Econometric Theory

Econometric Theory

ISSNs: 0266-4666

Additional searchable ISSN (Electronic): 1469-4360

Cambridge University Press, United Kingdom

Scopus rating (2022): CiteScore 2.3 SJR 1.638 SNIP 1.844

Journal

Journal Metrics

Research Output

  1. 2022
  2. Published

    Instrumental Variable Estimation of Structural Var Models Robust to Possible Nonstationarity

    CHENG, X., HAN, X. & INOUE, A., Oct 2022, In: Econometric Theory. 38, 5, p. 845-874

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 1
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  3. 2015
  4. Published

    Tests for parameter instability in dynamic factor models

    Han, X. & Inoue, A., Oct 2015, In: Econometric Theory. 31, 5, p. 1117-1152

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 59
    Check@CityULib
  5. 2004
  6. Published

    On the properties of the t- and F-ratios in linear regressions with nonnormal errors

    Qin, H. & Wan, A. T. K., Aug 2004, In: Econometric Theory. 20, 4, p. 690-700

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 7
    Check@CityULib
  7. 1997
  8. Published

    Bandwidth selection, prewhitening, and the power of the Phillips-Perron test

    Cheung, Y. & Lai, K. S., 1997, In: Econometric Theory. 13, 5, p. 679-691

    Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

    Scopus citations: 16
    Check@CityULib