Home |
software |
text books |
book publishers |
rankings |
Site Map |
Search
(Econometrics related) Journals on Internet
A | B |
C | E |
F | G |
H |
I | J |
L |
M | N |
O |
P |
Q |
R | S |
T| W |
Journal lists | citation rankings
This list focuses on Statistical Analysis of Economic Data and on Econometric Theory. It does NOT include journals focused on
only Economic Theory. Country of Website indicated in [brackets]. Information can differ across sites!
The [ABI]-sign indicates full-text availability via
ProQuest ABI/Inform
Global via Internet. The [ABI US] link leads directly to recent
issues of the journal (if you(r institution) subscribe(s)).
A Bell and Howell ProQuest database.
This North American business-database is accessible through many University and college
libraries with (Business) Economics Departments.
Bell and Howell (incorporating the
former UMI, University Microfilms Inc. Dissertation publishing
The [US ScienceDirect]-sign gives direct access to full-text Elsevier journals via ScienceDirect, an online searchable and browsable database with extra facilities, like abstracts of references, alerting services etc.
The [US Wiley]-sign gives direct access to full-text Wiley-Blackwell via Wiley OnLine Library (formerly: Wiley Interscience),
an online searchable and browsable database with i.a. The Econometrics Journal,
Econometrica and
Journal of Applied Econometrics. July 2011
Online full text access via Ingenta [US/UK], JSTOR and RePEc
also indicated.
A (toc journals)
-
AE |
AEID |
AEJAE |
AEJEP |
AEJMa |
AEJMi |
TAS |
AF |
AFE |
AFEL |
AIE |
AEL |
AER |
AES |
AoAS|
AoF |
AoP |
AnStat |
AISM |
AMF |
AStA
|
ARE
|
-
Abstracts of Working Papers in Economics (AWPE) [UK], discontinued 2004.
-
The list of working paper series was available in EconLit until 2004.
RePEc replaces AWPE in EconLit.
- Advances in Econometrics (AIE) [US]
-
Annual monographs, now (2009) at Emerald.
Information from the editors: AIE homepage
of Thomas B. Fomby or
R. Carter Hill.
Volume 25 on Maximum Simulated Likelihood methods (2009), call for papers
- AStA Advances in Statistical Analysis
- Full text online for subscribers. a journal of the German Statistical Society (DStatG)
- Formerly Allgemeines Statistisches Archiv (2004-2006)
-
-
American Economic Journal: Applied Economics (AEJAE)
- Forthcoming articles free. New Journal (2008) of the American Economic Association
-
-
American Economic Journal: Economic Policy (AEJEP)
- Forthcoming articles free. New Journal (2008) of the American Economic Association
-
-
American Economic Journal: Macroeconomics (AEJMa)
- Forthcoming articles free. New Journal (2008) of the American Economic Association
-
-
American Economic Journal: Microeconomics (AEJMi)
- Forthcoming articles free . New Journal (2008) of the American Economic Association
-
American Economic Review (AER)[US]
[ABI US],
-
Journal of the American Economic Association
e-AER,
Electronic version of AER for AEA members. .pdf archive from 1999.
AER (1969-...) in RePEc: Abstracts, table of contents (and full text for subscribers) via RePEc in IDEAS [US] and RePEc in EconPapers [SE].
Back issues online available via JSTOR (1911-...),
Also historical full-text available in ABI.
Full text online IngentaConnect [US] (2002-...)
Rules Data and code archive American Economic Review (Datasets/Additional Material)
High Impact factor SCI/SSCI in 2007
-
-
The American Statistician (TAS) [US]
[ABI US]
, [ABI]
-
- Full text at pubs.amstat.org [US]
.
TAS (2001-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
.
Back issues online available via JSTOR (1947-...).
- Annales d'Economie et de Statistique (AES) [FR]
- New website (2008) with tables of contents
in French. At ADRES (Association pour le developpement
de la Recherche en Economie et en Statistique).
AES (2007-...) in RePEc: Tables of contents via RePEc in IDEAS [US] and EconPapers [SE]
-
-
Annals of Applied Statistics (AoAS) [US],
- New Journal (2006) of the Institute of Mathematical Statistics (IMS).
Genuine Applied Statistics for social science, government, sample surveys, economics,
biology, medicine, genetics, physical science, computation, engineering, and the environment.
Editors: Bradley Efron, Stephen E. Fienberg, Michael Newton, Michael Stein.
High impact Journal (2.448 (2009))
Full text becomes available for
subscribers via
Euclid. First issue appeared (2007).
Table of Contents in the IMS bulletin.
-
Annals of Finance [DE]
- First Two Volumes (2006).
.
Annals of Finance's scope encompasses-but is not limited to-the following areas: ...,empirical finance, financial econometrics,...
Editor: Roko Aliprantis.
Co-editors: S. Bhattacharya, G. Constantinides, L. Hansen, C. Mayer, J.-C. Rochet, J.A. Scheinkman, R.J. Shiller, K.J. Singleton.
ISSN: print 1614-2446, electronic: 1614-2454.
-
-
Annals of Probability (AoP) [US],
[US Euclid]
- Website at imstat.org for latest articles. Articles from 1996 full text available for
subscribers via
Euclid.
Journal of the Institute of Mathematical Statistics, reports of the editors and tables of contents in the IMS bulletin.
Back issues online available via JSTOR (1973-...).
-
-
Annals of Statistics (AnStat) [US]
[US Euclid]
- Website at imstat.org for latest articles. Articles from 1996 full text available for
subscribers via
Euclid.
Journal of the Institute of Mathematical Statistics, reports of the editors and tables of contents in the IMS bulletin.
Back issues online available via JSTOR (1973-...).
-
-
Annals of the Institute of Statistical Mathematics (AISM) [JP]
-
Abstracts available free online from 1992. Table of contents from 1949. A publication of the Institute of Statistical Mathematics [JP].
Springer AISM homepage [DE],
AISM (1940-...) in RePEc: Tables of contents via RePEc in IDEAS [US] and EconPapers [SE]
-
Annual Review of Economics (ARE)[US]
,
-
Systematic, periodic examinations of scholarly advances through critical authoritative reviews in economics and econometrics.
Journal of Annual Reviews a nonprofit scientific publisher;
ARE (2010-...) in RePEc: Abstracts, table of contents (and full text for subscribers) via RePEc in IDEAS [US] and RePEc in EconPapers [SE].
High JCR impact factor 2011: 1.762.
-
Applied Econometrics and International Development (AEID) [ES]
- Tables of contents and abstracts available via
RePEc in IDEAS [US] and RePEc in EconPapers [SE]
-
Applied Economics (AE) [UK]
- Full text online IngentaConnect [US]
.
and
Table of contents and abstracts (1969-...) in RePEC via IDEAS
and via EconPapers.
Edited by Mark P. Taylor
-
Applied Economics Letters (AEL) [UK]
- Full text online IngentaConnect [US]
.
Table of contents and abstracts (1994-...) in RePEC via IDEAS
and via EconPapers.
Edited by Mark P. Taylor
-
Applied Financial Economics (AFE) [UK]
- Full text online IngentaConnect [US]
.
,
i.a. "forecasting and recent developments in econometric techniques applicable to financial research". Formerly Routledge journal. Acquired by Taylor and Francis Group (2000).
Table of contents and abstracts (1991-...) in RePEC via IDEAS
and via EconPapers.
Edited by Mark P. Taylor
-
Applied Financial Economics Letters (AFEL) [UK]
-
Full text online IngentaConnect [US]
,
Edited by Mark P. Taylor
Table of contents and abstracts (2005-...) in RePEC via IDEAS
and via EconPapers.
- Applied Mathematical Finance (AMF) [UK]
-
Full text online IngentaConnect [US]
,
Table of contents and abstracts (1997-...) in RePEC via IDEAS
and via EconPapers
-
Applied Statistics (JRSS C) [UK],
[US Wiley]
,
- Combined with former Series D since 2004.
Ingenta [UK].
Back issues online available via JSTOR (1952-...)
.
-
Australian and New Zealand Journal of Statistics (ANZJS) [Wiley-Blackwell] ,
[US Wiley]
- Journal of the The Statistical Society of Australia Inc (SSAI)
and the New Zealand Statistical Association (NZSA). Applications and Theory sections. The Theory and Methods Section publishes papers containing original contributions to the theory and methodology of statistics, econometrics and probability. Available full-text online for subscribers. Formerly (1997) Australian Journal of Statistics
B (toc journals)
-
Berkeley Econonomic Press Journals in Economic Analysis & Policy (BEJEAP) [US]
-
- Four new connected electronic journals with improved reviewing and publishing process
Frontiers of Economic Analysis & Policy, Top papers only
Advances in Economic Analysis & Policy, Suitable for top field journal
Contributions to Economic Analysis & Policy, Suitable for very good field journal
Topics in Economic Analysis & Policy, Suitable for good selective journal
To be indexed in the American Economic Association publications EconLit and JEL. Sponsored by
the Royal Economic Society.
-
Berkeley Econonomic Press Journals in Macroeconomics & Policy (BEJM) [US]
-
- Four new connected electronic journals with improved reviewing and publishing process
Frontiers of Macroeconomics, Top papers only
Advances in Macroeconomics, Suitable for top field journal
Contributions to Macroeconomics, Suitable for very good field journal
Topics in Macroeconomics, Suitable for good selective journal
To be indexed in the American Economic Association publications EconLit and JEL. Sponsored by
the Royal Economic Society.
- Bernoulli [US]
- Full text online for subscribers. Asymptotic theory, i.a. for many econometric problems.
Journal of the Bernoulli Society (BS) of the
International Statistical Institute (ISI) .
2006 Impact factor.
-
Biometrics [US],
[Wiley-Blackwell] ,
[US Wiley],
- Journal of the International Biometric Society (IBS).
I.a. for analysis of duration/survival data, spatial data and nonlinear mixed models.
journal typically insists on illustration of new methods with real data.
Back issues online available via JSTOR (1947-...).
-
-
Biometrika online [UK]
- Now full-text online (for subscribers). With contents mailing list service and free online abtstracts.
Back issues online available via JSTOR (1901-...).
100 years of Biometrika. Centenary Issue 2001, Vol 88.1.
Biometrika (2002-...) in RePEc: Abstracts and table of contents via RePEc in IDEAS [US],
EconPapers [SE]
-
Biostatistics [UK]
- Full text online. Companion to Biometrika with focus on applications to health problems.
High Impact factor SCI/SSCI in 2007
-
Brazilian Journal of Probability and Statistics (BJPS) [BR]
-
International journal and editorial board. Publicação oficial da Associação Brasileira de Estatística (ABE)
Formerly: REBRAPRE: Revista Brasileira de Probabilidade e Estatística.
-
Brazilian Review of Econometrics (BRoE) [BR]
- Revista de Econometria of the SBE
-
Bulletin of Economic Research (BOER) [Wiley-Blackwell] ,
[US Wiley]
,
-
The Bulletin of Economic Research is an international journal publishing articles across economics, econometrics and economic history.
Full text online.
Ingenta [UK]
BOER (1970-...) in RePEc: Abstracts and table of contents via RePEc in IDEAS [US],
EconPapers [SE]
.
