World's Best Scientists 2026 revealed!
Econometrics and Statistics
H-index 14

Econometrics and Statistics

Ranking & Metrics

Discipline name Position Best Scientists Publications D-Index
Economics and Finance 233 34 33 9
Mathematics 235 45 55 11

Additional Metrics

Number of Best Scientists*: 84
Documents by Best Scientists*: 88
Top 100 Ranked Scientists*: 8
SCIMAGO H-index: 20
SCIMAGO SJR: 0.852
Impact Factor: 2.5

Overview

Top Research Topics at Econometrics and Statistics?

The main research concerns discussed in the journal are Econometrics, Estimator, Applied mathematics, Statistics and Series (mathematics). Aside from discussions in Econometrics, it also deals with the subject of Bayesian probability which intersects with Algorithm disciplines. The Estimator works featured in it incorporate elements from Quantile, Sample (statistics), Monte Carlo method and Heteroscedasticity.

The studies tackled, which mainly focus on Quantile, apply to Quantile regression as well. In Econometrics and Statistics, Smoothing, Inference, Multivariate statistics and Random variable are investigated in conjunction with one another to address concerns in Applied mathematics research. Statistics, which encompasses Covariate and Statistical hypothesis testing, is the main subject of the journal.

While Series (mathematics) is the focus of the journal, it also provided insights into the studies of Model selection and Time series. The Volatility (finance) research dealing mostly with Autoregressive conditional heteroskedasticity is the focus of Econometrics and Statistics. Discussions in Econometrics and Statistics are anchored in the subject of Stochastic volatility and the similar topic of Markov chain Monte Carlo.

  • Econometrics (37.17%)
  • Estimator (26.39%)
  • Applied mathematics (26.02%)

What are the most cited papers published in the journal?

  • Prediction of functional ARMA processes with an application to traffic data (37 citations)
  • An information theoretic criterion for empirical validation of simulation models (36 citations)
  • A tractable, parsimonious and flexible model for cylindrical data, with applications (29 citations)

Research areas of the most cited articles at Econometrics and Statistics:

The journal papers generally zeroe in on subjects such as Econometrics, Series (mathematics), Volatility (finance), Statistics and Heteroscedasticity. The most cited articles tackle research in Quantile regression as part of the general discipline of Econometrics, however, they also discuss concepts in Positive definiteness. The journal publications hold forums on Statistics that merge themes from other disciplines such as Polynomial and Profiling (information science).

What topics the last edition of the journal is best known for?

  • Statistics
  • Normal distribution
  • Machine learning

The previous edition focused in particular on these issues:

The scientific interests tackled in Econometrics and Statistics are Econometrics, Estimator, Applied mathematics, Series (mathematics) and Algorithm. The research on Econometrics discussed in it draws on the closely related field of Monte Carlo method. The Estimator study which was featured in the journal aims to expound on the research in Statistics.

The featured Statistics studies mainly concentrate on Inference but also cover areas of interest in Mixture model. The presented research on Applied mathematics deals specifically with Heteroscedasticity but it also addresses topics in Linear regression. Some problems in Series (mathematics) that were presented in Econometrics and Statistics overlapped with concepts under Principal component analysis, Bayesian probability, Model selection and Parametric statistics.

The most cited articles from the last journal are:

  • Detecting changes in the covariance structure of functional time series with application to fMRI data (11 citations)
  • A bayesian nonparametric mixture model for grouping dependence structures and selecting copula functions (5 citations)
  • Bias Correction for Local Linear Regression Estimation Using Asymmetric Kernels via the Skewing Method (5 citations)

Papers citation over time

A key indicator for each journal is its effectiveness in reaching other researchers with the papers published at that venue.

The chart below presents the interquartile range (first quartile 25%, median 50% and third quartile 75%) of the number of citations of articles over time.

The top authors publishing in Econometrics and Statistics (based on the number of publications) are:

  • Marc S. Paolella (4 papers) absent at the last edition,
  • Piotr Kokoszka (4 papers) published 1 paper at the last edition,
  • Claudia Czado (4 papers) published 2 papers at the last edition,
  • Erricos John Kontoghiorghes (4 papers) published 2 papers at the last edition, 1 more than at the previous edition,
  • Thomas Kneib (4 papers) published 2 papers at the last edition.

The overall trend for top authors publishing in this journal is outlined below. The chart shows the number of publications at each edition of the journal for top authors.

Only papers with recognized affiliations are considered

The top affiliations publishing in Econometrics and Statistics (based on the number of publications) are:

  • University of Waterloo (8 papers) published 3 papers at the last edition, 2 more than at the previous edition,
  • Katholieke Universiteit Leuven (6 papers) published 2 papers at the last edition, 1 more than at the previous edition,
  • University of Zurich (6 papers) absent at the last edition,
  • Technische Universität München (5 papers) published 1 paper at the last edition,
  • University of Tokyo (5 papers) published 1 paper at the last edition the same number as at the previous edition.

