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Example of Econometrica format Example of Econometrica format Example of Econometrica format Example of Econometrica format Example of Econometrica format Example of Econometrica format
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Example of Econometrica format Example of Econometrica format Example of Econometrica format Example of Econometrica format Example of Econometrica format Example of Econometrica format
Sample paper formatted on SciSpace - SciSpace
This content is only for preview purposes. The original open access content can be found here.
open access Open Access
recommended Recommended

Econometrica — Template for authors

Publisher: Wiley
Categories Rank Trend in last 3 yrs
Economics and Econometrics #34 of 661 down down by 24 ranks
journal-quality-icon Journal quality:
High
calendar-icon Last 4 years overview: 257 Published Papers | 2039 Citations
indexed-in-icon Indexed in: Scopus
last-updated-icon Last updated: 11/06/2020
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Related Journals

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CiteRatio: 4.8
SJR: 0.942
SNIP: 1.435
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CiteRatio: 5.9
SJR: 5.062
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CiteRatio: 2.0
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CiteRatio: 3.6
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Journal Performance & Insights

Impact Factor

CiteRatio

Determines the importance of a journal by taking a measure of frequency with which the average article in a journal has been cited in a particular year.

A measure of average citations received per peer-reviewed paper published in the journal.

3.992

7% from 2018

Impact factor for Econometrica from 2016 - 2019
Year Value
2019 3.992
2018 4.281
2017 3.75
2016 3.379
graph view Graph view
table view Table view

7.9

2% from 2019

CiteRatio for Econometrica from 2016 - 2020
Year Value
2020 7.9
2019 8.1
2018 7.9
2017 8.7
2016 8.6
graph view Graph view
table view Table view

insights Insights

  • Impact factor of this journal has decreased by 7% in last year.
  • This journal’s impact factor is in the top 10 percentile category.

insights Insights

  • CiteRatio of this journal has decreased by 2% in last years.
  • This journal’s CiteRatio is in the top 10 percentile category.

SCImago Journal Rank (SJR)

Source Normalized Impact per Paper (SNIP)

Measures weighted citations received by the journal. Citation weighting depends on the categories and prestige of the citing journal.

Measures actual citations received relative to citations expected for the journal's category.

16.7

15% from 2019

SJR for Econometrica from 2016 - 2020
Year Value
2020 16.7
2019 14.563
2018 17.635
2017 19.932
2016 14.858
graph view Graph view
table view Table view

5.299

9% from 2019

SNIP for Econometrica from 2016 - 2020
Year Value
2020 5.299
2019 4.852
2018 4.885
2017 4.674
2016 4.242
graph view Graph view
table view Table view

insights Insights

  • SJR of this journal has increased by 15% in last years.
  • This journal’s SJR is in the top 10 percentile category.

insights Insights

  • SNIP of this journal has increased by 9% in last years.
  • This journal’s SNIP is in the top 10 percentile category.
Econometrica

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Wiley

Econometrica

Econometrica publishes original articles in all branches of economics - theoretical and empirical, abstract and applied, providing wide-ranging coverage across the subject area. It promotes studies that aim at the unification of the theoretical-quantitative and the empirical-q...... Read More

Economics and Econometrics

Economics, Econometrics and Finance

i
Last updated on
10 Jun 2020
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ISSN
0012-9682
i
Impact Factor
Very High - 4.451
i
Open Access
Yes
i
Sherpa RoMEO Archiving Policy
Green faq
i
Plagiarism Check
Available via Turnitin
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Endnote Style
Download Available
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Bibliography Name
apa
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Citation Type
Numbered
[25]
i
Bibliography Example
Beenakker, C.W.J. (2006) Specular andreev reflection in graphene.Phys. Rev. Lett., 97 (6), 067 007. URL 10.1103/PhysRevLett.97.067007.

Top papers written in this journal

open accessOpen access Book Chapter DOI: 10.1017/CBO9780511609220.014
Prospect theory: an analysis of decision under risk
Daniel Kahneman1, Amos Tversky
01 Mar 1979 - Econometrica

Abstract:

This paper presents a critique of expected utility theory as a descriptive model of decision making under risk, and develops an alternative model, called prospect theory. Choices among risky prospects exhibit several pervasive effects that are inconsistent with the basic tenets of utility theory. In particular, people underwe... This paper presents a critique of expected utility theory as a descriptive model of decision making under risk, and develops an alternative model, called prospect theory. Choices among risky prospects exhibit several pervasive effects that are inconsistent with the basic tenets of utility theory. In particular, people underweight outcomes that are merely probable in comparison with outcomes that are obtained with certainty. This tendency, called the certainty effect, contributes to risk aversion in choices involving sure gains and to risk seeking in choices involving sure losses. In addition, people generally discard components that are shared by all prospects under consideration. This tendency, called the isolation effect, leads to inconsistent preferences when the same choice is presented in different forms. An alternative theory of choice is developed, in which value is assigned to gains and losses rather than to final assets and in which probabilities are replaced by decision weights. The value function is normally concave for gains, commonly convex for losses, and is generally steeper for losses than for gains. Decision weights are generally lower than the corresponding probabilities, except in the range of low prob- abilities. Overweighting of low probabilities may contribute to the attractiveness of both insurance and gambling. EXPECTED UTILITY THEORY has dominated the analysis of decision making under risk. It has been generally accepted as a normative model of rational choice (24), and widely applied as a descriptive model of economic behavior, e.g. (15, 4). Thus, it is assumed that all reasonable people would wish to obey the axioms of the theory (47, 36), and that most people actually do, most of the time. The present paper describes several classes of choice problems in which preferences systematically violate the axioms of expected utility theory. In the light of these observations we argue that utility theory, as it is commonly interpreted and applied, is not an adequate descriptive model and we propose an alternative account of choice under risk. 2. CRITIQUE read more read less

