Since its inception Econometric Theory
has aimed to endow econometrics with an innovative 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
all fields of research in econometric theory fall within the scope of
ET. In addition, ET fosters
the 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, ET publishes historical studies on the evolution of
econometric thought and interviews with the subject's leading scholars.