Academic Journal
Q1Econometrics Journal
About Econometrics Journal
Econometrics Journal is a scholarly journal published by Oxford University Press. SCImago 2025 lists it in Q1, with an SJR of 6.123 and H-index of 53.
Coverage: 2001, 2006-2026. Research categories: Economics and Econometrics (Q1).
Journal Metrics
Metrics can change by reporting year. Verify time-sensitive values with the publisher or indexing service.
Aims & Scope
Scope information will be added after verification.
Recent Research Articles
Latest publications matched automatically by ISSN.
Bootstrapping likelihood-ratio-type tests based on convex M-estimation
Patrice Bertail, Pascal Lavergne
2026-09-10 · DOI: 10.1093/ectj/utag031Quantile Treatment Effects in Difference-in-Discontinuities Designs
Yingying Dong
2026-09-08 · DOI: 10.1093/ectj/utag028Global factors for local shocks in a data-scarce environment: with an application to regional fiscal multipliers in Italy
Giuseppe Cavaliere, Luca Fanelli, Marco Mazzali
2026-09-08 · DOI: 10.1093/ectj/utag029What Do We Get from Two-Way Fixed Effects Regressions? Implications from Numerical Equivalence
Shoya Ishimaru
2026-09-08 · DOI: 10.1093/ectj/utag030Back to Feedback: Dynamics and Heterogeneity in Panel Data
Stéphane Bonhomme
2026-08-27 · DOI: 10.1093/ectj/utag027The exact variance of the average treatment effect estimator in cluster randomized controlled trials
Yue Fang, Geert Ridder
2026-08-11 · DOI: 10.1093/ectj/utag026Carbon pricing and inflation expectations
Michael D Bauer, Diego R Känzig, Glenn D Rudebusch
2026-08-04 · DOI: 10.1093/ectj/utag023Estimation and inference for the persistence of extremely high temperatures
Juan-Juan Cai, Yicong Lin, Julia Schaumburg, Chenhui Wang et al.
2026-07-27 · DOI: 10.1093/ectj/utag022On the estimation of climate normals and anomalies
Tommaso Proietti, Alessandro Giovannelli
2026-07-21 · DOI: 10.1093/ectj/utag021A large non-Gaussian SVAR with application to monetary policy
Jan Prüser
2026-07-13 · DOI: 10.1093/ectj/utag020Dynamic Spectral Conditional Correlations
Karim M Abadir, Michael Rockinger
2026-07-08 · DOI: 10.1093/ectj/utag017Double machine learning for time series
Milos Ciganovic, Federico D’Amario, Massimiliano Tancioni
2026-07-06 · DOI: 10.1093/ectj/utag019A copula-based panel data model for pricing insurance contracts with endogenous deductibles
Peng Shi, Wei Zhang
2026-06-30 · DOI: 10.1093/ectj/utag018Closed-form estimation and inference for panels with attrition and refreshment samples
Grigory Franguridi, Lidia Kosenkova
2026-06-17 · DOI: 10.1093/ectj/utag016Robust inference via heteroskedasticity in linear models
Ömer Faruk Akbal, Max-Sebastian Dovì
2026-06-08 · DOI: 10.1093/ectj/utag013Synthetic control inference for staggered adoption
Jianfei Cao, Shirley Lu, Hang Wu
2026-05-29 · DOI: 10.1093/ectj/utag015Causal inference in high-dimensional generalized linear models with binary outcomes
Jing Kong
2026-05-06 · DOI: 10.1093/ectj/utag012Robust specification testing for rank-based linear regression
Yuhan Ma, Feipeng Zhang, Junjiang Zhong
2026-05-04 · DOI: 10.1093/ectj/utag014Identification and Bayesian inference for synthetic control methods with spillover effects
Shosei Sakaguchi, Hayato Tagawa
2026-05-04 · DOI: 10.1093/ectj/utag006The 2025 Denis Sargan Econometrics Prize
Jaap H Abbring
2026-05-09 · DOI: 10.1093/ectj/utag009Reviews
Community Reviews
Version History
September 10, 2026 at 10:07 am
September 10, 2026