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Journal of Econometrics

IF4
Papers5218
Citations30287
Journal Papers 5290
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Identification and estimation in a time-varying endogenous random coefficient panel data model
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IF4
delete2026-06-18
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deleteMing Li
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Bayesian methods in economics and finance: A unified survey and taxonomy
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IF4
delete2026-06-15
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deleteSubal C. Kumbhakar; Sushanta K. Mallick
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Distributional effects with two-sided measurement error: An application to intergenerational income mobility
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IF4
delete2026-06-13
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deleteBrantly Callaway; Tong Li; Irina Murtazashvili; Emmanuel S. Tsyawo
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AIC for many-regressor heteroskedastic regressions
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IF4
delete2026-06-12
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deleteStanislav Anatolyev
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Estimation of characteristics-based quantile factor models
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IF4
delete2026-06-03
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deleteLiang Chen; Juan J. Dolado; Jesús Gonzalo; Haozi Pan
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Estimation and inference in boundary discontinuity designs: Distance-based methods
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IF4
delete2026-06-02
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deleteMatias D. Cattaneo; Rocío Titiunik; Ruiqi (Rae) Yu
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Time domain estimation of non-fundamental ARMA models in the presence of heteroskedasticity of unknown form
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IF4
delete2026-05-27
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deleteIgnacio N. Lobato; Carlos Velasco
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Semi-nonparametric models of multidimensional matching: An optimal transport approach
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IF4
delete2026-05-21
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deleteDongwoo Kim; Young Jun Lee
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Improved density forecasts using mixed frequency data:A Bayesian approach
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IF4
delete2026-05-16
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deleteRubén Loaiza-Maya; Worapree Maneesoonthorn; Andrew J. Patton
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Bounding treatment effects by pooling limited information across observations
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IF4
delete2026-05-11
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deleteSokbae Lee; Martin Weidner
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Treatment effects with targeting instruments
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IF4
delete2026-05-07
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deleteSokbae Lee; Bernard Salanié
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Bayesian model averaging with non-conjugate priors
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IF4
delete2026-05-07
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deleteAnastasios E. Tasiopoulos; Efthymios G. Tsionas; Nikolaos D. Vlastakis
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Monitoring joint tail risks: An application to growth and inflation
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IF4
delete2026-05-01
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deleteCorradi, Valentina; Llorens-Terrazas, Jordi
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Implicit score-driven filters for time-varying parameter models
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IF4
delete2026-04-29
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deleteRutger-Jan Lange; Bram van Os; Dick van Dijk
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Identification of first-price auctions with endogenous entry and possibly biased beliefs
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IF4
delete2026-04-25
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deleteTong Li; Yu Zhu
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Transfer estimates for causal effects across heterogeneous sites
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IF4
delete2026-04-25
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deleteKonrad Menzel
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Reduced rank multivariate spatial autoregressive model for large-scale networks
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IF4
delete2026-04-23
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deleteTianyi Zhu; Dan Pu; Yingying Ma; Danyang Huang; Wei Lan
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Latent factor analysis in short panels
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IF4
delete2026-04-23
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deleteAlain-Philippe Fortin; Patrick Gagliardini; Olivier Scaillet
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Integrated variance estimation for assets traded in multiple venues
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IF4
delete2026-04-20
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deleteGustavo Fruet Dias; Karsten Schweikert
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Clustered network connectedness: A new measurement framework with application to global equity markets
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IF4
delete2026-04-17
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deleteBastien Buchwalter; Francis X. Diebold; Kamil Yilmaz
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