Journal of Econometrics Short Title: J. Econom. Publisher: Elsevier (North-Holland), Amsterdam ISSN: 0304-4076 Online: https://www.sciencedirect.com/journal/journal-of-econometrics/issues Comments: Indexed cover-to-cover Documents indexed: 4,110 Publications (since 1973) References indexed: 4,043 Publications with 135,799 References all top 5 Latest Issues 222, No. 1 (2021) 221, No. 2 (2021) 221, No. 1 (2021) 220, No. 2 (2021) 220, No. 1 (2021) 219, No. 2 (2020) 219, No. 1 (2020) 218, No. 2 (2020) 218, No. 1 (2020) 217, No. 2 (2020) 217, No. 1 (2020) 216, No. 2 (2020) 216, No. 1 (2020) 215, No. 2 (2020) 215, No. 1 (2020) 214, No. 2 (2020) 214, No. 1 (2020) 213, No. 2 (2019) 213, No. 1 (2019) 212, No. 2 (2019) 212, No. 1 (2019) 211, No. 2 (2019) 211, No. 1 (2019) 210, No. 2 (2019) 210, No. 1 (2019) 209, No. 2 (2019) 209, No. 1 (2019) 208, No. 2 (2019) 208, No. 1 (2019) 207, No. 2 (2018) 207, No. 1 (2018) 206, No. 2 (2018) 206, No. 1 (2018) 205, No. 2 (2018) 205, No. 1 (2018) 204, No. 2 (2018) 204, No. 1 (2018) 203, No. 2 (2018) 203, No. 1 (2018) 202, No. 2 (2018) 202, No. 1 (2018) 201, No. 2 (2017) 201, No. 1 (2017) 200, No. 2 (2017) 200, No. 1 (2017) 199, No. 2 (2017) 199, No. 1 (2017) 198, No. 2 (2017) 198, No. 1 (2017) 197, No. 2 (2017) 197, No. 1 (2017) 196, No. 2 (2017) 196, No. 1 (2017) 195, No. 2 (2016) 195, No. 1 (2016) 194, No. 2 (2016) 194, No. 1 (2016) 193, No. 2 (2016) 193, No. 1 (2016) 192, No. 2 (2016) 192, No. 1 (2016) 191, No. 2 (2016) 191, No. 1 (2016) 190, No. 2 (2016) 190, No. 1 (2016) 189, No. 2 (2015) 189, No. 1 (2015) 188, No. 2 (2015) 188, No. 1 (2015) 187, No. 2 (2015) 187, No. 1 (2015) 186, No. 2 (2015) 186, No. 1 (2015) 185, No. 2 (2015) 185, No. 1 (2015) 184, No. 2 (2015) 184, No. 1 (2015) 183, No. 2 (2014) 183, No. 1 (2014) 182, No. 2 (2014) 182, No. 1 (2014) 181, No. 2 (2014) 181, No. 1 (2014) 180, No. 2 (2014) 180, No. 1 (2014) 179, No. 2 (2014) 179, No. 1 (2014) 178, No. 2 (2014) 178, Part 3 (2014) 178, Part 2 (2014) 178, Part 1 (2014) 177, No. 2 (2013) 177, No. 1 (2013) 176, No. 2 (2013) 176, No. 1 (2013) 175, No. 2 (2013) 175, No. 1 (2013) 174, No. 2 (2013) 174, No. 1 (2013) 173, No. 2 (2013) ...and 288 more Volumes all top 5 Authors 70 Phillips, Peter Charles Bonest 46 Lee, Lung-Fei 41 Linton, Oliver Bruce 35 Pesaran, M. Hashem 32 Li, Qi 31 Robinson, Peter Michael 30 Gourieroux, Christian 29 Taylor, A. M. Robert 28 Ghysels, Eric 27 Hsiao, Cheng 27 White, Halbert Lynn jun. 26 Granger, Clive William John 25 Baltagi, Badi H. 25 Bollerslev, Tim 25 Park, Joon Y. 25 Renault, Eric 25 Su, Liangjun 24 Dufour, Jean-Marie 24 Gallant, A. Ronald 23 