Write in a clean editor, then format for Econometrica in one click — DocuGuru applies the official Wiley template with author–year references and exports a submission-ready PDF plus the editable LaTeX source. Free to start.
Econometrica is a peer-reviewed journal published by Wiley, covering Economic theories and models, Monetary Policy and Economic Impact, Game Theory and Applications.
| Publisher | Wiley |
|---|---|
| Reference style | Author–year (Chicago) Author–year — (Smith, 2023) in the text Smith, Ada, Ben Jones, and Cara Lee. 2023. "A Representative Article Title." Econometrica 12 (3): 45–58.
Formats any DOI in Econometrica style. No sign-up. |
| Publishes research in | Economic theories and models Monetary Policy and Economic Impact Game Theory and Applications Economic Theory and Policy Auction Theory and Applications |
| ISSN | 0012-9682 |
| Citation impact (2-yr) | 6.83 |
| h-index | 531 |
| i10-index | 4,790 |
| Total citations | 1,621,463 |
| Article processing charge | $4,800 |
| Top institutions publishing here | University of Chicago |
| Journal website | onlinelibrary.wiley.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 presents a critique of expected utility theory as a descriptive model of decision making under risk, and develops an alternative model, called prospect theory. Choices among risky prospects exhibit several pervasive effects that are inconsistent with the basic tenets of utility theory. In particular, people underweight outcomes that are merely probable in comparison…
The relationship between co-integration and error correction models, first suggested in Granger (1981), is here extended and used to develop estimation procedures, tests, and empirical examples. If each element of a vector of time series x first achieves stationarity after differencing, but a linear combination a'x is already stationary, the time series x are said…
Sample selection bias as a specification error This paper discusses the bias that results from using non-randomly selected samples to estimate behavioral relationships as an ordinary specification error or «omitted variables» bias. A simple consistent two stage estimator is considered that enables analysts to utilize simple regression methods to estimate behavioral functions by least squares…
This paper presents a parameter covariance matrix estimator which is consistent even when the disturbances of a linear regression model are heteroskedastic. This estimator does not depend on a formal model of the structure of the heteroskedasticity. By comparing the elements of the new estimator to those of the usual covariance estimator, one obtains a…
There occurs on some occasions a difficulty in deciding the direction of causality between two related variables and also whether or not feedback is occurring. Testable definitions of causality and feedback are proposed and illustrated by use of simple two-variable models. The important problem of apparent instantaneous causality is discussed and it is suggested that…
