Journal of Econometrics

The Journal of Econometrics is a leading scholarly journal in econometrics. It was first published in 1973. Its current editors are A.R. Gallant, J.F. Geweke, C. Hsiao, and P.M. Robinson.
The journal publishes work dealing with estimation and other methodological aspects of the application of statistical inference to economic data, as well as papers dealing with the application of econometric techniques to economics.

The journal also publishes a supplement to the Journal of Econometrics which is called "Annals of Econometrics". Each issue of the Annals includes a collection of papers on a single topic selected by the editor of the issue.

Volume 176, Issue 1 pp. 1-92 (September 2013)

Volume 175, Issue 2 pp. 61-154 (August 2013)

Volume 175, Issue 1 pp. 1-60 (July 2013)

Volume 174, Issue 2 pp. 45-194 (June 2013)

Volume 174, Issue 1 pp. 1-44 (May 2013)

Volume 173, Issue 2 pp. 143-204 (April 2013)

Volume 173, Issue 1 pp. 1-142 (March 2013)

Volume 172, Issue 2 pp. 183-338 (February 2013) - Special Issue: Latest Developments on Heavy-Tailed Distributions

Volume 172, Issue 1 pp. 1-182 (January 2013)