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The Econometrics Journal was established in 1998 by the Royal Economic Society to promote the general advancement and application of econometric methods and techniques to problems of relevance to modern economics.
Panel DataEconomic SocietySemiparametric EstimationFinite Sample PropertiesInstrumental VariableGeneralized Method of MomentsData ModelsAsymptotic NormalityTest StatisticsStochastic VolatilityEstimatorNull HypothesisLimiting DistributionsQuantile RegressionTreatment EffectsAsymptotic TheoryParametric EstimationMaximum LikelihoodTest StatisticUnobserved Heterogeneity
The Econometrics Journal was established in 1998 by the Royal Economic Society to promote the general advancement and application of econometric methods and techniques to problems of relevance to modern economics.