Topics:

Von Neumann–Morgenstern utility theorem (64%)64% related to the paper, Decision field theory (63%)63% related to the paper, Cumulative prospect theory (63%)63% related to the paper, Subjective expected utility (62%)62% related to the paper, Two-moment decision model (61%)61% related to the paper
View PDF
35,067 Citations
open accessOpen access Journal Article DOI: 10.2307/1914185
Prospect theory: analysis of decision under risk
01 Jan 1979 - Econometrica

Topics:

Prospect theory (71%)71% related to the paper, Cumulative prospect theory (68%)68% related to the paper, Description-experience gap (64%)64% related to the paper, Certainty effect (62%)62% related to the paper, Expected utility hypothesis (56%)56% related to the paper
View PDF
27,773 Citations
open accessOpen access Journal Article DOI: 10.2307/1913236
Co-integration and Error Correction: Representation, Estimation and Testing
Robert F. Engle1, Clive W. J. Granger1
01 Mar 1987 - Econometrica

Abstract:

The relationship between co-integration and error correction models, first suggested in Granger (1981), is here extended and used to develop estimation procedures, tests, and empirical examples. If each element of a vector of time series x first achieves stationarity after differencing, but a linear combination a'x is already... The relationship between co-integration and error correction models, first suggested in Granger (1981), is here extended and used to develop estimation procedures, tests, and empirical examples. If each element of a vector of time series x first achieves stationarity after differencing, but a linear combination a'x is already stationary, the time series x are said to be co-integrated with co-integrating vector a. There may be several such co-integrating vectors so that a becomes a matrix. Interpreting a'x,= 0 as a long run equilibrium, co-integration implies that deviations from equilibrium are stationary, with finite variance, even though the series themselves are nonstationary and have infinite variance. The paper presents a representation theorem based on Granger (1983), which connects the moving average, autoregressive, and error correction representations for co-integrated systems. A vector autoregression in differenced variables is incompatible with these representations. Estimation of these models is discussed and a simple but asymptotically efficient two-step estimator is proposed. Testing for co-integration combines the problems of unit root tests and tests with parameters unidentified under the null. Seven statistics are formulated and analyzed. The critical values of these statistics are calculated based on a Monte Carlo simulation. Using these critical values, the power properties of the tests are examined and one test procedure is recommended for application. In a series of examples it is found that consumption and income are co-integrated, wages and prices are not, short and long interest rates are, and nominal GNP is co-integrated with M2, but not M1, M3, or aggregate liquid assets. read more read less

Topics:

Autoregressive model (58%)58% related to the paper, Estimator (57%)57% related to the paper, Unit root (57%)57% related to the paper, Vector autoregression (56%)56% related to the paper, Unit root test (55%)55% related to the paper
View PDF
27,170 Citations
Journal Article DOI: 10.2307/1912934
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
01 May 1980 - Econometrica

Abstract:

This paper presents a parameter covariance matrix estimator which is consistent even when the disturbances of a linear regression model are heteroskedastic. This estimator does not depend on a formal model of the structure of the heteroskedasticity. By comparing the elements of the new estimator to those of the usual covarian... This paper presents a parameter covariance matrix estimator which is consistent even when the disturbances of a linear regression model are heteroskedastic. This estimator does not depend on a formal model of the structure of the heteroskedasticity. By comparing the elements of the new estimator to those of the usual covariance estimator, one obtains a direct test for heteroskedasticity, since in the absence of heteroskedasticity, the two estimators will be approximately equal, but will generally diverge otherwise. The test has an appealing least squares interpretation. read more read less

Topics:

Newey–West estimator (71%)71% related to the paper, Breusch–Pagan test (64%)64% related to the paper, Consistent estimator (62%)62% related to the paper, Estimation of covariance matrices (62%)62% related to the paper, Minimum-variance unbiased estimator (61%)61% related to the paper
25,689 Citations
Journal Article DOI: 10.2307/1912352
Sample Selection Bias as a Specification Error
01 Jan 1979 - Econometrica

Abstract:

Sample selection bias as a specification error This paper discusses the bias that results from using non-randomly selected samples to estimate behavioral relationships as an ordinary specification error or «omitted variables» bias. A simple consistent two stage estimator is considered that enables analysts to utilize simple r... Sample selection bias as a specification error This paper discusses the bias that results from using non-randomly selected samples to estimate behavioral relationships as an ordinary specification error or «omitted variables» bias. A simple consistent two stage estimator is considered that enables analysts to utilize simple regression methods to estimate behavioral functions by least squares methods. The asymptotic distribution of the estimator is derived. read more read less

Topics:

Bias of an estimator (68%)68% related to the paper, Omitted-variable bias (64%)64% related to the paper, Verification bias (63%)63% related to the paper, Selection bias (61%)61% related to the paper, Estimator (60%)60% related to the paper
23,995 Citations
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Econometrica format uses apa citation style.

