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Journal of Econometrics cover

Journal of Econometrics

IF4
Papers5233
Citations30287
Journal Papers 5305
Publication Date
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Measurement error and peer effects in networks
deleteJournal of Econometrics
IF4
delete2026-09-18
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PREAI
deleteYann Bramoullé; Sebastiaan Maes
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Panel threshold regression with unobserved individual-specific threshold effects
deleteJournal of Econometrics
IF4
delete2026-09-11
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deletePing Yu; Shengjie Hong; Peter C.B. Phillips
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High dimensional alpha test for linear factor pricing model with Lq-norm
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IF4
delete2026-09-09
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deletePing Zhao; Huifang Ma; Long Feng
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Testing asset pricing factor models: An out-of-sample perspective
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IF4
delete2026-09-09
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deleteJun Zhang; Wei Lan; Long Feng; Guanhao Feng
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Identification of non-additive fixed effects models: Is the return to teacher quality homogeneous?
deleteJournal of Econometrics
IF4
delete2026-09-08
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deleteJinyong Hahn; John D. Singleton; Neşe Yıldız
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Matrix-valued spatial autoregressions with dynamic heterogeneous spillovers
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IF4
delete2026-09-08
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deleteYicong Lin; Andre Lucas; Shiqi Ye
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Testing for structural changes in panel data models with interactive fixed effects via discrete Fourier transform
deleteJournal of Econometrics
IF4
delete2026-09-06
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deleteYifei Fang; Zhonghao Fu; Song Han; Xia Wang; Ziran Zhao
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High-dimensional censored MIDAS logistic regression for corporate survival forecasting
deleteJournal of Econometrics
IF4
delete2026-09-04
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deleteWei Miao; Jad Beyhum; Jonas Striaukas; Ingrid Van Keilegom
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Normal approximation for U-statistics with cross-sectional dependence
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IF4
delete2026-09-04
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deleteWeiguang Liu
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Principal component analysis for a mix of stationary and nonstationary variables
deleteJournal of Econometrics
IF4
delete2026-09-04
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deleteJames D. Hamilton; Xinwei Ma; Jin Xi
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Iterative distributed multinomial regression
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IF4
delete2026-09-04
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deleteYanqin Fan; Yigit Okar; Xuetao Shi
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Robust inference for time varying predictability: A Sieve-IVX approach
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IF4
delete2026-09-04
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deleteNan Liu; Yanbo Liu; Peter C.B. Phillips; Yajie Zhang
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Multivariate inference for dynamic systemic risk measures
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IF4
delete2026-09-04
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deleteYuan Chen; Nikolaus Hautsch; Jérémy Leymarie; Melanie Schienle
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What drives the volatility of professional stock return forecasts? Causal evidence from macro shocks
deleteJournal of Econometrics
IF4
delete2026-08-25
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deleteMartijn Boons; Giorgio Ottonello; Rossen Valkanov
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Graph-based multisample comparison with application to feature selection for multi-category responses
deleteJournal of Econometrics
IF4
delete2026-08-18
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deleteDan Pu; Haoming Shi; Wei Lan; Chih-Ling Tsai
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Identification and estimation in a time-varying endogenous random coefficient panel data model
deleteJournal of Econometrics
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
deleteJournal of Econometrics
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
deleteJournal of Econometrics
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
deleteJournal of Econometrics
IF4
delete2026-06-12
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deleteStanislav Anatolyev
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Estimation of characteristics-based quantile factor models
deleteJournal of Econometrics
IF4
delete2026-06-03
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deleteLiang Chen; Juan J. Dolado; Jesús Gonzalo; Haozi Pan
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