating set added to the union of all of the candidate variables. The null retention frequency and approximate non-centrality of a selection test are derived using a ‘split-half’ analysis, the simplest specialization of a multiple-path block-search algorithm.…