-
Bulletin of the Czech Econometric Society (BCES) [CZ]
- Table of Contents online up to 2001. Discontinued 2002. Formerly at
Department of Econometrics, Academy of Sciences of the Czech republic
C (toc journals)
-
Canadian Journal of Economics (CJE) [CA]
- Journal of the Canadian Economics Association (CEA)
Table of contents and abstracts (1968-...) in RePEC via IDEAS and via EconPapers
Back issues online available via JSTOR (1968-...).
-
-
CEPR Discussion Papers [UK]
- Full text online.
The European Centre for Economic Policy Research publishes about 300 Discussion Papers a year. Many involve applied econometrics. Over 2000 Abstracts available online (1984-now). The quarterly CEPR Bulletin gives short summaries and is freely available online
Table of contents and abstracts (1986-...) in RePEC via IDEAS and via EconPapers
- Cliometrica [US]
- Full text available. Springer Journal of Historical Economics and Econometric History.
Submission via www.cliometrie.org. Managing editor: Claude Diebolt.
Supported by the French Cliometric Association (l'Association Française de Cliométrie) (AFC) and the
The Cliometric Society [US].
First issue free online. What is 'Cliometrica'.
Table of contents and abstracts (2007-...) in RePEC via IDEAS
and via EconPapers
-
-
Communications in Statistics (CIS), Theory and Methods [US]
-
Now a Taylor & Francis journal (2005).
Site at McMaster U with list for forthcoming articles
. For Current Index to Statistics, click here
-
Communications in Statistics, Simulation and Computation [US]
-
Now a Taylor & Francis journal (2005).
Site at McMaster U with list for forthcoming articles
.
I.a. Monte Carlo methods for Bayesian Econometrics
CompuMath Citation Index (CMCI) Thomson Scientific [US]
- Journals also in Current Contents Connect (CCC). Discontinued at Science Thomson Reuters in 2007.
-
Computational Economics (CE) [DE]
- Now at Springer (2005). Tex style files are available.
-
Computational Management Science (CMS) [NL]
- Editors: Berc Rustem, Hans Amman, Istvan Maros, Panos Pardalos. First volumes appeared.
-
Computational Statistics (CS) [DE],
[Springer]
-
Full text for subscribers, since 2006.
CS (2006-...) in RePEc: Tables of contents via
RePEc in IDEAS [US]
and EconPapers [SE]
-
Computational Statistics and Data Analysis (CSDA),
[US Sciencedirect],
[UK Ingenta]
-
Journal of the IASC (International Association for Statistical Computing).
Articles in Special Issues with Econometric topics.
.
Table of contents and abstracts (1984-...) in RePEC via IDEAS
and via EconPapers
-
Current Contents Connect (CCC) from Thomson Scientific [US]
- Formerly by ISI. Former web distribution by Ovid.
Subset of Web of Science. Contains 7500 journals, weekly update with abstracts and references.
Contains Biometrics, Biometrika,
ET, Econometrica, JPE.
-
Current Index to Statistics (CIS) [US]
- For Communications in Statistics, click here
The Current Index to Statistics is a joint venture of the
American Statistical Association and the
Institute of Mathematical Statistics and free for members.
E (toc journals)
-
E |
EctJ |
e
|
EB |
EE |
EER |
EFR |
EJ |
EJF |
EL |
EM |
EnEc |
Env |
EMS |
ER |
| ESR |
EStud |
ET |
EUFIR
-
Econometrica [UK],
[Wiley-Blackwell],
[US Wiley]
,
[ABI US]
, [ABI]
-
-
The Econometrics Journal (EctJ) [UK]
,
- Editorial Board
(2012):
Managing Editor:
Richard J. Smith
Co-Editors:
Oliver Linton,
Pierre Perron,
Jaap Abbring,
Jianqing Fan.
- New Data policy (2012)
- Listed in Thomson Reuters Scientific SCI, SSCI, CMCI,
and Web of Science from volume 8 (2005).
- 3 issues per year.
- Full text for subscribers also via
Ingenta [UK] with
[Wiley-Blackwell],
[US Wiley]
- Institutional Access via ectj.org
- Full text for subscribers via Ebsco,
- CiteUlike link to last issue
- Other access info and alerting services (Select email updates) on the EctJ entry [Wiley-Blackwell],
- Econometrics Journal (1998-...) in RePEc: Abstracts, table of contents (and full text for EctJ subscribers) via
RePEc in IDEAS [US] and RePEc in EconPapers [SE] and
Top article Access statistics in LogEc
,
Issue 14.3 complete issue full text online
Volume 14, issue 3, 2011
- A Review of Econometric Analysis of Cross Section and Panel Data (2nd ed.) by Wooldridge (Jeffrey M.) pp. B5-B9
- Ralf A. Wilke
- Non‐parametric models in binary choice fixed effects panel data pp. 351-367
- Stefan Hoderlein, Enno Mammen and Kyusang Yu
- A simple approach to quantile regression for panel data pp. 368-386
- Ivan A. Canay
- Non‐parametric time‐varying coefficient panel data models with fixed effects pp. 387-408
- Degui Li, Jia Chen and Jiti Gao
- Rank estimation of partially linear index models pp. 409-437
- Jason Abrevaya and Youngki Shin
- Fixed‐b analysis of LM‐type tests for a shift in mean pp. 438-456
- Jingjing Yang and Timothy J. Vogelsang
- Non‐parametric regression under location shifts pp. 457-486
- Peter C. B. Phillips and Liangjun Su
- Dealing with endogeneity in a time‐varying parameter model: joint estimation and two‐step estimation procedures pp. 487-497
- Yunmi Kim and Chang‐Jin Kim
Volume 14, issue 2, 2011
- A Review of Micro‐Econometrics: Methods of Moments and Limited Dependent Variables (2nd Ed.) by Lee (Myoung‐jae) pp. B1-B4
- João M.C. Santos Silva
- An I(2) cointegration model with piecewise linear trends pp. 131-155
- Takamitsu Kurita, Heino Bohn Nielsen and Anders Rahbek
- Cointegration and sampling frequency pp. 156-185
- Marcus J. Chambers
- Misspecification in moment inequality models: back to moment equalities? pp. 186-203
- Maria Ponomareva and Elie Tamer
- Likelihood estimation of Lévy‐driven stochastic volatility models through realized variance measures pp. 204-240
- Almut E. D. Veraart
- Quasi‐maximum likelihood estimation of discretely observed diffusions pp. 241-256
- Xiao Huang
- On the efficiency of a semi‐parametric GARCH model pp. 257-277
- Jianing Di and Ashis Gangopadhyay
- Test statistics for prospect and Markowitz stochastic dominances with applications pp. 278-303
- Zhidong Bai, Hua Li, Huixia Liu and Wing-Keung Wong
- Regressions with asymptotically collinear regressors pp. 304-320
- Kairat T. Mynbaev
- Large deviations of generalized method of moments and empirical likelihood estimators pp. 321-329
- Taisuke Otsu
- Simple regression‐based tests for spatial dependence pp. 330-342
- Benjamin Born and Jörg Breitung
- Non‐parametric identification of the mixed proportional hazards model with interval‐censored durations pp. 343-350
- Christian N. Brinch
Volume 14, issue 1, 2011
- A hierarchical factor analysis of U.S. housing market dynamics pp. C1-C24
- Emanuel Moench and Serena Ng
- Quantile regression models with factor‐augmented predictors and information criterion pp. 1-24
- Tomohiro Ando and Ruey S. Tsay
- Short‐term forecasts of euro area GDP growth pp. C25-C44
- Elena Angelini, Camba‐Mendez, Gonzalo, Domenico Giannone, Lucrezia Reichlin and Gerhard Rünstler
- Testing for sphericity in a fixed effects panel data model pp. 25-47
- Badi Baltagi, Qu Feng and Chihwa Kao
- Weak and strong cross‐section dependence and estimation of large panels pp. C45-C90
- Alexander Chudik, M Hashem Pesaran and Elisa Tosetti
- The Hausman test in a Cliff and Ord panel model pp. 48-76
- Jan Mutl and Michael Pfaffermayr
- Fully modified narrow‐band least squares estimation of weak fractional cointegration pp. 77-120
- Morten Ørregaard Nielsen and Per Frederiksen
Volume 13, issue 3, 2010
- The practice of non-parametric estimation by solving inverse problems: the example of transformation models pp. S1-S27
- Frédérique Fève and Jean-Pierre Florens
- Semi-parametric estimation of non-separable models: a minimum distance from independence approach pp. S28-S55
- Ivana Komunjer and Andres Santos
- Inference in limited dependent variable models robust to weak identification pp. S56-S79
- Leandro Maschietto Magnusson
- Non-parametric estimation of exact consumer surplus with endogeneity in price pp. S80-S98
- Anne Vanhems
- A structural approach to estimating the effect of taxation on the labour market dynamics of older workers pp. S99-S125
- Peter Haan and Victoria Prowse
- Structural dynamic model of retirement with latent health indicator pp. S126-S161
- Fedor Iskhakov
Volume 13, issue 2, 2010
- Specification and estimation of social interaction models with network structures pp. 145-176
- Lung-Fei Lee, Xiaodong Liu and Xu Lin
- Improving robust model selection tests for dynamic models pp. 177-204
- Hwan-sik Choi and Nicholas M. Kiefer
- Testing the adequacy of conventional asymptotics in GMM pp. 205-217
- Jonathan H. Wright
- Theory and inference for a Markov switching GARCH model pp. 218-244
- Luc Bauwens, Arie Preminger and Jeroen VK Rombouts
- ECF estimation of Markov models where the transition density is unknown pp. 245-270
- George J. Jiang and John L. Knight
- Bimodal t-ratios: the impact of thick tails on inference pp. 271-289
- Carlo V. Fiorio, Vassilis A. Hajivassiliou and Peter C. B. Phillips
Volume 13, issue 1, 2010
- Heterogeneity in dynamic discrete choice models pp. 1-39
- Martin Browning and Jesus M. Carro
- Smoothness adaptive average derivative estimation pp. 40-62
- Marcia M. A. Schafgans and Victoria Zinde-Walsh
- Unit root inference in panel data models where the time-series dimension is fixed: a comparison of different tests pp. 63-94
- Edith Madsen
- The weak instrument problem of the system GMM estimator in dynamic panel data models pp. 95-126
- Maurice Bun and Frank Windmeijer
- Estimation of a transformation model with truncation, interval observation and time-varying covariates pp. 127-144
- Bo E. Honoré and Luojia Hu
Volume 12, issue s1, 2009
- Goodness-of-fit tests for functional data pp. S1-S18
- Federico Andres Bugni, Peter Hall, Joel L. Horowitz and George R. Neumann
- Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form pp. S19-S49
- Elise Coudin and Jean-Marie Dufour
- Copula-based nonlinear quantile autoregression pp. S50-S67
- Xiaohong Chen, Roger Koenker and Zhijie Xiao
- Large-sample inference on spatial dependence pp. S68-S82
- P. M. Robinson
- Semiparametric cointegrating rank selection pp. S83-S104
- Xu Cheng and Peter C. B. Phillips
- Distribution-free specification tests for dynamic linear models pp. S105-S134
- Miguel A. Delgado, Javier Hidalgo and Carlos Velasco
- Efficient GMM with nearly-weak instruments pp. S135-S171
- Bertille Antoine and Eric Renault
- Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities pp. S172-S199
- Donald W. K. Andrews and Sukjin Han
- More on monotone instrumental variables pp. S200-S216
- Charles Manski and John V. Pepper
- Two-step series estimation of sample selection models pp. S217-S229
- Whitney K. Newey
- A note on adapting propensity score matching and selection models to choice based samples pp. S230-S234
- James J. Heckman and Petra E. Todd
Issue 12.3 complete issue full text online
Volume 12, issue 3, 2009
- Realized kernels in practice: trades and quotes pp. C1-C32
