Journal of Applied Econometrics

Aims and Scope

The Journal of Applied Econometrics is a bi-monthly international journal which publishes articles of high quality dealing with the application of existing as well as new econometric techniques to a wide variety of problems in economics and related subjects, covering topics in measurement, estimation, testing, forecasting, and policy analysis. The emphasis is on the careful and rigorous application of econometric techniques and the appropriate interpretation of the results. The economic content of the articles is stressed.

A special feature of the Journal is its emphasis on the replicability of results by other researchers. To achieve this aim, authors are expected to make available a complete set of the data used as well as any specialised computer programs employed through a readily accessible medium, preferably in a machine-readable form. The use of microcomputers in applied research and transferability of data is emphasised. The Journal also features occasional sections of short papers re-evaluating previously published papers.

The intention of the Journal of Applied Econometrics is to provide an outlet for innovative, quantitative research in economics which cuts across areas of specialisation, involves transferable techniques, and is easily replicable by other researchers. Contributions that introduce statistical methods that are applicable to a variety of economic problems are actively encouraged. The Journal also aims to publish review and survey articles that make recent developments in the field of theoretical and applied econometrics more readily accessible to applied economists in general.

Readership

Economists · econometricians · statisticians · operations researchers · forecasters · financial analysts

For more information on the Journal of Applied Econometrics visit the journal home page at www.interscience.wiley.com/journal/jae

Read the full text of these top articles now!

Applied econometrics rankings: 1989-1995
Jushan Bai and Pierre Perron

Computation and analysis of multiple structural change models
Jushan Bai and Pierre Perron

Mixed MNL models for discrete response
Daniel McFadden and Kenneth Train

Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity
Professor Jeffrey M. Wooldridge

Counterfactual decomposition of changes in wage distributions using quantile regression
Professor José A. F. Machado, José Mata