Journal of Econometrics
Encyclopedia
The Journal of Econometrics is a leading scholarly journal in econometrics
Econometrics
Econometrics has been defined as "the application of mathematics and statistical methods to economic data" and described as the branch of economics "that aims to give empirical content to economic relations." More precisely, it is "the quantitative analysis of actual economic phenomena based on...

. It was first published in 1973. Its current editors are A.R. Gallant, J.F. Geweke, C. Hsiao, and P.M. Robinson.

The journal publishes work dealing with estimation and other methodological aspects
Methodology of econometrics
The methodology of econometrics is the study of the range of differing approaches to undertaking econometric analysis.Commonly distinguished differing approaches that have been identified and studied include:* the Cowles Commission approach...

of the application of statistical inference to economic data, as well as papers dealing with the application of econometric techniques to economics.

The journal also publishes a supplement to the Journal of Econometrics which is called "Annals of Econometrics". Each issue of the Annals includes a collection of papers on a single topic selected by the editor of the issue.

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