---
title: "Journal of Econometrics: 5 recent papers (last 30 days)"
description: "Journal of Econometrics published 5 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #125 of 239 journals."
url: https://scholar4ai.com/journals/journal-of-econometrics
markdown_url: https://scholar4ai.com/journals/journal-of-econometrics.md
license: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/)
share_text: "Journal of Econometrics published 5 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #125 of 239 journals."
data_url: https://scholar4ai.com/data/rankings.json
updated: 2026-10-26T14:52:47+09:00
window: 2026-09-27 to 2026-10-26
source: OpenAlex (CC0)
---

# Journal of Econometrics

- 2 papers in the last 7 days
- category: Economics
- publisher: Elsevier BV
- ISSN 0304-4076

Back to the ranking: https://scholar4ai.com/rankings/journals.md

## 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

*Papers by publication date, Oct 2023 to Sep 2026*

| Oct 23–Sep 24 | Oct 24–Sep 25 | Oct 25–Sep 26 | 36 months |
|---:|---:|---:|---:|
| 216 | 153 | 171 | 540 |

*Most frequent keywords, Oct 2023 to Sep 2026*

| # | 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 |

*Most-cited papers published Oct 2023 to Sep 2026*

| # | 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](https://doi.org/10.1016/j.jeconom.2025.106006) | [Journal of Econometrics](https://scholar4ai.com/journals/journal-of-econometrics.md) | 2025-05-12 | Bryan S. Graham, Guido W. Imbens, Geert Ridder |
| 2 | 21 | 1.2 | [A multivariate realized GARCH model](https://doi.org/10.1016/j.jeconom.2025.106040) | [Journal of Econometrics](https://scholar4ai.com/journals/journal-of-econometrics.md) | 2025-05-31 | Ilya Archakov, Peter Reinhard Hansen, Asger Lunde |
| 3 | 15 | 2.4 | [Nuclear norm regularized estimation of panel regression models](https://doi.org/10.1016/j.jeconom.2026.106246) | [Journal of Econometrics](https://scholar4ai.com/journals/journal-of-econometrics.md) | 2026-04-16 | Hyungsik Roger Moon, Martin Weidner |
| 4 | 13 | 0.6 | [Multiplicative factor model for volatility](https://doi.org/10.1016/j.jeconom.2025.105959) | [Journal of Econometrics](https://scholar4ai.com/journals/journal-of-econometrics.md) | 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](https://doi.org/10.1016/j.jeconom.2025.105993) | [Journal of Econometrics](https://scholar4ai.com/journals/journal-of-econometrics.md) | 2025-03-18 | Yong He, Lingxiao Li, Dong Liu et al. |

*Papers, newest first.*

| Date | Title | Journal | Authors | Affiliations |
|---|---|---|---|---|
| 2026-10-24 | [Practical estimation methods for high-dimensional multivariate stochastic volatility models](https://doi.org/10.1016/j.jeconom.2026.106349) | [Journal of Econometrics](https://scholar4ai.com/journals/journal-of-econometrics.md) | 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](https://doi.org/10.1016/j.jeconom.2026.106348) | [Journal of Econometrics](https://scholar4ai.com/journals/journal-of-econometrics.md) | Manu Navjeevan | Texas A&M University |
| 2026-10-10 | [Feasible GLS for time series regression](https://doi.org/10.1016/j.jeconom.2026.106346) | [Journal of Econometrics](https://scholar4ai.com/journals/journal-of-econometrics.md) | Pierre Perron Z, Emilio González-Coya | Boston University |
| 2026-09-30 | [Nonparametric identification of first-price auction with unobserved competition: A density discontinuity framework](https://doi.org/10.1016/j.jeconom.2026.106345) | [Journal of Econometrics](https://scholar4ai.com/journals/journal-of-econometrics.md) | Emmanuel Guerre, Yao Luo |  |
| 2026-09-28 | [Treatment evaluation at the intensive and extensive margins](https://doi.org/10.1016/j.jeconom.2026.106344) | [Journal of Econometrics](https://scholar4ai.com/journals/journal-of-econometrics.md) | 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

```bibtex
@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}
}
```

License: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/).