- O. E. Barndorff-Nielsen, P. Reinhard Hansen, A. Lunde and N. Shephard
- An arbitrage-free generalized Nelson--Siegel term structure model pp. C33-C64
- Jens H. E. Christensen, Francis X. Diebold and Glenn D. Rudebusch
- The econometrics of mean-variance efficiency tests: a survey pp. C65-C101
- Enrique Sentana
- Identification of peer effects using group size variation pp. 397-413
- Laurent Davezies, Xavier D'Haultfoeuille and Denis Fougère
- Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term pp. 414-435
- Matei Demetrescu, Helmut Lütkepohl and Pentti Saikkonen
- Stationarity of a family of GARCH processes pp. 436-446
- Ji-Chun Liu
Issue 12.2 complete issue full text online
Volume 12, issue 2, 2009
- Non-parametric regression with a latent time series pp. 187-207
- Oliver Linton, Jens Perch Nielsen and Søren Feodor Nielsen
- Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models pp. 208-231
- Francesco Bravo
- On skewness and kurtosis of econometric estimators pp. 232-247
- Yong Bao and Aman Ullah
- Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models pp. 248-271
- P. Čížek, W. Härdle and V. Spokoiny
- Multi-tail generalized elliptical distributions for asset returns pp. 272-291
- Sebastian Kring, Svetlozar T. Rachev, Markus Höchstötter, Frank J. Fabozzi and Michele Leonardo Bianchi
- Multivariate stochastic volatility, leverage and news impact surfaces pp. 292-309
- Manabu Asai and Michael McAleer
- Looking for skewness in financial time series pp. 310-323
- Matteo Grigoletto and Francesco Lisi
- Bayesian estimation of a random effects heteroscedastic probit model pp. 324-339
- Yuanyuan Gu, Denzil G. Fiebig, Edward Cripps and Robert Kohn
- Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application pp. 340-366
- S. de Silva, K. Hadri and A. R. Tremayne
- The empirical process of autoregressive residuals pp. 367-381
- E ric E ngler and B ent N ielsen
- A note on non-parametric estimation with predicted variables pp. 382-395
- Stefan Sperlich
Volume 12, issue 1, 2009
- Identification and estimation of local average derivatives in non-separable models without monotonicity pp. 1-25
- Stefan Hoderlein and Enno Mammen
- Assessing the magnitude of the concentration parameter in a simultaneous equations model pp. 26-44
- D. S. Poskitt and C. L. Skeels
- Determining the number of factors in a multivariate error correction--volatility factor model pp. 45-61
- Qiaoling Li and Jiazhu Pan
- On the impact of error cross-sectional dependence in short dynamic panel estimation pp. 62-81
- Vasilis Sarafidis and Donald Robertson
- Value at Risk with time varying variance, skewness and kurtosis--the NIG-ACD model pp. 82-104
- Anders Wilhelmsson
- Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-t innovations pp. 105-126
- David Ardia
- Causality and forecasting in temporally aggregated multivariate GARCH processes pp. 127-146
- Christian M. Hafner
- Testing for volatility interactions in the Constant Conditional Correlation GARCH model pp. 147-163
- Tomoaki Nakatani and Timo Terasvirta
- EM algorithms for ordered probit models with endogenous regressors pp. 164-186
- Hiroyuki Kawakatsu and Ann G. Largey
Volume 12, issue s1, 2009
- Goodness-of-fit tests for functional data pp. S1-S18
- Federico A. Bugni, Peter Hall, Joel L. Horowitz and George R. Neumann
- Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form pp. S19-S49
- Elise Coudin and Jean-Marie Dufour
- Copula-based nonlinear quantile autoregression pp. S50-S67
- Xiaohong Chen, Roger Koenker and Zhijie Xiao
- Large-sample inference on spatial dependence pp. S68-S82
- P. M. Robinson
- Semiparametric cointegrating rank selection pp. S83-S104
- Xu Cheng and P eter C. B. Phillips
- Distribution-free specification tests for dynamic linear models pp. S105-S134
- Miguel A. Delgado, Javier Hidalgo and Carlos Velasco
- Efficient GMM with nearly-weak instruments pp. S135-S171
- Bertille Antoine and Eric Renault
- Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities pp. S172-S199
- Donald W. K. Andrews and Sukjin Han
- More on monotone instrumental variables pp. S200-S216
- Charles Manski and John V. Pepper
- Two-step series estimation of sample selection models pp. S217-S229
- Whitney K. Newey
- A note on adapting propensity score matching and selection models to choice based samples pp. S230-S234
- James J. Heckman and Petra E. Todd
Volume 11, issue 3, 2008
11.3 complete issue full text online
- Seasonal unit root tests and the role of initial conditions pp. 409-442
- David I. Harvey, Stephen J. Leybourne and A. M. Robert Taylor
- Bootstrap inference in a linear equation estimated by instrumental variables pp. 443-477
- Russell Davidson and James G. MacKinnon
- Using semi-parametric methods in an analysis of earnings mobility pp. 478-498
- Shawn W. Ulrick
- Heterogeneity, state dependence and health pp. 499-516
- Timothy J. Halliday
- Semiparametric estimation of the Box--Cox transformation model pp. 517-537
- Youngki Shin
- A semiparametric derivative estimator in log transformation models pp. 538-553
- Chunrong Ai and Edward C. Norton
- Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residuals pp. 554-572
- Badi H. Baltagi, Chihwa Kao and Long Liu
- Asymptotic and qualitative performance of non-parametric density estimators: a comparative study pp. 573-592
- Teruko Takada
- Estimation of the stochastic conditional duration model via alternative methods pp. 593-616
- John Knight and Cathy Q. Ning
- Distinguishing short and long memory volatility specifications pp. 617-637
- Shiuyan Pong, Mark B. Shackleton and Stephen J. Taylor
- Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent pp. 638-647
- Rickard Sandberg
Volume 11, issue 2, 2008
11.2 complete issue full text online!
- Panel vector autoregression under cross-sectional dependence pp. 219-243
- Xiao Huang
- Moment based regression algorithms for drift and volatility estimation in continuous-time Markov switching models pp. 244-270
- Robert J. Elliott, Vikram Krishnamurthy and Jörn Sass
- Factor analysis in a model with rational expectations pp. 271-286
- Andreas Beyer, Roger E. A. Farmer, Jérôme Henry and Massimiliano Marcellino
- Generic consistency of the break-point estimators under specification errors in a multiple-break model pp. 287-307
- Jushan Bai, Haiqiang Chen, Terence Tai-Leung Chong and Seraph Xin Wang
- Representation theorem for convex nonparametric least squares pp. 308-325
- Timo Kuosmanen
- The impact of homework on student achievement pp. 326-348
- Ozkan Eren and Daniel J. Henderson
- Generalized LM tests for functional form and heteroscedasticity pp. 349-376
- Zhenlin Yang and Yiu-Kuen Tse
- A bootstrap procedure for panel data sets with many cross-sectional units pp. 377-395
- G. Kapetanios
- K-nearest-neighbour non-parametric estimation of regression functions in the presence of irrelevant variables pp. 396-408
- Rui Li and Guan Gong
Volume 11, issue 1, 2008
11.1 complete issue full text online!
- The Econometrics Journal of the Royal Economic Society pp. i-iii
- Richard J. Smith
- Bootstrapping Autoregression under Non-stationary Volatility pp. 1-26
- Ke-Li Xu
- Estimating GARCH models: when to use what&quest pp. 27-38
- Da Huang, Hansheng Wang and Qiwei Yao
- Influential observations in cointegrated VAR models: Danish money demand 1973--2003 pp. 39-57
- Heino Bohn Nielsen
- Inflation, exchange rates and PPP in a multivariate panel cointegration model pp. 58-79
- Tor Jacobson, Johan Lyhagen, Rolf Larsson and Marianne Nessén
- Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects pp. 80-104
- Hyungsik Roger Moon and Benoit Perron
- A bias-adjusted LM test of error cross-section independence pp. 105-127
- M Hashem Pesaran, Aman Ullah and Takashi Yamagata
- Economic Reform, Growth and Convergence in China pp. 128-154
- Esfandiar Maasoumi and Le Wang
- Modelling Portfolio Defaults Using Hidden Markov Models with Covariates pp. 155-171
- Konrad Banachewicz, Andre Lucas and Aad van der Vaart
- Stochastic frontier models with dependent error components pp. 172-192
- Murray D. Smith
- Indirect Estimation of α-Stable Distributions and Processes pp. 193-208
- Marco J. Lombardi and Giorgio Calzolari
- Exact formulas for the Hodrick-Prescott filter pp. 209-217
- Tucker McElroy
Volume 10, issue 3, 2007
10.3 complete issue full text online!
- On the sensitivity of the restricted least squares estimators to covariance misspecification pp. 471-487
- Alan T.K. Wan, Guohua Zou and Huaizhen Qin
- The Tobit model with a non-zero threshold pp. 488-502
- Richard T. Carson and Yixiao Sun
- Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models pp. 503-520
- P. Dellaportas and I. D. Vrontos
- Robust estimators for the fixed effects panel data model pp. 521-540
- Maria Caterina Bramati and Christophe Croux
- Moments of IV and JIVE estimators pp. 541-553
- Russell Davidson and James G. MacKinnon
- Expectations hypotheses tests at Long Horizons pp. 554-579
- Barbara Rossi
- Searching for cointegration in a dynamic system pp. 580-604
- Zhongjun Qu
- A mixture-distribution factor model for multivariate outliers pp. 605-636
- Iliyan Georgiev
- Size matters: covariance matrix estimation under the alternative pp. 637-644
- Jason Allen
Volume 10, issue 2, 2007
- Semiparametric competing risks analysis pp. 193-215
- José Canals-Cerdá and Shiferaw Gurmu
- Estimating option implied risk-neutral densities using spline and hypergeometric functions pp. 216-244
- Ruijun Bu and Kaddour Hadri
- On the inconsistency of the unrestricted estimator of the information matrix near a unit root pp. 245-262
- Tassos Magdalinos
- Selection correction in panel data models: An application to the estimation of females' wage equations pp. 263-293
- Christian Dustmann and María Engracia Rochina-Barrachina
- A model selection method for S-estimation pp. 294-319
- Arie Preminger and Shinichi Sakata
- Method of moment estimation in the COGARCH(1,1) model pp. 320-341
- S. Haug, C. Klüppelberg, A. Lindner and M. Zapp
- Numerical integration-based Gaussian mixture filters for maximum likelihood estimation of asymmetric stochastic volatility models pp. 342-358
- Hiroyuki Kawakatsu
- Propensity score matching without conditional independence assumption--with an application to the gender wage gap in the United Kingdom pp. 359-407
- Markus Frölich
- Bayesian inference for the mixed conditional heteroskedasticity model pp. 408-425
- Luc Bauwens and Jeroen V.K. Rombouts
- Two-stage estimation of limited dependent variable models with errors-in-variables pp. 426-438
- Liqun Wang and Cheng Hsiao
- Controlling for overdispersion in grouped conditional logit models: A computationally simple application of Dirichlet-multinomial regression pp. 439-452
- Paulo Guimarães and Richard C. Lindrooth
- Estimation of impulse response functions using long autoregression pp. 453-469
- Pao-Li Chang and Shinichi Sakata
Volume 10, issue 1, 2007
10.1 complete issue full text online!
