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Journal of Econometrics
H-index 34

Journal of Econometrics

Ranking & Metrics

Discipline name Position Best Scientists Publications D-Index
Economics and Finance 32 124 283 31

Additional Metrics

Number of Best Scientists*: 188
Documents by Best Scientists*: 369
Top 100 Ranked Scientists*: 21
SCIMAGO H-index: 198
SCIMAGO SJR: 12.168
Impact Factor: 4

Overview

Top Research Topics at Journal of Econometrics?

The journal investigates studies in Econometrics, Statistics, Estimator, Applied mathematics and Monte Carlo method. Econometrics research featured in the journal incorporates concerns from various other topics such as Statistical hypothesis testing and Regression analysis. Journal of Econometrics concentrates on Statistics topics that focus on Linear regression, Regression, Autocorrelation, Test statistic and Heteroscedasticity.

Topics in Estimator explored in it were investigated in conjunction with research in Inference and Instrumental variable. The research on Applied mathematics featured in Journal of Econometrics combines topics in other fields like Moment (mathematics), Mathematical optimization, Series (mathematics) and Calculus. In particular, the Volatility (finance) works presented emphasize discussions on Stochastic volatility.

Efficient estimator research discussed in it aim to provide more information in the subject of Minimum-variance unbiased estimator. Journal of Econometrics explores research in Nonparametric statistics and the adjacent study of Parametric statistics.

  • Econometrics (54.68%)
  • Statistics (34.44%)
  • Estimator (30.33%)

What are the most cited papers published in the journal?

  • Generalized autoregressive conditional heteroskedasticity (16002 citations)
  • Initial conditions and moment restrictions in dynamic panel data models (13236 citations)
  • Another look at the instrumental variable estimation of error-components models (11180 citations)

Research areas of the most cited articles at Journal of Econometrics:

The most cited papers primarily focus on research topics in Econometrics, Statistics, Estimator, Applied mathematics and Monte Carlo method. The journal articles explore issues in Econometrics which can be linked to other research areas like Regression analysis and Statistical hypothesis testing. While work presented in the most cited publications provide substantial information on Estimator, it also covers topics in Nonparametric statistics and Instrumental variable.

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

  • Statistics
  • Normal distribution
  • Law

The previous edition focused in particular on these issues:

The journal investigates areas of study like Estimator, Econometrics, Applied mathematics, Inference and Monte Carlo method. Journal of Econometrics encompasses Estimator studies in the context of Statistics as a whole. Econometrics study tackled is connected to the field of Identification (information).

The study of Applied mathematics encompasses disciplines such as Statistical hypothesis testing, as well as fields such as Null hypothesis, all of which overlap with one another. Topics in Inference were tackled in line with various other fields like Quantile, Bayesian probability and Nonlinear system. Issues in Monte Carlo method were discussed, taking into consideration concepts from other disciplines like Variance (accounting), Sample (statistics) and Heteroscedasticity.

The most cited articles from the last journal are:

  • Difference-in-Differences with Variation in Treatment Timing (68 citations)
  • Identification and estimation of the SEIRD epidemic model for COVID-19. (51 citations)
  • Autoencoder asset pricing models (38 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 Journal of Econometrics (based on the number of publications) are:

  • Peter C.B. Phillips (75 papers) published 3 papers at the last edition, 3 less than at the previous edition,
  • Lung-fei Lee (49 papers) published 2 papers at the last edition, 1 more than at the previous edition,
  • Peter Schmidt (44 papers) published 1 paper at the last edition,
  • Oliver Linton (44 papers) published 5 papers at the last edition, 3 more than at the previous edition,
  • Qi Li (34 papers) published 1 paper 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 Journal of Econometrics (based on the number of publications) are:

  • University of Chicago (159 papers) published 7 papers at the last edition, 2 more than at the previous edition,
  • University of California, San Diego (132 papers) published 3 papers at the last edition the same number as at the previous edition,
  • London School of Economics and Political Science (127 papers) published 2 papers at the last edition, 5 less than at the previous edition,
  • Princeton University (99 papers) published 4 papers at the last edition, 3 less than at the previous edition,
  • University of Wisconsin-Madison (98 papers) published 5 papers at the last edition, 2 more than 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, 3.81% of publications had an unrecognized affiliation. Out of the publications with recognized affiliations, 17.18% were posted by at least one author from the top 10 institutions publishing in the journal. Another 13.22% included authors affiliated with research institutions from the top 11-20 affiliations. Institutions from the 21-50 range included 31.28% of all publications and 38.33% 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 Pathways in Econometrics

Just as important as understanding the research conducted in the Journal of Econometrics is knowing the potential career opportunities for those interested in Econometrics. Many graduates who specialize in Econometrics often work in academia, where they can contribute to the rich body of research in this journal. However, these skills are also applicable to a wide variety of industries.

For instance, many econometricians also work in finance, utilizing their statistical skills to analyze financial markets and economic data. Government agencies and consulting firms also hire econometricians to help with policy analysis, forecasting, and market research. In principle, any industry that requires complex data analysis can benefit from the application of econometrics.

Students wishing to pursue a career in econometrics will need to possess strong abilities in mathematics, particularly in areas like calculus and statistics. To facilitate this, an undergraduate degree in economics, finance, or math could be beneficial. For those wishing to go further in the field, a Master's or PhD in Econometrics or a related field would be the best route.

A variety of colleges and universities offer specialized degrees in Econometrics. To help prospective students, we have compiled a list of the best accounting schools in Florida, many of which offer robust Econometrics programs.

Top Publications

  • Design-based Analysis in Difference-In-Differences Settings with Staggered Adoption

    Susan Athey;Guido W. Imbens

    (2021)
    863 Citations
  • Introduction to the Special Issue: Models of linked employer–employee data: Twenty years after “High Wage Workers and High Wage Firms”

    (2023)
    475 Citations
  • Consumer panic in the COVID-19 pandemic.

    Michael P. Keane;Timothy Neal

    (2021)
    217 Citations
  • Estimating the COVID-19 infection rate: Anatomy of an inference problem.

    Charles F. Manski;Francesca Molinari

    (2020)
    196 Citations
  • Estimating Latent Asset-Pricing Factors

    Martin Lettau;Martin Lettau;Markus Pelger

    (2020)
    159 Citations

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Best Scientists Contributing to This Journal