The econometrics journal by Royal Economic Society, London

Scholarly Impact of Core Econometrics Journals: A Catalog and Citations-Based Ranking by Franklin G. Mixon, Jr., Kamal P. Upadhyaya

“…Our investigation reveals that about one-half of all core econometrics journals publish in an online format only, while the others publish both online and in-print. …”
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Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc by Chia-Lin Chang, Michael McAleer

“…The paper focuses on the robustness of rankings of academic journal quality and research impact of 10 leading econometrics journals taken from the Thomson Reuters ISI Web of Science (ISI) Category of Economics, using citations data from ISI and the highly accessible Research Papers in Economics (RePEc) database that is widely used in economics, finance and related disciplines. …”
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Non-parametric Bayesian inference of strategies in repeated games by Kleiman-Weiner, Max, Tenenbaum, Joshua B., Zhou, Penghui

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Using PC-NAIVE in Teaching Econometrics. by Hendry, D

On the Formulation of Empirical Models in Dynamic Econometrics. by Hendry, D, Richard, J

Present Position and Potential Developments: Some Personal Views: Time-Series Econometrics. by Hendry, D

Debiased machine learning of global and local parameters using regularized Riesz representers by Chernozhukov, Victor, Newey, Whitney K, Singh, Rahul

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Posterior inference in curved exponential families under increasing dimensions by Belloni, Alexandre, Chernozhukov, Victor V

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EGC: Sparse covariance estimation in logit mixture models by Aboutaleb, Youssef M, Danaf, Mazen, Xie, Yifei, Ben-Akiva, Moshe E

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Limit theorems for bipower variations in financial econometrics by Barndorff-Nielsen, O, Graversen, S, Jacod, J, Shephard, N

Multilayer network analysis of oil linkages by Casarin, Roberto, Iacopini, Matteo, Molina, German, ter Horst, Enrique, Espinasa, Ramon, Sucre, Carlos, Rigobon, Roberto

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Limit Theorems for Bipower Variation in Financial Econometrics. by Barndorff-Nielsen, O, Graversen, S, Jacod, J, Shephard, N

Limit theorems for bipower variations in financial econometrics. by Barndorff-Nielsen, O, Graversen, S, Jacod, J, Shephard, N

The Encompassing Implications of Feedback versus Feedforward Mechanisms in Econometrics. by Hendry, D

A Window on Econometrics. by Hendry, D, Doornik, J

Evaluating PcGets and RETINA as Automatic Model Selection Algorithms. by Castle, J

“…RETINA's Matlab implementation of the code is explained, then the program is compared with PcGets on the data in Perez-Amaral, Gallo and White (2005, Econometric Theory, Vol. 21, pp. 262-277), "A Comparison of Complementary Automatic Modelling Methods: RETINA and PcGets", and Hoover and Perez (1999, Econometrics Journal, Vol. 2, pp. 167-191), "Data Mining Reconsidered: Encompassing and the General-to-specific Approach to Specification Search". …”

The use of structural models in econometrics by Low, H, Meghir, C

High dimensional problems in econometrics by Carrasco, Marine, Gonçalves, Silvia, Renault, Eric, Chernozhukov, Victor V

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Double/debiased machine learning for treatment and structural parameters by Chetverikov, Denis, Hansen, Christian, Robins, James, Chernozhukov, Victor V, Demirer, Mert, Duflo, Esther, Newey, Whitney K

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