The Econometrics Journal

Cover image for Vol. 21 Issue 1

Edited By: Managing Editor: Jaap Abbring Co-Editors: Victor Chernozhukov, Michael Jansson, Dennis Kristensen & John Rust Deputy Managing Editor: Tobias Klein

Impact Factor: 0.513

ISI Journal Citation Reports © Ranking: 2016: 42/49 (Social Sciences Mathematical Methods); 86/100 (Mathematics Interdisciplinary Applications); 102/124 (Statistics & Probability); 271/347 (Economics)

Online ISSN: 1368-423X

Associated Title(s): The Economic Journal

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2015 Impact Factor: 1.116

The 2015 Impact Factor for The Econometrics Journal is 1.116

The Denis Sargan Econometrics Prize


The Econometrics Journal on behalf of the Royal Economic Society is pleased to announce The Denis Sargan Econometrics Prize.

The prize is awarded for the best (unsolicited) article published in The Econometrics Journal in a given year by anyone who is within five years of being awarded their doctorate. An honorarium of £1000 is awarded to the winning author.

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Access this year's winning paper:
Validity of Edgeworth expansions for realized volatility estimators
K. Ulrich Hounyo and Bezirgen Veliyev

Accepted Papers

Articles are accepted and published online prior to their ultimate inclusion in a print or online issue of The Econometrics Journal. To read these articles, please click here.