Aït-Sahalia, Yacine 23 Koop, Gary 23 Zellner, Arnold 22 Chen, Songnian 21 McAleer, Michael 21 Swanson, Norman Rasmus 21 van Dijk, Herman K. 20 Chen, Xiaohong 20 Monfort, Alain 20 Tauchen, George E. 19 Andrews, Donald Wilfrid Kao 19 Chib, Siddhartha 19 Newey, Whitney Kent 18 Gao, Jiti 18 Hausman, Jerry Allen 18 Hendry, David F. 18 Horowitz, Joel L. 17 Corradi, Valentina 17 Geweke, John F. 17 Inoue, Atsushi 17 Lewbel, Arthur 17 Perron, Pierre 17 Xiao, Zhijie 16 Judge, George G. 16 Maasoumi, Esfandiar 16 Steel, Mark F. J. 16 Timmermann, Allan G. 15 Barnett, William A. 15 Hall, Alastair R. 15 Hallin, Marc 15 King, Maxwell Leslie 15 Leybourne, Stephen J. 15 Lütkepohl, Helmut 15 Powell, James L. 15 Simar, Léopold 15 Todorov, Viktor 14 Bai, Jushan 14 Diebold, Francis X. 14 Engle, Robert Fry 14 Fan, Yanqin 14 Heckman, James Joseph 14 Hong, Han 14 Johansen, Søren Glud 14 Kohn, Robert J. 14 Kumbhakar, Subal C. 14 Mykland, Per Aslak 14 Schmidt, Peter Georg 14 Sentana, Enrique 14 Smith, Richard J. 14 Sun, Yixiao 14 Whang, Yoon-Jae 14 Wooldridge, Jeffrey M. 14 Yu, Jun 13 Cai, Zongwu 13 Chernozhukov, Victor 13 Hansen, Bruce E. 13 Hidalgo, Javier 13 Kapetanios, George 13 Koopman, Siem Jan 13 Lee, Sokbae 13 Li, Tong 13 Magnus, Jan R. 13 Manski, Charles F. 13 Prucha, Ingmar R. 13 Shephard, Neil 13 Velasco, Carlos I. Hoyos 12 Boswijk, H. Peter 12 Delgado, Miguel Ángel 12 Elliott, Graham 12 Fan, Jianqing 12 Florens, Jean-Pierre 12 Hu, Yingyao 12 Kuan, Chung-Ming 12 Ng, Serena 12 Nielsen, Morten Ørregaard 12 Poirier, Dale J. 12 Schmidt, Peter 12 Slottje, Daniel J. 12 Teräsvirta, Timo 12 Zakoïan, Jean-Michel 11 Anderson, Theodore Wilbur jun. ...and 3,409 more Authors all top 5 Fields 3,989 Statistics (62-XX) 1,141 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 217 Numerical analysis (65-XX) 186 Probability theory and stochastic processes (60-XX) 100 General and overarching topics; collections (00-XX) 55 Operations research, mathematical programming (90-XX) 18 History and biography (01-XX) 15 Systems theory; control (93-XX) 12 Geophysics (86-XX) 9 Linear and multilinear algebra; matrix theory (15-XX) 7 Computer science (68-XX) 5 Functional analysis (46-XX) 4 Information and communication theory, circuits (94-XX) 3 Combinatorics (05-XX) 3 Real functions (26-XX) 2 Special functions (33-XX) 2 Approximations and expansions (41-XX) 2 Biology and other natural sciences (92-XX) 1 Functions of a complex variable (30-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Operator theory (47-XX) 1 Mathematics education (97-XX) Publications by Year Citations contained in zbMATH Loading citation profile