- Uniform convergence rate of the seminonparametric density estimator and testing for similarity of two unknown densities pp. 1-34
- Kyoo il Kim
- Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry pp. 35-48
- Bryan W. Brown and Douglas J. Hodgson
- Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models pp. 49-81
- Cheng Hsiao and Siyan Wang
- How useful are tests for unit-root in distinguishing unit-root processes from stationary but non-linear processes&quest pp. 82-112
- Chi-Young Choi and Young-Kyu Moh
- Non-trading day effects in asymmetric conditional and stochastic volatility models pp. 113-123
- Manabu Asai and Michael McAleer
- Minimum distance estimation of stationary and non-stationary ARFIMA processes pp. 124-148
- Laura Mayoral
- Testing for time series linearity pp. 149-165
- David I. Harvey and Stephen J. Leybourne
- Local sensitivity and diagnostic tests pp. 166-192
- Jan R. Magnus and Andrey L. Vasnev
Volume 9, issue 3, 2006
9.3 complete issue full text online!
- Temporal disaggregation by state space methods: Dynamic regression methods revisited pp. 357-372
- Tommaso Proietti
- Change-point monitoring in linear models pp. 373-403
- Alexander Aue, Lajos Horváth, Marie Hušková and Piotr Kokoszka
- The asymptotic distribution of the F-test statistic for individual effects pp. 404-422
- Chris D. Orme and Takashi Yamagata
- A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend pp. 423-447
- Ai Deng and Pierre Perron
- Cross-validation and non-parametric k nearest-neighbour estimation pp. 448-471
- Desheng Ouyang, Dong Li and Qi Li
- A sequential procedure for determining the number of regimes in a threshold autoregressive model pp. 472-491
- Birgit Strikholm and Timo Teräsvirta
- Optimal Fractional Dickey-Fuller tests pp. 492-510
- Ignacio N. Lobato and Carlos Velasco
- Non-parametric regression for binary dependent variables pp. 511-540
- Markus Frölich
Volume 9, issue 2, 2006
9.2 complete issue full text online!
- Consistent estimation of binary-choice panel data models with heterogeneous linear trends pp. 177-195
- Alban Thomas
- Joint hypothesis specification for unit root tests with a structural break &ast pp. 196-224
- Josep Lluís Carrion-i-Silvestre and Andreu Sansó
- Unit root tests and structural change when the initial observation is drawn from its unconditional distribution pp. 225-251
- Hui Liu and Gabriel Rodríguez
- Unit root tests in three-regime SETAR models pp. 252-278
- George Kapetanios and Yongcheol Shin
- On robust model selection within the Cox model pp. 279-290
- Tadeusz Bednarski and Edyta Mocarska
- Instrumental variables estimation of stationary and non-stationary cointegrating regressions pp. 291-306
- P. M. Robinson and M. Gerolimetto
- Specification and simulated likelihood estimation of a non-normal treatment-outcome model with selection: Application to health care utilization pp. 307-331
- Partha Deb and Pravin K. Trivedi
- Semiparametric estimation and testing of the trend of temperature series pp. 332-355
- Jiti Gao and Kim Hawthorne
Volume 9, issue 1, 2006
9.1 complete issue full text online!
- Semiparametric estimation of single-index hazard functions without proportional hazards
pp. 1-22,
- Gørgens, Tue
-
Dynamic adjustment cost models with forward-looking behaviour,
pp. 23-47
- Fanelli, Luca
-
A bootstrap approach to moment selection,
pp. 48-75
- Inoue, Atsushi
-
Simulation-based tests for heteroskedasticity in linear regression models: Some further results,
pp. 76-97
- Godfrey, L. G.; Orme, C. D.; Santos Silva, J. M. C.
-
The polynomial aggregated AR(1) model,
pp. 98-122
- Tai-Leung Chong, Terence
-
Mean group tests for stationarity in heterogeneous panels,
pp. 123-158
- Shin, Yongcheol; Snell, Andy
-
Further results on optimal critical values of pre-test when estimating the regression error variance,
pp. 159-176
- Wan, Alan T.K.; Zou, Guohua; Ohtani, Kazuhiro
- Information above from RePEc: Abstracts, table of contents
(and full text for EctJ subscribers) via
RePEc in IDEAS [US] and RePEc in EconPapers [SE]
-
economics (econ) [DE]
- Open access peer reviewed online journal with articles and
discussion papers.
Open Access, Open Assessment e-journal for Economics and Econometrics.
Replication Data Sets in The DataVerse Network (http://thedata.org/)
economics (2007-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
Abstracts, table of contents, full text and referee reports.
Register your own articles via RePEc author service
Special Issue (2009) Using Econometrics for Assessing Economic Models
-
Economics Bulletin (EB) [US]
-
Open Access peer reviewed online letters journal (2001).
Table of contents and abstracts (2001-...) in RePEC via IDEAS and
EconPapers
-
Econometric Reviews (ER), [UK],
- Table of Contents (2001-...). Full text online for subcribers.
ER Site at Emory U.
.
Table of contents and abstracts (1982-...) in RePEC via IDEAS
and via EconPapers.
ER moved to Taylor and Francis in 2005.
-
Econometric Theory (ET)[US]
(CUP)[UK].
- Full text online for subscribers CUP
.
Table of contents and abstracts (1995-...) in RePEC via IDEAS
and via EconPapers
.
Editor's homepage by P.C.B. Phillips.
ET also publishes rankings of institutions and individuals
-
-
The Economic Journal [Wiley-Blackwell],
[US Wiley]
- Economic Journal (1990-...) in RePEc: Abstracts and table of contents via RePEc in IDEAS [US],
EconPapers [SE],
Also an EJ site at the RES with
Full-text online for personal RES members.
Published by the U.K. Royal Economic Society,
The EJ Book Notes are available full-text in a searchable database
Back issues online available via JSTOR (1891-...).
Data archive Economic Journal is available.
-
Economic Modelling (EM), [NL],
[US Sciencedirect],
[UK Ingenta]
- Abstracts and search facility available.
EM (1984-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
Abstracts, table of contents (and full text subscribers).
Register your own articles via RePEc author service
.
-
Economics Letters (EL) ,
[US Sciencedirect],
[UK Ingenta]
- Abstracts and search facility available.
EL (1978-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
Abstracts, table of contents (and full text subscribers).
Register your own articles via RePEc author service
.
-
Economic Systems Research (ESR) [UK]
- Also via
IngentaConnect [US]
.
Journal of the Input-Output Organisation.
Table of contents and abstracts (2000-...) in RePEC via IDEAS
and via EconPapers.
-
Empirical Economics (EE) [DE],
- Full text. Instructions for authors can be accessed
from EE website.
Abstracts (free) and full text available.
-
Electoral Studies (EStud),
[US ScienceDirect],
[UK Ingenta]
-
Full text
-
Energy Economics (EnEc), [NL],
[US Sciencedirect],
[UK Ingenta]
- Abstracts and search facility available.
EnEc (1979-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
Abstracts, table of contents (and full text subscribers).
Register your own articles via RePEc author service
.
- Environmetrics (Env),
[US Wiley]
-
Journal of the The International Environmetrics Society (TIES).
-
Environmental Modelling and Software (EMSO) ,
[US ScienceDirect],
[UK Ingenta]
- Environmental econometrics and spatial econometrics. Full text.
High Impact factor SCI/SSCI in 2007
-
European Economic Review (EER),
[US Sciencedirect]
[UK Ingenta]
- Abstracts and search facility available.
EER (1969-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
Abstracts, table of contents (and full text subscribers).
Register your own articles via RePEc author service
.
-
European Finance Review (EUFIR) [NL]
- Discontinued in 2004. Renamed to Review of Finance.
-
European Journal of Finance (EJF) [UK]
- Also via
IngentaConnect [US]
,
.
Full range of theoretical and empirical topics in finance. Emphasis on European issues. Former Routledge journal. Acquired by Taylor and Francis Group (2000).
Table of contents and abstracts (1996-...) in RePEC via IDEAS
and via EconPapers.
F (toc journals)
-
Federal Reserve Bank (FED) Fed in Print [US]
- Searchable archive of Fed Research Documents (from different Banks). A growing number
are available in full-text.
-
Financial Analysts Journal (FAJ)[US]
,
[ABI US]
, [ABI]
- Full text online for subscribers.
Journal of the
Chartered Financial Analyst (CFA) Institute. Formerly Association for Investment Management and Research (AIMR). Table of contents available. Valuation. Performance. Market anomalies. Risk management. Portfolio management.
- Financial Mathematics and Economics (FME)
- Virtual Journal. Discontinued 2010. Selects articles from
Elsevier journals on economics, econometrics and finance, e.g. JoE, JEDC, EER, IME, JBF, JFE, JFEP, JEF
- Financial Management (FM) [Wiley-Blackwell],
[US Wiley]
,
- Full text available for subscribers. Journal of the Financial Management Association International.
FM (1991-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
Back issues online available via JSTOR (1972-...).
-
The Financial Review (FR) [US],
[Wiley-Blackwell] ,
[US Wiley]
,
- Full text of forthcoming articles. Abstracts available online. Empirical Finance. Journal of the Eastern Finance Association
- Finance Research Letters (FRL) ,
[US Sciencedirect]
- From asset pricing, investments, risk management, regulation, and insurance to corporate finance, financial intermediation, financial econometrics, financial forecasting, and financial engineering.
Editor: Ramazan Gençay
FRL (2004-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
.
-
Finance and Stochastics (FS) [DE]
- An electronic journal of the Bachelier Finance Society (BFS), contents available, full text articles in pdf and ps format for subscribers.
Abstracts freely available via RePEc via IDEAS
and via EconPapers
- Finnish Economic Papers (FEP) [FI]
-
Free full text online. FEP is a general interest journal that is published biannually. Both theoretical and empirical work is welcome. There is a special emphasis on research on small economies.
Indexed in EconLit.
- Foundations and Trends in Econometrics (FTEct)
- New style online journal (2005). Editor in Chief: William Greene.
Publisher: Now publishers. First issue (2005) appeared.
Review articles by Leading Researchers. Articles updated by the community. Copyright retained by author. Self Archiving allowed.
G (toc journals)
-
German Economic Reviews (GER) [Wiley-Blackwell]
,
[US Wiley]
-
Also via
Ingenta [UK],
JES (2003-...) in RePEc: Abstracts and table of contents via RePEc in IDEAS [US],
EconPapers [SE]
H (toc journals)
Health Economics [US Wiley]
- Online contents are submitted to the archives of healthecon-discuss.
