# Journal of Econometrics

**Type:** Journals  
**Canonical URL:** https://scholariq.org/journals/journal-of-econometrics/

## Facts

| Field | Value |
| --- | --- |
| Open Access | false |
| ISSN-L | 0304-4076 |
| ISSNs | 0304-4076,1872-6895 |
| OpenAlex ID | https://openalex.org/S127742747 |
| Publisher | Elsevier BV |

## Journal papers

- [Estimating panel data models in the presence of endogeneity and selection](https://scholariq.org/papers/estimating-panel-data-models-in-the-presence-of-endogeneity-and-selection/)
- [Combining sources of preference data](https://scholariq.org/papers/combining-sources-of-preference-data/)
- [Eliminating chain drift in price indexes based on scanner data](https://scholariq.org/papers/eliminating-chain-drift-in-price-indexes-based-on-scanner-data/)
- [Local Gaussian correlation: A new measure of dependence](https://scholariq.org/papers/local-gaussian-correlation-a-new-measure-of-dependence/)
- [Realized volatility forecasting and option pricing](https://scholariq.org/papers/realized-volatility-forecasting-and-option-pricing/)
- [Towards estimating extremal serial dependence via the bootstrapped extremogram](https://scholariq.org/papers/towards-estimating-extremal-serial-dependence-via-the-bootstrapped-extremogram/)

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Source: ScholarIQ — public research metadata, principally OpenAlex. See https://scholariq.org/sources/ for provenance and https://scholariq.org/methodology/ for what these figures mean.