Automatically format and order your citations and bibliography in a click.

SciSpace allows imports from all reference managers like Mendeley, Zotero, Endnote, Google Scholar etc.

Frequently asked questions

1. Can I write Econometrica in LaTeX?

Absolutely not! Our tool has been designed to help you focus on writing. You can write your entire paper as per the Econometrica guidelines and auto format it.

2. Do you follow the Econometrica guidelines?

Yes, the template is compliant with the Econometrica guidelines. Our experts at SciSpace ensure that. If there are any changes to the journal's guidelines, we'll change our algorithm accordingly.

3. Can I cite my article in multiple styles in Econometrica?

Of course! We support all the top citation styles, such as APA style, MLA style, Vancouver style, Harvard style, and Chicago style. For example, when you write your paper and hit autoformat, our system will automatically update your article as per the Econometrica citation style.

4. Can I use the Econometrica templates for free?

Sign up for our free trial, and you'll be able to use all our features for seven days. You'll see how helpful they are and how inexpensive they are compared to other options, Especially for Econometrica.

5. Can I use a manuscript in Econometrica that I have written in MS Word?

Yes. You can choose the right template, copy-paste the contents from the word document, and click on auto-format. Once you're done, you'll have a publish-ready paper Econometrica that you can download at the end.

6. How long does it usually take you to format my papers in Econometrica?

It only takes a matter of seconds to edit your manuscript. Besides that, our intuitive editor saves you from writing and formatting it in Econometrica.

7. Where can I find the template for the Econometrica?

It is possible to find the Word template for any journal on Google. However, why use a template when you can write your entire manuscript on SciSpace , auto format it as per Econometrica's guidelines and download the same in Word, PDF and LaTeX formats? Give us a try!.

8. Can I reformat my paper to fit the Econometrica's guidelines?

Of course! You can do this using our intuitive editor. It's very easy. If you need help, our support team is always ready to assist you.

9. Econometrica an online tool or is there a desktop version?

SciSpace's Econometrica is currently available as an online tool. We're developing a desktop version, too. You can request (or upvote) any features that you think would be helpful for you and other researchers in the "feature request" section of your account once you've signed up with us.

10. I cannot find my template in your gallery. Can you create it for me like Econometrica?

Sure. You can request any template and we'll have it setup within a few days. You can find the request box in Journal Gallery on the right side bar under the heading, "Couldn't find the format you were looking for like Econometrica?”

11. What is the output that I would get after using Econometrica?

After writing your paper autoformatting in Econometrica, you can download it in multiple formats, viz., PDF, Docx, and LaTeX.

12. Is Econometrica's impact factor high enough that I should try publishing my article there?

To be honest, the answer is no. The impact factor is one of the many elements that determine the quality of a journal. Few of these factors include review board, rejection rates, frequency of inclusion in indexes, and Eigenfactor. You need to assess all these factors before you make your final call.

13. What is Sherpa RoMEO Archiving Policy for Econometrica?

SHERPA/RoMEO Database

We extracted this data from Sherpa Romeo to help researchers understand the access level of this journal in accordance with the Sherpa Romeo Archiving Policy for Econometrica. The table below indicates the level of access a journal has as per Sherpa Romeo's archiving policy.

RoMEO Colour Archiving policy
Green Can archive pre-print and post-print or publisher's version/PDF
Blue Can archive post-print (ie final draft post-refereeing) or publisher's version/PDF
Yellow Can archive pre-print (ie pre-refereeing)
White Archiving not formally supported
FYI:
  1. Pre-prints as being the version of the paper before peer review and
  2. Post-prints as being the version of the paper after peer-review, with revisions having been made.

14. What are the most common citation types In Econometrica?

The 5 most common citation types in order of usage for Econometrica are:.

S. No. Citation Style Type
1. Author Year
2. Numbered
3. Numbered (Superscripted)
4. Author Year (Cited Pages)
5. Footnote

15. How do I submit my article to the Econometrica?

It is possible to find the Word template for any journal on Google. However, why use a template when you can write your entire manuscript on SciSpace , auto format it as per Econometrica's guidelines and download the same in Word, PDF and LaTeX formats? Give us a try!.

16. Can I download Econometrica in Endnote format?

Yes, SciSpace provides this functionality. After signing up, you would need to import your existing references from Word or Bib file to SciSpace. Then SciSpace would allow you to download your references in Econometrica Endnote style according to Elsevier guidelines.

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I spent hours with MS word for reformatting. It was frustrating - plain and simple. With SciSpace, I can draft my manuscripts and once it is finished I can just submit. In case, I have to submit to another journal it is really just a button click instead of an afternoon of reformatting.

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