Health Economics in RePEc: Abstracts, table of contents (and full text for HE subscribers) via
RePEc in IDEAS [US] and RePEc in EconPapers [SE]
I (toc journals)
-
IEJ |
IndER |
IME |
IER |
IJCB |
IJCEE
|
IJFE |
IJTAF |
IJF |
IJRM |
ISR |
IRF |
ISETE |
IE
-
-
Indian Economic Journal (IEJ) [IN]
- Free full text available. Published by the Indian Economic Association (IEA)
-
-
Indian Economic Review (IndER) [IN]
- Published by the Delhi School of Economics [IN]. Abstracts available, also in
via RePEc in IDEAS [US] and
EconPapers [SE]
-
Insurance, Mathematica and Economics (IME) [NL],
[US ScienceDirect].
-
Full text online for subscribers.
IME (1982-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
Abstracts, table of contents (and full text subscribers).
Register your own articles via RePEc author service
.
-
International Economic Review (IER) [Wiley-Blackwell],
[US Wiley]
-
Abstracts of recent issues available. at the U.Penn site has forthcoming articles.
IER (1969-...) in RePEc: Abstracts, table of contents (and full text for subscribers) via RePEc in IDEAS [US] and RePEc in EconPapers [SE].
Full text online for subscribers also via
OCLC Firstsearch [US]
Back issues online available via JSTOR (1960-...).
-
International Journal of Central Banking (IJCB) [CH]
- Since 2005. Free full text online. Sponsored by Bank for International Settlements (BIS) in Basel, Switzerland
-
International Journal of Computational Economics and Econometrics (IJCEE)
,
- Full text online for subscribers. computational modelling, computational econometrics and statistics.
-
International Journal of Finance & Economics (IJFE) [US Wiley]
- Full text online for subscribers. Empirical International Finance and International Economics.
-
International Journal of Theoretical and Applied Finance (IJTAF) [SG]
- Since 1998. Table of contents available.
-
-
International Journal of Forecasting (IJF), [NL],
[US Sciencedirect]
- Abstracts and search facility available. The International Institute of Forecasters (IIF) (www.forecasters.org) manages the IJF.
Issue 4, 2000, presents results on M3 forecasting competition.
IJF (1985-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
Abstracts, table of contents (and full text subscribers).
Register your own articles via RePEc author service
.
-
International Journal of Research in Marketing (IJRM)
,
[US ScienceDirect],
[UK Ingenta 95-03]
-
Top 25 downloaded articles
Abstracts free.
-
International Statistical Review (ISR) [US]
- Full text for subscribers. Formerly: Review of the International Statistical Institute, ISI. ISSN:0306-7734
-
-
International Review of Finance (IRF) [Wiley-Blackwell]
,
[US Wiley]
- Also via
Journal of the Asian Finance Association and Nippon Finance Association.
-
-
International Symposia in Economic Theory and Econometrics Monographs (ISETE) [US]
- Yearly issues, published by Elsevier
-
Investigaciones Económicas (IE) [ES]
- (UK and ES). Electronic Journal. Full Text. Edited at
Fundación Santa María del Espíritu Santo (SEPI), Madrid.
J (toc journals)
-
JAR |
JB |
JER |
JASA |
JAE
| JAP |
JAS |
JBES |
JBF |
JBFA |
JoCM |
JCR |
JCF |
JCGS |
JCRisk |
|
JD |
JoD |
JoE |
JEB |
JEBO |
JEDC |
JEEA |
JEG |
JEF |
JEM |
JEL |
JEP |
JES |
JESM |
JETE |
JF |
JFM |
JFQA |
JFE |
JFEP |
JFEct|
JFR |
JoF |
JoFM |
JHE |
JHR |
JIE |
JIMF |
JKSS |
JoLE |
JMA |
| JMCB |
JME |
JMFM |
JMR |
JNS |
JoD |
JoE |
JoF |
JPI |
JPE |
JPAM |
JPopE |
JProdAn |
JQE
| JoR |
JRSSA |
JRSSB |
JRSSC |
JSCS |
JSPI |
JSS |
JTSA |
JTSE
- Journal of Accounting Research (JAR) [Wiley-Blackwell],
[US Wiley]
,
- Abstracts freely available online.
JAR (2002-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
Back issues online available via JSTOR (1954-...).
High Impact factor SCI/SSCI in 2007
-
Journal of Business (JB) [US]
- Tables of contents available. Explicitly covering statistics and econometrics: e.g. Forecasting, seasonality, testing investment strategies.
Back issues online available via JSTOR (1963-...).
Abstracts freely available via RePEc via IDEAS
and via EconPapers
-
-
Japanese Economic Review (JER) [Wiley-Blackwell],
[US Wiley]
,
- Also via Ingenta [UK].
Journal of the Japanese Economic Association (1997), formerly Japan Association of Economics and Japan Association of Econometrics. Former name: Kikan riron-keizaigaku.
-
-
Journal of the American Statistical Association (JASA) [US]
[ABI US]
, [ABI]
-
Also via
- Full text at pubs.amstat.org [US]
.
JASA (2001-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
.
Back issues online available via JSTOR (1922-...).
StatLib--JASA Data Archive (not extensive).
High Impact factor SCI/SSCI in 2007
-
Journal of Applied Econometrics (JAE) [US],
[US Wiley]
-
A Data Archive is also available.
Back issues online available via JSTOR (1986-...)
JAE (1986-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
Applied Econometrics Rankings: 1989-1995, Baltagi (1999), 14, 423-444.
Replication Section edited by Badi Baltagi:
JAE Is inviting submissions of replication of empirical results that have been published in the following additional journals:
Econometrica, AER, JPE,
QJE, ReStat, ReStud, JoE,
JBES, EJ.
- Journal of Applied Probability (JAP) [US]
- Full text for subscribers. Applied asymptotic theory for stochastic (i.a. (financial) nonlinear time series, fat-tail ) processes. Published by the Applied probability trust
-
Journal of Applied Statistics (JAS) [UK]
-
Also via
IngentaConnect [US]
.
Free sample issue available. Former Carfax journal, since 2002: Routledge: Taylor and Francis.
Table of contents and abstracts (1995-...) in RePEC via IDEAS
and via EconPapers.
-
Journal of Banking and Finance (JBF) ,
[US ScienceDirect]
[UK Ingenta]
- Empirical Finance. Abstracts and search facility available Experimental econometrics and behavioral econometrics.
JBF (1977-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
Abstracts, table of contents (and full text subscribers).
Register your own articles via RePEc author service
-
-
Journal of Business and Economic Statistics (JBES) [US]
, [ABI], ABIlink
- Full text at pubs.amstat.org [US],
UBVU.
.
Data and code archive JBES (ftp) (1986-2005),
JBES (1985-...) in RePEc: Abstracts, table of contents (and full text for subscribers) via RePEc in IDEAS [US]
and RePEc in EconPapers [SE]
Back issues online available via JSTOR (1983-...)
- Journal of Business Finance & Accounting (JBFA) [Wiley-Blackwell],
[US Wiley]
,
- Abstracts freely available online.
Full text online IngentaConnect [US] (1997-...)
JBFA (1997-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
Journal of Choice Modelling (JoCM) [UK]
- Free full text online Open Access.
Editors: Stephane Hess and John Rose. Since 2008.
Publishes theoretical and applied papers in the field of choice
modelling, not limited to transport or marketing.
International Choice Modelling Conferences 2011, 2013
-
Journal Citation Reports (JCR) [US]
-
2011 impact factors available (June 2012).
Integrated in Web of Science (WOS).
Trends in impact factors econometrics Journals 2003-2007 Updated to 2008.
.
.
Direct link for subscribers
.
Produces Impact factor, 5-Year Impact Factor , immediacy index, number of cites,
number of articles, Eigenfactor score
,
Article Influence Score
per year per (econometric) journal, using data from Thomson Reuters Scientific (formerly: ISI) (S)SCI
-
Journal of Computational Finance (JCF) [UK]
- Table of Contents and abstracts free online. Full text for subcribers.
-
-
Journal of Computational and Graphical Statistics (JCGS) [US]
- Journal of the ASA, IMS and IFNA. Abstracts of recent issues available.
.
Also via
- Full text at pubs.amstat.org [US]
.
Back issues online available via JSTOR (1992-...).
A merger of JCGS and Journal of Statistical Software (JSS) has been discussed.
-
- Journal of Credit Risk (JCRisk)
- First volumes online .Latest Issue.
Journal on the measurement and management of credit risk, the valuation and hedging of credit products.
Editor: Ashish Dev.
-
Journal of Derivatives (JoD) [US]
- Best papers full text online for free. Abstracts freely available online.
Editors' JOD webpage at Stern (NYU).
(Empirical) Quantitative Finance Journal of the International Association of Financial Engineers (IAFE)
-
Journal of Econometrics (JoE)
,
[US ScienceDirect],
[UK Ingenta]
-
Top 25 downloaded articles
. Abstracts free. JoE Special Issues also available.
Follow the production status of your article using Author Gateway tracking service (For authors only).
JoE (1973-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
Table of contents (and full text subscribers).
Register your own articles via RePEc author service
CiteUlike link to last issue
Amemiya (2008), Thirty-Five Years of Journal of Econometrics
Journal of Econometric Methods (JEM)
-
New Journal 2010
-
Journal of Economic Perspectives (JEP) [US]
- Online full text for AEA members: electronic Journal of Economic Perspectives (e-JEP).
Part of the AEAweb of the
American Economic Association.
JEP notes free for all online.
Full text online IngentaConnect [US] (2002-...)
Table of contents and abstracts (1987-...) in RePEC via IDEAS and EconPapers [SE].
High Impact factor SCI/SSCI in 2007
-
-
Journal of Economic Literature (JEL) [US]
- Online full text for AEA members: electronic Journal of Economic Literature (e-JEL).
Part of the AEAweb of the
American Economic Association as is the Journal of Economic Literature Classifications in EconLit [US]
.
Full text online IngentaConnect [US] (2002-...)
.
Back issues online available via JSTOR (1969-...).
Table of contents and abstracts (1969-...) in RePEC via IDEAS and EconPapers [SE].
High Impact factor SCI/SSCI in 2007
-
Journal of Economic and Social Measurement (JESM) [NL]
- Computational Econometrics: Its Impact on the Development of Quantitative Economics (2004):
Special issue in Book form.
JESM full text online. Covers all aspects of production, distribution and use of economic and other societal statistical data and
with the use of computers in that context. JESM publishes articles that consider the statistical methodology of economic and
social science measurements.
-
- Journal of the Korean Econometric Society. Discontinued 2009
-
Journal of Economic Behavior and Organization (JEBO) ,
[US ScienceDirect],
[UK Ingenta]
- Abstracts and search facility available. Experimental econometrics and behavioral econometrics
JEBO (1980-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
Abstracts, table of contents (and full text subscribers).
Register your own articles via RePEc author service
.
-
Journal of Economic Dynamics and Control (JEDC) ,
[US ScienceDirect],
[UK Ingenta]
- Abstracts and search facility available.
JEDC (1979-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
Abstracts, table of contents (and full text subscribers).
Register your own articles via RePEc author service
.
-
Journal of Economic Growth (JEG) ,
-
Abstracts and search facility available.
JEG (1996-2006) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
Abstracts, table of contents (and full text subscribers).
High Impact factor SCI/SSCI in 2007
-
Journal of Economic Surveys (JES) [Wiley-Blackwell] ,
[US Wiley],
,
- Full text via
Online via Ingenta [UK]
JES (2003-...) in RePEc: Abstracts and table of contents via RePEc in IDEAS [US],
EconPapers [SE]
-
Journal of Economics and Business (JEB) ,
[US Sciencedirect]
-
Applied Financial and Monetary Economics and Econometrics. Abstracts and search facility available. Kenneth Kopecky is editor.
