Journal of Econometrics
The Journal of Econometrics is an economics journal, which will focus on econometrics, and which is published monthly by the Dutch publisher Elsevier in six volumes per year. The Journal of Econometrics also includes the Annals of Econometrics as a regular supplement.
History
The Journal of Econometrics is edited Publishing Co. for the first time in 1973 by North -Holland, in order to meet the increased interest in the academic world of econometrics. As the first chief editors Dennis Aigner, Phoebus Dhrymes and Arnold Zellner were hired. The original publication frequency was four issues per year, but increased over time in six volumes per year with two issues per band.
Content
The Journal of Econometrics is to serve as a publication for important new research in both theoretical and applied econometrics. The scope of the journal includes articles that deal with estimation and other aspects of the application of statistical inference methologischen on economic data as well as articles on the application of econometric techniques in key areas of economics. Econometric research in the traditional divisions of discipline or in newly developing areas of social experimentation are also located in the operating framework of the journal.
The Annals of Econometrics provide a supplement to the Journal of Econometrics dar. Each issue of the Annals contains a collection of articles on an important subject of econometrics, selected by the editor of the respective output. Leading researchers have published articles on topics such as welfare economics or the pricing of electricity, censored or truncated regression models, non- nested models, model specification, the econometric analysis of time series data, pre-test and Stein estimates, Bayesian analysis of econometric models, etc..
Editing
The editors of the Journal of Econometrics consists of four editors - Yacine Aït- Sahalia, Jianqing Fan, Han Hong, Oliver Linton - a seven-member Board of Directors and 55 Associate Editors.
Reception
In a study of Kalaitzidakis et al. (2003) documented the Journal of Econometrics No. 6 among 159 evaluated publications, however, declined in an updated study of Kalaitzidakis et al. (2011) ranked 14 out of 209 compared Publications from. In economics publication ranking of the Tinbergen Institute at the University of Amsterdam led the Journal of Econometrics in category A ("very good general economics journals and top journals in their field ").
The Impact Factor of the Journal of Econometrics was in 2012 at 1,710. In the statistics of the Social Sciences Citation Index, the journal impact factor with this at 64th place out of 333 journals in the category of Economics has been conducted. In the category of Mathematical Methods, the Journal was ranked 9 out of 45 journals.