Econometric Theory

{{This|the journal|the scientific discipline|Econometrics}}

{{confused journal|journal=Economic Theory|iso=Econ. Theory}}

{{Use dmy dates|date=April 2022}}

{{Infobox journal

| title = Econometric Theory

| image = Econometric_Theory_vol_39_no_6_cover.jpg

| abbreviation = Econom. Theory

| mathscinet = Econometric Theory

| discipline = Econometrics

| editor = Peter Phillips

| publisher = Cambridge University Press

| history = 1985–present

| frequency = Bimonthly

| impact = 2.72{{Cite web|title=Econometric Theory|website=resurchify.com|url=https://www.resurchify.com/impact/details/28464|access-date=2021-06-06}}

| impact-year = 2021

| website = http://korora.econ.yale.edu/et/index.htm

| link1 = http://journals.cambridge.org/action/displayIssue?jid=ECT&tab=currentissue

| link1-name = Online access

| link2 = http://journals.cambridge.org/action/displayBackIssues?jid=ECT

| link2-name = Online archive

| ISSN = 0266-4666

| eISSN = 1469-4360

| OCLC = 45127709

}}

Econometric Theory is an economics journal specialising in econometrics, published by Cambridge Journals.[http://journals.cambridge.org/action/displayJournal?jid=ECT Econometric Theory on the Cambridge Journals website.] Its current editor is Peter Phillips.{{Cite web|title=Welcome to Econometric Theory|url=http://korora.econ.yale.edu/et/index.htm|access-date=2021-06-06|website=korora.econ.yale.edu}} It is one of the main econometrics journals.

The journal was founded against a backdrop of strong growth in econometrics research in 1985.{{Cite journal|last=Gagliardini|first=Patrick|date=2007|title=Challenges in the teaching of econometrics: the lesson of Pietro Balestra|url=https://www.cairn.info/revue-d-economie-politique-2007-3-page-431.htm|journal=Revue d'économie politique|volume=117|issue=3 |pages=431–439|doi=10.3917/rep.173.0431 |doi-access=free}} At the time of its foundation, a main goal was to support theoretical developments in econometrics. Whereas many early articles focused exclusively on theory, disregarding practical applications, it became standard practice to include empirical illustrations or simulations in recent decades.{{Cite journal|last=Phillips|first=Peter C. B.|date=2009|title=Editorial: Econometric Theory and Practice|journal=Econometric Theory|volume=25|issue=3|pages=583–586|doi=10.1017/S0266466608090178 |jstor=20532457 |s2cid=15213441 |issn=0266-4666|doi-access=free}}