JEB (1982-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
-
Journal of Empirical Finance (JEF) ,
[US Sciencedirect],
[UK Ingenta]
-
Abstracts and search facility available.
JEF (1993-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
Abstracts, table of contents (and full text subscribers).
Register your own articles via RePEc author service
.
-
Journal of Finance [US] (JF) at bepress. EdiKit for submission
,
[Wiley-Blackwell] ,
[US Wiley]
,
[afajof.org],
[UK Ingenta]
, [ABI]
-
Full text online for subscribers via
Journal of the American Finance Association
where forthcoming articles are available in free full text.
JF (1969-...) in RePEc: Abstracts, table of contents (and full text for subscribers) via RePEc in IDEAS [US] and RePEc in EconPapers [SE].
The
Finance Site List remains at Ohio State University as part of its (outdated) Virtual Finance Library.
Back issues online available via JSTOR (1946-...).
High Impact factor SCI/SSCI in 2007
-
-
Journal of Financial and Quantitative Analysis (JFQA) [US],
[ABI US]
, [ABI]
- Abstracts of previous issues available. Forthcoming papers full-text, free online.
Back issues online available via JSTOR (1966-...),
-
Journal of Financial Econometrics (JFEct) [UK],
- Edited by René Garcia and
Éric Renault.
Advance Access of articles.
JFEct (2005-..) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
Selected articles full text for free via With Oxford Open Access Option.
.
CiteUlike link to last issue
-
Journal of Financial Economics (JFE) ,
[US ScienceDirect],
[UK Ingenta]
-
Abstracts free. The Editor, Bill Schwert, maintains a JFE homepage at Rochester University, where you can read the submission fee is now $500 (for subcribers) and download the 40 odd .pdfs of forthcoming articles. Status of accepted manuscripts.
JFE (1974-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
Abstracts, table of contents (and full text subscribers).
Register your own articles via RePEc author service
High Impact factor SCI/SSCI in 2007
- Journal of Financial Economic Policy (JFEP),
- New journal (2009). Editor: George Christodoulakis.
- Journal of Financial Forecasting (JoFF)
- Existed 2007-2008 as a Risk Journal
-
Journal of Financial Markets (JFM),
[US sciencedirect],
[UK Ingenta]
- Abstracts and search facility available. Full text.
JFM website at Yale. Modest submission fee. Editor: Matthew Spiegel. A balance between theoretical and empirical work. For finance scholars in the market-micro structure field.
JFM (1998-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
- Journal of Financial Research (JFR) [Wiley-Blackwell] ,
[US Wiley]
,
- Abstracts freely available online. Journal of the
Southern Finance Association and the
Southwestern Finance Association (SWFA).
Full text online IngentaConnect [US] (2002-...)
-
Journal of Forecasting (JoF) [US Wiley]
[ABI US]
- Full text.
JoF in (2001-...) in RePEC via IDEAS
and via EconPapers
-
Journal of Futures Markets (JoFM) [US Wiley]
[ABI US],
[ABI US] (86-98)
[ABI US] (81-85)
- Abstracts and search facility available. Full-text for subscribers
-
Journal of Health Economics (JHE),
[US sciencedirect],
[UK Ingenta]
- Abstracts and search facility available.
JHE (1982-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
-
Journal of Human Resources (JHR) [US],
[ABI US],
- Electronic edition
.Tables of Contents and abstracts available.
Back issues online available via JSTOR (1966-...)
The Journal of Human Resources is a quarterly journal that publishes academic papers using the best available empirical methods, principally in the field of economics. It is not a management journal. Extensively cited in Wooldridge (2000) econometrics textbook.
-
Journal of International Economics (JIE) ,
[US Sciencedirect],
[UK Ingenta]
- Abstracts and search facility available
JIE (1971-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
Abstracts, table of contents (and full text subscribers).
Register your own articles via RePEc author service
-
Journal
of International Money and Finance (JIMF) ,
[US ScienceDirect],
[UK Ingenta]
- Abstracts and search facility available.
JIMF (1982-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
Abstracts, table of contents (and full text subscribers).
Register your own articles via RePEc author service
-
Journal of Nonparametric Statistics (JNS) [UK]
- Since 2001. One of the Journals of the American Statistical Association
-
-
Journal of the European Economic Association (JEEA)
,
[Wiley US]
- Full text for subscribers.
Website for official Journal of the European Economic Association (EEA).
Replaces European Economic Review in this respect.
-
Journal of the Korean Statistical Society (JKSS) [KR]
- Tables of contents for 1998,..., 2005 available. Time series, likelihood, nonparametric, Bayes ...
Online Access available.
-
Journal of Labor Economics (JoLE) [US JSTOR]
- Journal of the Society of Labor Economists.
-
Journal of
Money, Credit and Banking (JMCB) [Wiley-Blackwell],
[US Wiley]
,
[ABI US]
, [ABI]
-
MUSE full-text link (2002-2006).
Data available online. Full text also via OCLC Firstsearch.
RePEc via IDEAS and via
EconPapers
gives direct access to abstracts and online JSTOR articles (1994-...)
See also: Ohio State University Press
Back issues online available via JSTOR (1969-...).
- Journal of Marketing Research [US]
- Journal of the American Marketing Association (AMA)
Back issues online available via JSTOR (1964-...).
-
Journal of Monetary Economics (JME),
[US Sciencedirect],
[UK Ingenta]
- Abstracts and search facility available
JME (1975-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
Abstracts, table of contents (and full text subscribers).
Register your own articles via RePEc author service
-
Journal of Multinational Financial Management (JMFM) ,
[US ScienceDirect],
[UK Ingenta]
- (International) Financial econometrics
JMFM (1997-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
-
Journal of Multivariate Analysis (JMA) [US]
[US ScienceDirect],
link Ingenta [UK] (-2002),
- Abstracts and search facility available
. Full text for subscribers.
(JMA 1971-..) in RePEc via IDEAS and
via EconPapers
Moved with Academic Press to Elsevier in 2003.
-
Journal Performance Indicators (JPI) [US]
.
-
Produces more-than-two year Impact factors, Numbers of cites, Numbers of articles,
per (econometric) journal, using data from Thomson Reuters Scientific (formerly: ISI) (S)SCI
-
Journal of Political Economy (JPE) [US JSTOR]
- Now electronic and full text. Latest issue for free.
Back issues online available via JSTOR (1892-...).
Bibliographic information and full-text (.pdf) download also via
(JPE 1895-..) in RePEc via IDEAS and
via EconPapers
High Impact factor SCI/SSCI in 2007
-
Journal of Policy Analysis and Management (JPAM) [US Wiley]
- Full text for subscribers. Table of contents and Abstracts available. Program evaluation. Journal of the
Association for Public Policy Analysis and Management (APPAM)
-
Journal of Population Economics (JPopE) [DE]
- Table of contents and Abstracts available.
Also via Springerlink.
JPopE (1989-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
-
Journal of Quantitative Economics (JQE): journal of the Indian Econometric Society
- New Series: ISSN: 0971-1554
JQE (2010-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
-
Journal of Productivity Analysis (JProdAn) [DE],
-
Also via Springerlink and via
[UK Ingenta].
JProdAn (2005-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
-
Journal of Risk (JoR) [UK]
- Table of Contents and abstracts free online. Full text for subcribers
-
Journal of the Royal Statistical Society: Series A
(Statistics in Society, JRSS A) [Wiley-Blackwell],
[US Wiley]
- Combined with former Series D starting 2004.
Journal of the Royal Statistical Society (RSS) .
or Ingenta [UK].
JRSSA (1999-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
.
Back issues online available via JSTOR (1988-...).
Programs and datasets available via RSS Datasets (2000-2001) site at Blackwell's
-
Journal of the Royal Statistical Society, Series B Statistical Methodology (JRSS, B) [Wiley-Blackwell],
[US Wiley]
-
Journal of the Royal Statistical Society (RSS) .
or Ingenta [UK].
Read papers are first presented at the meetings of the Royal Statistical Society Research Section.
JRSSB (1999-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
.
Back issues online available via JSTOR (1948-1997),
JSTOR (1998-...
.
Programs and datasets available via RSS Datasets (1998-...) site at Blackwell's
High Impact factor SCI/SSCI in 2007
- Journal of Statistical Computation and Simulation (JSCS) [US]
[Taylor and Francis UK]
- Full text online for subscribers. Historical Tables of Contents available. Keyword and Author Name Search.
-
Journal of Statistical Planning and Inference (JSPI) ,
[US
ScienceDirect],
[UK Ingenta]
- Full text for subscribers
- Journal of Statistical Software (JSS)[US]
- Free Full text online.
Editors: Jan de Leeuw and Achim Zeileis. Special issue on Econometrics, Jul 2008.
-
Journal of Time Series Analysis (JTSA)
[Wiley-Blackwell],
[US Wiley]
-
JTSA (2003-...) in RePEc
: Abstracts, table of contents (and full text for subscribers)
via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
or Ingenta [UK].
-
Journal of Time Series Econometrics (JTSE) [US]
-
First issues appeared (2009-2011). JTSE will publishes research and review articles in both theoretical and
applied classical and Bayesian time series, spatial and panel data.
The scope of the journal will be to include papers dealing with
estimation, testing and
other methodological aspects involved in the application of time
series and spatial analytic
techniques.
JTSE (2009-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
Abstracts, table of contents (and full text subscribers).
Register your own articles via RePEc author service
L (toc journals)
-
Labour Economics (LE),
[US sciencedirect],
[UK Ingenta]
- Mix of theory, econometric testing and policy applications. Abstracts and search facility available. Full text.
Journal of the European Association of Labour Economists (EALE)
LE (1993-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
Abstracts, table of contents (and full text subscribers).
Register your own articles via RePEc author service
M (toc journals)
-
Macroeconomic Dynamics (MD) [US]
, [UK, CUP]
, [HK]
- Full text online for subscribers.
-
The Manchester School (ManchS) [Wiley-Blackwell],
[US Wiley]
- Also via Ingenta [UK] and via
Manchester School (1999-...) in RePEc: Abstracts and table of contents via RePEc in IDEAS [US],
EconPapers [SE] 1969-1998) and RePEc/EconPapers [SE] (1969-1998).
Manchester School publishes proceedings of the Money, Macroeconomics and Finance (MMF) Research Group.
-
Management Science (ManagSc) [US]
- Full text online for subscribers via pubsonline.informs.org. An Institute for Operations Research and
the Management Sciences (INFORMS) journal.
-
Marketing Science (MarkSc) [US]
- Full text online for subscribers via pubsonline.informs.org.
Marketingscience.org . An Institute for Operations Research and
the Management Sciences (INFORMS) journal.
High Impact factor SCI/SSCI in 2007
-
Mathematical Finance (MathFin) [Wiley-Blackwell],
[US Wiley]
,
-
Also via
Ingenta [UK],
Also statistical.
MathFin (2001-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
-
MathSciNet [US]
- Full text Web version of Mathematical Reviews.
What's new in MathSciNet. Mathematical Reviews of articles in
1799 journals. Now with direct links to full text of articles in 200 journals, like
Biometrika, Econometrica, EL, JASA, JoE, JEDC,
JRSS B, ReStat, ReStud
-
Metrika [DE]
- electronic journal Abstracts free .
