Since its inception Eonometric Theory has aimed to endow econometrics with an innovative and authorative journal dedicated to advance theoretical research in econometrics. It provides a centralized professional outlet for original theoretical contributions in all of the major areas of econometrics and seeks to foster the multidisciplinary features of econometrics that extend beyond the subject of economics.

Among the many aspects of econometrics to come within the scope of ET are the statistical theory of estimation, testing, prediction and decision procedures in traditionally active areas of research such as linear and nonlinear modelling, simultaneous equations theory, time series, studies of robustness, nonparametric methods, inference under misspecification, finite sample econometrics, limited dependent variable models, the treatment of panel data, and models of discrete choice. ET will provide a receptive arena for theoretical studies that open up new fields of research in econometrics and whose application potential is on a longer term horizon. particularly welcome are papers that promote original econometric reserch in relation to modern developements in mathematical statistics and probability theory. Contributions that exposit methothological 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 also lie within the scope of the Journal.

As well as articles that embody original theoretical research, ET publishes historical studies on the evolution of econometric thought and interviews with the subject's leading scholars. ET also serves an educational role by the inclusion of a "Notes, Problems and Solutions" series and by the publication of pedagogical papers that deal explicitly with educational issues.