Econometric Theory

Editor: Peter C.B. Phillips

Econometric Theory is the leading international journal dedicated to advancing theoretical research in econometrics. The journal provides an authoritative outlet for original contributions in all of the major areas of econometrics. ET fosters multidisciplinary features of econometrics that extend beyond economics. Particularly welcome are articles that promote original econometric research in relation to mathematical finance, stochastic processes, statistics, and probability theory, as well as computationally intensive areas of economics such as modern industrial organization and dynamic macroeconomics. Contributions that exposit methodological and technical advances in these fields and that illustrate their potential in econometric research are actively encouraged. Articles that unify earlier econometric work either in productive ways or by the use of more elegant methods lie within the scope of the Journal. In recognition of the interface between theory and practice in modern econometric research, ET encourages submissions that promote best practice econometrics by demonstrating new theory in conjunction with the practical implementation of theory. As well as articles that embody original theoretical research, the journal publishes historical studies on the evolution of econometric thought. Econometric Theory broke new ground in economics and statistics by initiating a continuing Interview Series with preeminent scholars in these disciplines. ET Interviews provides a complete list of interviews in this Series.

     Econometrics; International Economics & Trade; International Finance; Macro Economics

     Graduate students in economics, finance and statistics
     Business studies students and teachers
     Government departments of statistics
     Government departments of economic affairs
     Government statisticians
     Government economists
     Engineers and time series analysts

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Cambridge University Press