Metrika (1958-...) in RePEc: Tables of contents via RePEc in IDEAS [US] and EconPapers [SE]
N (toc journals)
-
NBER Working Papers [US]
- U.S. National Bureau of Economic Research. Search engine and abstracts available, a listing by NBER program,and a (post 1991) listing by JEL code. The NBER is i.a. known for its U.S. business cycle dates 1854-1991. There is also a
NBER digest of NBER working papers online.
Paper lists and abstracts also available in RePEc via IDEAS [US] and
via EconData [SE]
-
Net Exposure [UK]
- Discontinued (2000) journal of Financial Risk. Sitename taken over by a Pearson company
P (toc journals)
-
Pacific-Basin Finance Journal (PACFIN) ,
[US ScienceDirect],
[UK Ingenta]
- Empirical Finance on (Austral) Asian stock markets.
PACFIN (1993-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
-
-
Portuguese Economic Journal (PEJ) [PT] (conferences)
- Full text online for subscribers. New Journal (2002). Aims to publish high quality theoretical, empirical, applied, or policy-oriented research papers on any field in economics.
-
Psychometrika [US]
- Full text online for subscribers. Journal of the Psychometric Society. Advanced Factor Analysis, Cluster analysis, mixture models, Generalized linear models, Classification methods. Structural Equation Modeling.
Psychometrika (1936-...) in RePEc: Tables of contents via RePEc in IDEAS [US] and EconPapers [SE]
.
O (toc journals)
-
-
Operations Research (OR) [US]
-
An Institute for Operations Research and the Management Sciences (INFORMS) journal.
-
Oxford Bulletin of Economics and Statistics (OBES) [Wiley-Blackwell],
[US Wiley],
,
-
Also via
Ingenta [UK]
OBES (1969-...) in RePEc: Abstracts and table of contents via RePEc in IDEAS [US],
EconPapers [SE]
.
- Oxford Economic Papers (OEP) [UK]
- Oxford Economic Papers (1969-...) in RePEc: Abstracts and table of contents via RePEc in IDEAS [US] and EconPapers [SE]
Back issues online available via JSTOR (1938-...).
.
- OXONOMICS, Oxford University Economic Studies (OES) [UK]
- Open Access Journal
.
Q (toc journals)
-
Quantitative and Qualitative Analysis in Social Sciences (QASS) [UK]
- Editors:
John Hatgioannides, Menelaos Karanasos,
Marika Karanassou, George Kapetanios.
Econometrics and Statistics: The journal welcomes creative contributions across a wide range of issues concerned with all aspects of econometrics and statistics. The following research areas, although not exhaustive, are representative of the coverage in this journal: applied probability; econometric theory; financial econometrics; statistical mathematics; time series analysis,
Advisory and Associate editors: Christian Conrad (Financial Econometrics) , James Davidson (Econometric Theory),
Rolf Larsson (Statistical Mathematics), Stephen Pollock (Time Series Analysis).
-
Quantile (Квантиль) [RU]
- New International econometric journal in Russian language (2006).
Editor: Stanislav Anatolyev. Международный Эконометрический журнал
на Русском языке. Full text.
- Quantitative Economics (QE) [UK]
- Submit a paper.
New Open access journal of the Econometric Society.
First issue 2010.
Editor: Orazio Attanasio
-
-
Quantitative Finance (QF) [UK]
- Now at Taylor and Francis (starting 2005).
Formerly a
Journal of the Institute of Physics (iop.org [UK]), but Econometricians on board. Topics like
Asset-liability modelling,
Behavioural finance,
Derivatives pricing and hedging,
Extreme risks and insurance,
Financial econometrics,
Financial engineering,
Market dynamics and prediction,
Market microstructure,
Portfolio management,
Price formation,
Risk management.
Table of contents (2002-...) in RePEC via IDEAS
and via EconPapers.
-
-
Quarterly Journal of Economics (QJE) [UK],
- Now at Oxford Universty Press.
.
RePEc via IDEAS [US] and via
EconPapers. Old references via MIT press QJE at IDEAS
Oldest professional journal of economics in the English language.
Back issues online available via JSTOR (1886-...).
High Impact factor SCI/SSCI in 2007
-
- Quantitative Marketing and Economics (QME) [DE]
- Full text available. Started in 2003.
Full text via IngentaConnect (2003-...).
R (toc journals)
RJE |
RSUE |
RAPS
|
RED |
ReStat |
ReStud |
RoF |
RFS |
RQFA |
RdE |
ReBraPe
-
RAND Journal of Economics (RJE) [US],
[Wiley-Blackwell] ,
[US Wiley]
-
Formerly Bell Journal. Industrial Organization (and Econometrics). Available online since 2003. At Wiley-Blackwell since 2007.
RJE (1984-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
Back issues online available via JSTOR (1984-...).
-
Regional Science and Urban Economics (RSUE) ,
[US Sciencedirect],
[UK Ingenta]
- Full text available for subscribers. For Spatial Econometrics.
RSUE (19753-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
- Review of Asset Pricing Studies (RAPS) [UK]
,
- First issue appeared (2011). Editor: Wayne Ferson Full text available for subscribers. Journal of the Society for Financial Studies like RFS
-
Review of Economic Dynamics (RED) [US],
[US Sciencedirect].
- Also via
Ingenta [UK].
Elsevier.
Journal of the Society for Economic Dynamics (SED),
(formerly: Society for Economic Dynamics and Control),
Application of Economic (RBC, Dynamic General
Equilibrium) Theory. Empirical Papers as well.
RED (1998-...) in RePEc: Abstracts, table of contents (and full text for subscribers) via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
-
-
Review of Economics and Statistics (REStat) [US]
- Also via
RePEc via IDEAS [US],
EconPapers,
Back issues online available via JSTOR (1919-...).
-
Review of Economic Studies (ReStud) [Wiley-Blackwell],
[US Wiley]
,
,
[ABI US],
,
[UK Ingenta]
-
Review of Economic Studies Home Page with cumulative index 1933-20... Journal of the Society for Economic Analysis Ltd (SEAL).
ReStud (1969-...) in RePEc: Abstracts and table of contents via RePEc in IDEAS [US],
EconPapers [SE] .
Back issues online available via JSTOR (1933-...).
The Review of Economic Studies organizes a yearly European meeting to bring
together graduating Ph.D. students from North America and Europe.
High Impact factor SCI/SSCI in 2007
-
Review of Finance (RoF) [BE]
- Springer website [DE]
Formerly: European Finance Review.
Journal of the European Finance Association (EFA)
-
Review of Financial Studies (RFS) [UK]
- Full text. Abstracts freely available online, also via
RePEc via IDEAS [US],
EconPapers [SE], and
Ingenta [UK].
Journal of the The Society of Financial Studies (SFS) .
Back issues online available via JSTOR (1988-...).
Review of Quantitative Finance and Accounting (RQFA) [DE]
- Full text online for subscribers. Also publishes papers of Annual conferences on financial economics and accounting.
Also via
Ingenta [UK]
-
Revista Brasileira de Probabilidade e Estatística (REBRAPE) [BR]
- See Brazilian Journal of Probability and Statistics
-
Revista de Econometria (RdE) [BR]
- Brazilian Review of Econometrics.
S (toc journals)
-
Sankhya |
|
SJOS |
SJPE |
SCI |
SSCI |
SEE |
SER |
SMA |
| SMij |
Stat |
StatSci |
StatSini |
SN |
SCJ |
SPL |
SPA |
SCED |
SEM |
SNDE |
SJES
-
Sankhya [IN], Indian Journal of Statistics
- Full text available.
Back issues online available via JSTOR (2003-...)
JSTOR Sankhya Series A (1961-2002),
JSTOR Sankhya Series B (1960-2002),
JSTOR Sankhya (1940-1960)
.
-
Scandinavian Journal of Statistics (SJOS) [Wiley-Blackwell],
[US Wiley],
-
Full text for subscribers.
- Science Citation Index Expanded (SCI) Thomson Reuters Scientific [US]
- Part of Web of Science. Lists Econometrics Journal starting 2005.
-
Scottish Journal of Political Economy (SJPE) [Wiley-Blackwell],
[US Wiley]
,
- Full text online for subcribers. Also via
Ingenta [UK].
SJPE (1969-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
Abstracts, table of contents (and recent issues full text for subscribers).
Applied econometrics. International Authorship. Micro. Macro. Labour. Monetary. IO. International. Finance.
- Significance Magazine
,
- Website updated "daily". Joint online publication of te American Statistical Association (ASA) and the Royal Statistical Society (RSS)
- Finance & the Economy
- Official Statistics
-
Social Sciences Citation Index (SSCI) Institute for Scientific Information (ISI) [US]
- Now part of Web of Science With extensive (1700)
searchable lists of (citation) journals with ISSN codes .
SSCI list 2010 in .pdf format.
ISI is part of
Science Thomson Reuters. Lists Econometrics Journal starting 2005.
-
Spanish Economic Review (SER) [DE]
- International journal of the Asociación Española de Economía (AEE)/Spanish Economic Association (SEA).
Abstracts available. Includes econometrics articles. Electronic. Full-text for subscribers. Spanish name: Revista Española de Economía (REE).
- Spatial Economic Analysis (SEA) [UK]
- Table of Contents. Spatial data analysis and data visualisation using Geographic Information Systems (GIS), spatial econometrics. International Journal of the
Regional Studies Association. and the British and Irish Section of the Regional Science Association.
- Statistical Methods and Applications (SMA) [DE]
.
- Full text online for subscribers. Journal of the Italian Statistical Society (SIS)
.
SMA (2007-...) in RePEc: Tables of contents via RePEc in IDEAS [US] and EconPapers [SE]
- Statistical Modelling: an international Journal (SMIJ) [UK]
- Free full text online (2006) at Sage publishers
.
Journal started 2001 for developments, extensions, and applications in statistical modelling.
www.statmod.org
at Social Science Methods Group Universität Innsbruck [AT].
Multidisciplinary in nature, promoting the cross-fertilization of ideas between substantive research areas.
Free Data and code archive Statistical Modelling (Datasets/Additional Material)
-
Statistics (Stat) [UK]
- ToC. Full text online for subcribers
-
Statistical Science (StatSci) [US]
- Full text for subscribers. Official journal of the Institute of Mathematical Statistics
Back issues online available via JSTOR (1986-...)
-
Statistica Neerlandica (SN) [Wiley-Blackwell],
[US Wiley]
,
-
Full text also via
Ingenta [UK],
SN (2000-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
.
-
Statistica Sinica (StatSin) [TW]
- Full text online for subscribers. Older articles full text online for all.
-
Statistics and Computing Journal (SCJ) [DE]
-
Computer intensive methods. Simulation based statistics. Data mining. Software reviews.
-
Statistics and Probability Letters (SPL) ,
[US ScienceDirect],
[UK Ingenta]
- Full text. Note: 5 volumes, 20 issues per year.
-
Stochastic Processes and their Applications (SPA) ,
[US ScienceDirect],
[UK Ingenta]
- Full text. Note: 6 volumes, 12 issues per year.
-
Structural Change and Economic Dynamics (SCED) ,
[US ScienceDirect],
[UK Ingenta]
- Abstracts and search facility available.
