Journal of Econometrics

{{Infobox journal

| title = Journal of Econometrics

| cover =

| editor = Michael Jansson, Aureo de Paula

| discipline = Econometrics

| abbreviation = J. Econom.

| mathscinet = J. Econometrics

| publisher = Elsevier

| country =

| frequency = Monthly

| history = 1973–present

| openaccess =

| license =

| impact = 9.9

| impact-year = 2023

| website = http://www.elsevier.com/locate/jeconom

| link2 = http://www.sciencedirect.com/science/journal/03044076

| link2-name = Online archive

| OCLC = 1788577

| LCCN = 73646127

| CODEN = JECMB6

| ISSN = 0304-4076

| eISSN = 1872-6895

}}

The Journal of Econometrics is a monthly peer-reviewed academic journal covering econometrics. It was established in 1973.{{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}} The editors-in-chief are Michael Jansson (University of California Berkeley) and Aureo de Paula (University College London).{{Cite web |title=Editorial Board |website=Journal of Econometrics |publisher=Elsevier |url=https://www.sciencedirect.com/journal/journal-of-econometrics/about/editorial-board |access-date=2024-12-24}} According to the Journal Citation Reports, the journal has a 2023 impact factor of 9.9.{{cite book |year=2024 |chapter=Journal of Econometrics |title=2023 Journal Citation Reports |publisher=Clarivate |edition=Social Sciences |via=Web of Science |title-link=Journal Citation Reports}}

The journal covers work dealing with estimation and other methodological aspects of the application of statistical inference to economic data, as well as papers dealing with the application of econometric techniques to economics.

Unusually among journals the title of Fellow of Journal of Econometrics is offered to anyone publishing four or more articles in the Journal.Maasoumi, E. (1992). Fellow's opinion: rules of thumb and pseudo-science. Journal of Econometrics, 53(1-3), 1-4.