Journal of Econometrics
Key findings#
- Journal of Econometrics published 5 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #125 of 239 journals.
- Leading institutions: McGill University (1), Canada Mortgage and Housing Corporation (1) and Centre Interuniversitaire de Recherche et d’Ingénierie des Matériaux (1).
- Countries: United States (2), Canada (1) and France (1).
- From Oct 2023 to Sep 2026, Journal of Econometrics published 540 papers (15 a month on average, by publication date in OpenAlex).
- Its most frequent keywords over that period were “asymptotic normality” (40), “asymptotic distribution” (33) and “asymptotic properties” (26).
- Its most-cited paper of the period is “Measuring the effects of segregation in the presence of social spillovers: A nonparametric approach” (2025-05-12), with 24 citations.
The last 36 months#
Oct 23Sep 26
| Oct 23–Sep 24 | Oct 24–Sep 25 | Oct 25–Sep 26 | 36 months |
|---|---|---|---|
| 216 | 153 | 171 | 540 |
| # | Keyword | Papers |
|---|---|---|
| 1 | asymptotic normality | 40 |
| 2 | asymptotic distribution | 33 |
| 3 | asymptotic properties | 26 |
| 4 | convergence rate | 21 |
| 5 | high-frequency data | 20 |
| 6 | panel data | 18 |
| 7 | confidence intervals | 17 |
| 8 | consistency | 17 |
| 9 | finite sample properties | 15 |
| 10 | nonparametric estimation | 15 |
| # | Citations | Per month | Title | Journal | Published | Authors |
|---|---|---|---|---|---|---|
| 1 | 24 | 1.4 | Measuring the effects of segregation in the presence of social spillovers: A nonparametric approach | Journal of Econometrics | 2025-05-12 | Bryan S. Graham, Guido W. Imbens, Geert Ridder |
| 2 | 21 | 1.2 | A multivariate realized GARCH model | Journal of Econometrics | 2025-05-31 | Ilya Archakov, Peter Reinhard Hansen, Asger Lunde |
| 3 | 15 | 2.4 | Nuclear norm regularized estimation of panel regression models | Journal of Econometrics | 2026-04-16 | Hyungsik Roger Moon, Martin Weidner |
| 4 | 13 | 0.6 | Multiplicative factor model for volatility | Journal of Econometrics | 2025-02-21 | Yi Ding, Robert F. Engle, Yingying Li et al. |
| 5 | 13 | 0.7 | Huber Principal Component Analysis for large-dimensional factor models | Journal of Econometrics | 2025-03-18 | Yong He, Lingxiao Li, Dong Liu et al. |
| Date | Title | Journal | Authors | Affiliations |
|---|---|---|---|---|
| 2026-10-24 | Practical estimation methods for high-dimensional multivariate stochastic volatility models | Journal of Econometrics | Md. Nazmul Ahsan, Jean‐Marie Dufour | Canada Mortgage and Housing Corporation; Centre Interuniversitaire de Recherche et d’Ingénierie des Matériaux; McGill University |
| 2026-10-23 | An identification-and dimensionality-robust test for instrumental variables models | Journal of Econometrics | Manu Navjeevan | Texas A&M University |
| 2026-10-10 | Feasible GLS for time series regression | Journal of Econometrics | Pierre Perron Z, Emilio González-Coya | Boston University |
| 2026-09-30 | Nonparametric identification of first-price auction with unobserved competition: A density discontinuity framework | Journal of Econometrics | Emmanuel Guerre, Yao Luo | |
| 2026-09-28 | Treatment evaluation at the intensive and extensive margins | Journal of Econometrics | Phillip Heiler, Asbjørn Kaufmann, Bezirgen Veliyev | Aarhus University |
Cite this page
Scholar4AI. (2026). Journal of Econometrics. Journal Research Rankings. Retrieved October 26, 2026, from https://scholar4ai.com/journals/journal-of-econometrics
@misc{scholar4ai-journals-journal-of-econometrics,
author = {{Scholar4AI}},
title = {Journal of Econometrics},
year = {2026},
howpublished = {\url{https://scholar4ai.com/journals/journal-of-econometrics}},
urldate = {2026-10-26},
note = {Journal Research Rankings; data from OpenAlex (CC0); licensed CC BY-NC 4.0}
}