SCED (1990-...) in RePEc via RePEc in IDEAS [US] and RePEc in EconPapers [SE]
Abstracts, table of contents (and full text subscribers).
Register your own articles via RePEc author service
-
Structural Equation Modeling (SEM) [US]
- Full text online (2000-) via leaonline.com.
An Erlbaum journal (Lawrence Erlbaum Associates).
Factor analysis and SEM applications in all disciplines. Softare reviews AMOS, LISREL, EQS, Mplus,
SAS, Statistica.
High Impact factor SCI/SSCI in 2007
-
(Journal for) Studies in economics and econometrics (SEE) [ZA]
- ( Tydskrif vir) Studies in ekonomie en ekonometrie. Stellenbosch [ZA]: Buro vir Ekonomiese Ondersoek. [1977-]. ISSN: 0379-6205.
Available through Bureau for Economic Research (BER). Table of contents Only for subcribers.
-
Studies in Nonlinear Dynamics and Econometrics (SNDE) [US]
- Publisher since 2002: Berkeley Electronic Press.
Tables of contents and abstracts free for all also in
RePEC via IDEAS [US] and
EconPapers [SE]
-
-
Swiss Journal of Economics and Statistics (SJES) [CH]
-
Table of Contents and Abstracts available.
Table of contents and abstracts (2004-...) in RePEC via IDEAS
and via EconPapers.
T (toc journals)
-
Technometrics [US],
[ABI US]
- Full text. Journal of the American Statistical Association (ASA) and the American Society for Quality (ASQ).
Also via
Full text at pubs.amstat.org [US]
.
Back issues online available via JSTOR (1959-...)
-
-
TEST [DE] Journal of the Spanish Statistical Society
- Full text online. English statistical journal of the
Spanish Sociedad Española de Investigación Operativa (SEIO) [ES]
, Formerly: Trabajos de Estadística
TEST (1992-...) in RePEc: Tables of contents via RePEc in IDEAS [US] and EconPapers [SE]
- The American Statistician (TAS)
- See above
-
Transportation Research B (TR B) ,
[US ScienceDirect],
[UK Ingenta]
-
Full text. Discrete Choice Econometrics methods, decision science and OR.
TR B (1979-...) in RePEc: Tables of contents via RePEc in IDEAS [US] and EconPapers [SE]
W (toc journals)
-
Web of Knowledge (WOK) and Web of Science (WOS) [US] ,
- Link for university subscribers.
With the July 2011 release of Web of Knowledge, you can send publications directly to your ResearcherID My Publications list from any search results.
www.researcherid.com
allows you to gather publications and automatically check citations.
WOS combines Social Sciences Citation Index,
Science Citation Index,
and JCR.
Web interface and functionality allows to construct rankings like:
Top 20 articles JoE 1980-2006
,
Top 25 authors JoE 1980-2004.
Direct links to full text journal articles in for subscribers.
Free searchable master list of journals available.
Web of Science contains abtracts
of Science Magazine articles
A | B |
C | E |
F |
G |
I |
J | L |
N |
O |
P |
R |
S |
T |
U |
W
A (toc journal lists)
-
Articlefinder by Infotrieve [US]
- Effective Free Search for titles, authors, abstracts of 30,000 journals, including Econometrics Journals
-
- Association of Research Libraries (ARL) [US]
- Published by Directory of Electronic Journals, Newsletters and Academic Discussion Lists with online access for subscribers
B (toc journal lists)
-
Ted Bergstrom lists of prices of economic journals [US]
- Prices per page, submission fees etc.
-
BIDS (Ingenta) journal lists [UK]
- BIDS, (Bibliographic services for the UK Higher Education community) provides online access to Academic Press, Blackwell, Elsevier, OUP, Taylor and Francis, Wiley Journals for UK universities.
See also Ingenta direct full text access list
- Synergy (Blackwell) moved to Wiley Interscience July 2008, to Wiley Onlinelibrary 2010
-
Bodleyan library [UK]
- Oxford University's library has an extensive list of full-text electronic journals (available on-line in Oxford) with useful links to publishers
C (toc journal lists)
-
CiteUlike journal list
- 11421 journals and books abstracted, including EctJ (Feb 2008), JoE(Mar 2004) and JFEct(Mar 2004)
- Limited interest for articles with econometrics tags.
- Part of CiteUlike.org providing citation management tools by Richard Cameron and Kevin Emamy.
Described in Citeulike: A Researcher's Social Bookmarking Service (2007)
CiteUlike is a free Web-based tool to help scientists, researchers and academics store, organise,
share and discover links to academic research papers.
Import and export references to bibtex and
Endnote.
-
CIS Master list of Serials [US]
- List of core journals (2001) of Current Index to Statistics.
-
Econometrics journal selection Econometrics Journal online
- On this site!
E (toc journal lists)
-
- Eigenfactor.org
- All journals with Thomson Reuters ISI citation scores
- Eigenfactor and Article Influence Rankings time series 1997-2009 by Jevin D. West, Carl T. Bergstrom, Ben Althouse, Martin Rosvall and Ted C. Bergstrom (UW)
- Statistics & Probability Journals in ISI with time series 1997-2009
- Economics Journals in ISI
- Business & Finance Journals ISI
- Operations Research & Management Journals ISI
- Transportation Journals ISI
- Psychology Journals ISI
- Neuroscience Journals ISI
-
-
EBSCO list of electronic journals [US]
- US journal aggregator
-
Elsevier.com Economics and Finance ,
-
Searchable database with bibliographic info on Full text Elsevier Journals in Econometrics, Economics and Finance, i.
a. JoE, JEF, JIE, IJF, EER, EL,
JEDC, JFE, JHE, JME.
Note: Elsevier Econbase and Elsevier Econworld defunct since 2005.
-
EconLit journal list [US]
-
List of Economic Journals covered in EconLit. Part of AEAWeb. The Electronic journals list
has links to publishers.
Econlit for AEA Members (2007)
- Editorial Express list [US]
- Academic econometric and economic society journals served by Web based Editorial Tracking Software>
F (toc journal lists)
-
- Finance Publications list
- From the Financial Management Association International
G (toc journal lists)
-
- Google Scholar
.
- Fast and simple Google search for online articles and citations in different journal lists
.
Interesting lists for econometrics: RePEc, Ingenta, Wiley Interscience and (former) Blackwell-Synergy,
OUP, Econometric Society.
Examples: Google Scholar Search for Engle
for Robert Engle.
Google Scholar finds 14300 references to Cointegration and Error Correction: Representation, Estimation and Testing.
131,000 references with Econometrics an Financial Markets.
I (toc journal lists)
-
Ingenta (IngentaConnect) full text Journal links
- Long list: 29,500 journals. 824 in Economics and Business,
281 in Mathematics and Statistics.
Standard access via ingenta.com full text journals.
Free for academic subscribers. Pay by creditcard for others. Also via BIDS [UK].
Formerly: Ingenta Select [UK],
[US], (formerly Catchword online journals, taken over by Ingenta)
journals, i.a. American Statistical Association (JASA, JBES, Technometrics,
MIT press (QJE, ReStat) and Taylor and Francis (Routledge:
AFE, EJF, JAS)
- ISI Master Journal List (renamed in 2005)
- The influential Institute for Scientific Information list is now called
Thomson Scientific Master Journal List (2005).
J (toc journal lists)
- JSTOR [US]
-
JSTOR publishes academic journals online (i.a. former U chicago press journals). Traditionally, the back issues of leading journals are available online via
JSTOR [US],
2115 US and 2275 non-US institutions participate.
JSTOR alphabetical journal list with ISSN and links to JSTOR journals (Mar 2008)
-
John Kane's economic journal list
- Very extensive. Links to electronic publishers. 993 links (Mar 2008)
L (toc journal lists)
-
Library of the Congress (LOC) [US]
- Largest library in the world with free online access
N (toc journal lists)
-
- NewJour [US]
- Internet list for
new journals and newsletters available on the Internet, owned by
Ann Shumelda Okerson (Yale University) and James J. O'Donnell (University of Pennsylvania)
O (toc journal lists)
-
-
OCLC Electronic Journals, Electronic Publisher, Electronic Distributors [US]
-
The Online Computer Library Center's (OCLC)
Searchable, browsable and sortable List by OCLC Online Computer Library Center, FirstSearch.
OCLC |PICA works with
a major European library IT organization. In connection with Sisis [DE]
.
P (toc journal lists)
-
Probability and Statistics Journals on the Web [US]
- From UCLA Department of Statistics
-
ProQuest Databases [US]
- Bell and Howell (UMI) ProQuest databses include ABI/INFORM and UMI Dissertations [US]
R (toc journal lists)
- Rankings of Econometrics Journals [NL]
- (S)SCI JCR rankings of Econometrics Journals
Contains rankings by impact factors of Econometrics related journals in the ISI database
S (toc journal lists)
-
ScienceDirect list of Economics, Econometrics and Finance Journals
- Elsevier's journal list full text online with direct links to references.
-
- Scopus (Elsevier)
- For subsribers only. Search for online articles and citations in different journal lists.
Specializes in citation analysis. Results ranked by Source Title, Author Name, Year.
Sciverse Scopus pulications. 25000 journals (Nov 2007).
-
Scirus search engine
- Free search engine for all scientific articles (by journal, author, keyword, ISSN) from Elsevier and scientific web sources
-
Stata Statistical Journals lists [US]
- Simple link list, but well maintained
-
Statistical Science Web Journal lists [AU],
- Gordon Smyth's (StatWeb) best known and updated lists of statistical journals
- Silverlinker [US]
- Taken over by Ovid in 2003
- SwetsWise (Swets Blackwell) [US]
-
SwetsWise Publication list (2005) 5500 full text titles.
.
Formerly: SwetNet (Navigator).
Direct Full text Access to e.g. AISM, AFE, Biometrika,
EJ, EctJ, ET, EJF, GER,
IER, IRF, JF,
JRSS A, JRSS B, JRSS C,
JTSA, Math.Fin.,
OBES, QJE, RED, ReStat,
RFQA,
Stat.Neer., SEM
T (toc journal lists)
- Science Thomson Reuters Master Journal List
- The influential Thomson Scientific (ISI) Master Journal List (2005), formerly: Institute for Scientific Information (ISI) list.
With search options and journal coverage changes. This list is used for The Thomson Scientific Web of Science,
including the Social Sciences Citation Index, Science Citation Index Expanded and for other indexes like
CompuMath Citation Index, Arts and Humanities Citation Index,
BioSciences Citation Index, Chem Sciences Citation Index, and Clinical Medicine Citation Index.
See Thomson Scientific journals with econometric* in title
U (toc journal lists)
-
Ulrichsweb.com [US]
- Bowker's Ulrichsweb. Only for subscribers. Professional Periodicals Directory for librarians.
Most comprehensive directory of Research Journals.
W (toc journal lists)
-
WebEc List of Economics Journals on the net [FI],
- Lauri Saarinen's list of economics economics journals is no longer updated (2007) . Includes list of journal lists for related areas.
See the Econometric rankings Econometric Links Econometrics Journal for details.
Back to Econometric Links Econometrics Journal |
software |
text books |
book publishers |
rankings |
Site Map |
Search
[Access the Online Journal] |
[RES Website]
Last change in this document July 4, 2012 by Marius Ooms
. Last check (1300) links September 12, 2011.