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Econometrics Journal is a peer-reviewed journal published by Oxford University Press, covering Monetary Policy and Economic Impact, Statistical Methods and Inference, Financial Risk and Volatility Modeling.
| Publisher | Oxford University Press |
|---|---|
| Reference style | Author–year (OUP) Author–year — (Smith, 2023) in the text Smith, A., Jones, B. and Lee, C. (2023) 'A representative article title', Econometrics Journal, 12(3), pp. 45–58.
Formats any DOI in the closest standard style — Econometrics Journal has no published style definition, so this is an approximation. No sign-up. |
| Publishes research in | Monetary Policy and Economic Impact Statistical Methods and Inference Financial Risk and Volatility Modeling Market Dynamics and Volatility Spatial and Panel Data Analysis |
| ISSN | 1368-4221 |
| Citation impact (2-yr) | 2.23 |
| h-index | 86 |
| i10-index | 387 |
| Total citations | 37,685 |
| Article processing charge | $3,801 |
| Top institutions publishing here | Yale University |
| Journal website | academic.oup.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.
Journal Article Testing for stationarity in heterogeneous panel data Get access Kaddour Hadri Kaddour Hadri Department of Economics & Accounting, The University of Liverpool, Liverpool, L69 7ZA, UK Search for other works by this author on: Oxford Academic Google Scholar The Econometrics Journal, Volume 3, Issue 2, 1 December 2000, Pages 148–161, https://doi.org/10.1111/1368-423X.00043 Published: 20…
We revisit the classic semi‐parametric problem of inference on a low‐dimensional parameter θ0 in the presence of high‐dimensional nuisance parameters η0. We depart from the classical setting by allowing for η0 to be so high‐dimensional that the traditional assumptions (e.g. Donsker properties) that limit complexity of the parameter space for this object break down. To…
This paper proposes a bias‐adjusted version of Breusch and Pagan (1980) Lagrange multiplier (LM) test statistic of error cross‐section independence, in the case of panel models with strictly exogenous regressors and normal errors. The exact mean and variance of the test indicator of the LM test statistic are provided for the purpose of the bias‐adjustments.…
This paper provides a set of sufficient conditions that point identify a quantile regression model with fixed effects. It also proposes a simple transformation of the data that gets rid of the fixed effects under the assumption that these effects are location shifters. The new estimator is consistent and asymptotically normal as both n and…
to enable proper empirical applications. We provide response surface regressions valid for a wide range of parameters. Copyright Royal Economic Society, 2003
