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Econometrics Journal
H-index 9

Econometrics Journal

1368-4221

Published by: Oxford University Press

https://academic.oup.com/ectj

Ranking & Metrics

Discipline name Position Best Scientists Publications D-Index
Economics and Finance 288 17 19 8

Additional Metrics

Number of Best Scientists*: 26
Documents by Best Scientists*: 31
Top 100 Ranked Scientists*: 2
SCIMAGO H-index: 49
SCIMAGO SJR: 4.051
Impact Factor: 7

Overview

Top Research Topics at Econometrics Journal?

The journal primarily focuses on research topics in Econometrics, Statistics, Estimator, Applied mathematics and Monte Carlo method. While it focused on Econometrics, it was also able to explore topics like Inference and Series (mathematics). Econometrics Journal concentrates on Statistics topics that focus on Unit root, Heteroscedasticity, Statistical hypothesis testing, Sample (statistics) and Null hypothesis.

The journal focuses on Estimator but the discussions also offer insight into other areas such as Nonparametric statistics, Parametric statistics, Moment (mathematics) and Rate of convergence. Econometrics Journal addresses concerns in Applied mathematics which are intertwined with other disciplines, such as Distribution (mathematics) and Mathematical optimization. Volatility (finance), which encompasses Autoregressive conditional heteroskedasticity and Stochastic volatility, is the main subject of Econometrics Journal.

  • Econometrics (50.00%)
  • Statistics (37.12%)
  • Estimator (32.20%)

What are the most cited papers published in the journal?

  • Testing for Stationarity in Heterogeneous Panel Data (1956 citations)
  • The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects (674 citations)
  • Dynamic panel estimation and homogeneity testing under cross section dependence (623 citations)

Research areas of the most cited articles at Econometrics Journal:

The journal articles focus largely on the fields of Econometrics, Statistics, Monte Carlo method, Estimator and Applied mathematics. Issues in Econometrics were discussed in the journal articles, taking into consideration concepts from other disciplines like Test statistic and Asymptotic distribution. Aside from investigating topics in Panel data, Heteroscedasticity and Statistical hypothesis testing under Statistics, the published articles also explore concepts in Rank (linear algebra).

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

  • Statistics
  • Normal distribution
  • Mathematical analysis

The previous edition focused in particular on these issues:

Econometrics Journal primarily tackles Estimator, Statistics, Econometrics, Applied mathematics and Inference. The research on Estimator featured in the journal combines topics in other fields like Instrumental variable, Mean squared error, Bounded function, Sample (statistics) and Moment (mathematics). Statistics research is concerned with Panel data in particular.

The research on Econometrics tackled can also make contributions to studies in the areas of Discount points and Jackknife resampling. In it, Statistical hypothesis testing, Covariance, Monte Carlo method and Series (mathematics) are investigated in conjunction with one another to address concerns in Applied mathematics research. In addition to Inference research, Econometrics Journal aims to explore topics under Semiparametric regression, Variety (cybernetics), Machine learning and Mathematical optimization.

The most cited articles from the last journal are:

  • Machine Learning Estimation of Heterogeneous Causal Effects: Empirical Monte Carlo Evidence (23 citations)
  • Debiased machine learning of conditional average treatment effects and other causal functions (14 citations)
  • Testing identification via heteroskedasticity in structural vector autoregressive models (6 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 Journal (based on the number of publications) are:

  • Peter C.B. Phillips (13 papers) absent at the last edition,
  • Richard Smith (10 papers) absent at the last edition,
  • Pierre Perron (7 papers) absent at the last edition,
  • Stephen J. Leybourne (7 papers) absent at the last edition,
  • David F. Hendry (6 papers) absent 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 Journal (based on the number of publications) are:

  • University of Copenhagen (18 papers) published 2 papers at the last edition the same number as at the previous edition,
  • University of Nottingham (16 papers) absent at the last edition,
  • Aarhus University (15 papers) published 1 paper at the last edition,
  • University of Cambridge (15 papers) published 1 paper at the last edition,
  • University College London (11 papers) published 2 papers at the last 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, 2.08% of publications had an unrecognized affiliation. Out of the publications with recognized affiliations, 17.02% were posted by at least one author from the top 10 institutions publishing in the journal. Another 8.51% included authors affiliated with research institutions from the top 11-20 affiliations. Institutions from the 21-50 range included 25.53% of all publications and 48.94% 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.

How to Apply Econometrics Knowledge in a Career

One critical aspect missing in this article involves exploring how individuals can apply their econometrics expertise in their future careers. Understanding the practical applications of the knowledge disseminated in the Econometrics Journal can help its readers realize the skills' full potential. With the rising demand for professionals in fields such as data analysis, risk management, among others, gaining proficiency in econometrics can significantly enhance one's career prospects. Part of applying this knowledge involves becoming a Certified Public Accountant (CPA) - a highly valued credential in the financial industry. For instance, prospective CPAs in Colorado may further leverage their background in econometrics by becoming specialized auditors or financial analysts after gaining licensure. For additional details about becoming a CPA in Colorado, readers are encouraged to consult the listed resources on how to become a certified public accountant and explore the best accounting schools in the area. Familiarizing oneself with these aspects could be the first step towards a successful career in finance or related sectors. Hence, engaging with the Econometrics Journal's content goes beyond academic achievements. It empowers individuals to advance their professional lives significantly by blending their knowledge of statistics, applied mathematics, and related topics to solve complex financial problems. For more information on how to apply and make the best use of your econometrics knowledge, refer to how to become a cpa in Colorado for detailed insights.

Top Publications

  • Machine Learning Estimation of Heterogeneous Causal Effects: Empirical Monte Carlo Evidence

    Michael C Knaus;Michael Lechner;Anthony Strittmatter

    (2021)
    73 Citations
  • Identifying and estimating the effects of unconventional monetary policy: How to do it and what have we learned?

    Barbara Rossi

    (2021)
    25 Citations
  • Relative contagiousness of emerging virus variants: An analysis of the Alpha, Delta, and Omicron SARS-CoV-2 variants

    (2022)
    16 Citations
  • Multilayer network analysis of oil linkages

    Roberto Casarin;Matteo Iacopini;German Molina;Enrique ter Horst

    (2020)
    16 Citations
  • Doubly robust identification for causal panel data models

    (2022)
    14 Citations

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Best Scientists Contributing to This Journal

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