The overall trend for top affiliations publishing in this journal is outlined below. The chart shows the number of publications at each edition of the journal for top affiliations.

Publication chance based on affiliation

The publication chance index shows the ratio of articles published by the best research institutions in the journal edition to all articles published within that journal. The best research institutions were selected based on the largest number of articles published during all editions of the journal.

The chart below presents the percentage ratio of articles from top institutions (based on their ranking of total papers).Top affiliations were grouped by their rank into the following tiers: top 1-10, top 11-20, top 21-50, and top 51+. Only articles with a recognized affiliation are considered.

During the most recent 2021 edition, 7.69% of publications had an unrecognized affiliation. Out of the publications with recognized affiliations, 19.05% were posted by at least one author from the top 10 institutions publishing in the journal. Another 10.71% included authors affiliated with research institutions from the top 11-20 affiliations. Institutions from the 21-50 range included 29.76% of all publications and 40.48% were from other institutions.

Returning Authors Index

A very common phenomenon observed among researchers publishing scientific articles is the intentional selection of journals they have already attended in the past. In particular, it is worth analyzing the case when the authors participate in the same journal from year to year.

The Returning Authors Index presented below illustrates the ratio of authors who participated in both a given as well as the previous edition of the journal in relation to all participants in a given year.

Returning Institution Index

The graph below shows the Returning Institution Index, illustrating the ratio of institutions that participated in both a given and the previous edition of the conference in relation to all affiliations present in a given year.

The experience to innovation index

Our experience to innovation index was created to show a cross-section of the experience level of authors publishing in a journal. The index includes the authors publishing at the last edition of a journal, grouped by total number of publications throughout their academic career (P) and the total number of citations of these publications ever received (C).

The group intervals were selected empirically to best show the diversity of the authors' experiences, their labels were selected as a convenience, not as judgment. The authors were divided into the following groups:

  • Novice - P < 5 or C < 25 (the number of publications less than 5 or the number of citations less than 25),
  • Competent - P < 10 or C < 100 (the number of publications less than 10 or the number of citations less than 100),
  • Experienced - P < 25 or C < 625 (the number of publications less than 25 or the number of citations less than 625),
  • Master - P < 50 or C < 2500 (the number of publications less than 50 or the number of citations less than 2500),
  • Star - P ≥ 50 and C ≥ 2500 (both the number of publications greater than 50 and the number of citations greater than 2500).

The chart below illustrates experience levels of first authors in cases of publications with multiple authors.

Career Opportunities in Econometrics and Statistics

A crucial aspect that the article initially overlooked is the career benefits and opportunities that understanding Econometrics and Statistics can unlock. Those proficient in Econometrics and Statistics have versatile career paths available to them, such as becoming a financial analyst, market research analyst, or even a Certified Public Accountant (CPA). For instance, in the state of Indiana, becoming a CPA requires a deep understanding of these disciplines. For those thinking of pursuing this path, researching the best accounting schools to get the education you need is essential. One of the prime destinations for such a pursuit is Indiana, where several accredited institutions offer high-quality education in this field. By following a guided path on [how to be a CPA in Indiana](https://research.com/degrees/best-accounting-schools-in-indiana), you can envision how these theoretical concepts can be applied to a practical, rewarding, and successful career, and how you, too, can contribute to Econometrics and Statistics, especially if you choose to publish your own research in the future.

Top Publications

  • Rage Against the Mean – A Review of Distributional Regression Approaches

    Thomas Kneib;Alexander Silbersdorff;Benjamin Säfken

    (2021)
    73 Citations
  • Bias-corrected method of moments estimators for dynamic panel data models

    Jörg Breitung;Sebastian Kripfganz;Kazuhiko Hayakawa

    (2021)
    54 Citations
  • Modeling Probability Density Functions as Data Objects

    Alexander Petersen;Alexander Petersen;Chao Zhang;Piotr Kokoszka

    (2021)
    41 Citations
  • The dynamics of U.S. industrial production: A time-varying Granger causality perspective

    Christopher F. Baum;Stan Hurn;Jesús Otero

    (2021)
    28 Citations
  • Spectral Dependence

    (2021)
    28 Citations
  • Robust Discovery of Regression Models

    Jennifer L. Castle;Jurgen A. Doornik;David F. Hendry

    (2021)
    25 Citations
  • Bayesian estimation of realized GARCH-type models with application to financial tail risk management

    Cathy W.S. Chen;Toshiaki Watanabe;Edward M.H. Lin

    (2021)
    23 Citations

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Best Scientists Contributing to This Journal

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