Journal of Econometrics
| Journal of Econometrics
|
|
|---|---|
| description | Scientific journal |
| Area of Expertise | Economics , econometrics , statistics |
| language | English |
| publishing company | Elsevier |
| First edition | 1973 |
| Frequency of publication | per month |
| editor | Y. Ait-Sahalia, J. Fan, H. Hong, O. Linton |
| Web link | website |
| ISSN |
0304-4076 |
The Journal of Econometrics is an economic journal with a focus on econometrics and which is published monthly in six volumes per year by the Dutch publisher Elsevier . The Journal of Econometrics also contains the Annals of Econometrics as a regular supplement.
history
The Journal of Econometrics was first published in 1973 by North-Holland Publishing Co. to meet the increased interest in econometrics in academia. Dennis Aigner, Phoebus Dhrymes and Arnold Zellner were hired as the first editors-in-chief . The original frequency of publication was four issues per year, but increased over time to six volumes per year with two issues per volume.
Content
The Journal of Econometrics is to serve as the publication medium for important new research in both theoretical and applied econometrics. The scope of the journal includes articles dealing with estimation and other methodological aspects of applying statistical inference to economic data, as well as articles dealing with the application of econometric techniques in essential areas of economics. Econometric research in the traditional departments of the discipline or in emerging areas of social experimentation is also within the scope of the journal.
The Annals of Econometrics are an addition to the Journal of Econometrics . Each edition of the Annals contains a collection of articles on an important topic in econometrics, selected by the editor of the respective edition. Leading researchers have published articles on topics such as welfare economics or electricity pricing, censored or truncated regression models, non-nested models, model specification, econometric analysis of time data, pre-test and Stein estimates, Bayesian analysis of econometric models, etc.
editorial staff
The editorial team of the Journal of Econometrics consists of four editors-in-chief - Yacine Aït-Sahalia , Jianqing Fan , Han Hong , Oliver Linton - a seven-member board of directors and 55 associate editors .
reception
In a study by Kalaitzidakis et al. (2003) placed the Journal of Econometrics 6th out of 159 evaluated publications, but fell in an updated study by Kalaitzidakis et al. (2011) ranked 14th out of 209 publications compared. In the economics publication ranking of the Tinbergen Institute at the University of Amsterdam , the Journal of Econometrics is listed in category A (“very good general economic journals and top journals in the respective subject”). Another study by the French economists Pierre-Phillippe Combes and Laurent Linnemer lists the journal with first place for economic journals in the second best category AA.
The Journal of Econometrics' Impact Factor in 2012 was 1.710. In the statistics of the Social Sciences Citation Index , the journal with this impact factor was listed 64th out of 333 journals in the economics category. In the Mathematical Methods category , the journal was ranked 9th out of 45 journals.
Individual evidence
- ↑ Aigner, Dennis J., Phoebus J. Dhrymes, Arnold Zellner (1973): Editorial , Journal of Econometrics, Vol. 1, No. 1, p. 1.
- ↑ Contents and objectives of the Journal of Econometrics (English)
- ^ Editing of the Journal of Econometrics (English)
- ↑ Kalaitzidakis, Pantelis, Theofanis P. Mamuneas, Thanasis Stengos (2003): Rankings of Academic Journals and Institutions in Economics , Journal of the European Economic Association, Vol. 1, No. 6, pp. 1346-1366. (PDF file; 172 kB)
- ↑ Kalaitzidakis, Pantelis, Theofanis P. Mamuneas, Thanasis Stengos (2011): An updated ranking of academic journals in economics , Canadian Journal of Economics, Vol. 44, No. 4, pp. 1525-1538. (PDF file; 329 kB)
- ↑ Magazine ranking of the Tinbergen Institute (English) ( Memento from February 8, 2012 in the Internet Archive )
- ↑ Combes, Pierre-Philippe and Laurent Linnemer, Inferring Missing Citations: A Quantitative Multi-Criteria Ranking of all Journals in Economics . In: GREQAM Document de Travail . No. 2010-28 , 2010, pp. 26-30 (English).
- ^ ISI Web of Knowledge, Journal Citation Reports, Social Sciences Edition, 2013.