SCIESSCISCOPUSQ1
Journal of Econometrics
ELSEVIER SCIENCE SA, Netherlands
Journal of Econometrics is an academic journal published by ELSEVIER SCIENCE SA (Netherlands). Identifiers: ISSN 0304-4076, eISSN 1872-6895. Indexed in SCIE, SSCI, SCOPUS. Metrics: JIF 4.0, CiteScore 12.9, SJR 12.168, SNIP 4.86. Subject areas: ECONOMICS, INTERDISCIPLINARY APPLICATIONS, MATHEMATICAL METHODS, MATHEMATICS. tlooto lists 5,421 papers from this journal.
CiteScore
12.90
Scopus citation metric
SJR
12.168
SCImago rank
SNIP
4.86
Source normalized impact
Percentage rank
-
JIF percentile rank
Journal profile
- ISSN
- 0304-4076
- eISSN
- 1872-6895
- Abbreviation
- J ECONOMETRICS
- Publisher
- ELSEVIER SCIENCE SA
- Country
- Netherlands
Web of Science categories
SCIEINTERDISCIPLINARY APPLICATIONS, MATHEMATICS
SSCIECONOMICS, MATHEMATICAL METHODS, SOCIAL SCIENCES
Scopus ASJC categories
2002 Economics and Econometrics2604 Applied Mathematics
Keywords
Economics | Social Sciences, Mathematical MethodsMathematics, Interdisciplinary Applications
Papers in this journal
Recent papers
- Semi-nonparametric models of multidimensional matching: An optimal transport approach
2026
- A uniformly valid test for instrument exogeneity
2026 · 1 citations
- Statistical inference of optimal allocations I: Regularities and their implications
2026
- Bayesian model averaging with non-conjugate priors
2026 · 1 citations
- Estimation and inference for unbalanced panel data models with interactive fixed effects
2026 · 1 citations
Most cited papers
- Generalized autoregressive conditional heteroskedasticity
1986 · 23,521 citations
- Another look at the instrumental variable estimation of error-components models
1995 · 19,301 citations
- Testing for unit roots in heterogeneous panels
2003 · 14,943 citations
- Unit root tests in panel data: asymptotic and finite-sample properties
2002 · 12,390 citations
- Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
1992 · 11,882 citations