Monday, September 24, 2012

The Journal of Econometric Methods

The first issue of the Journal of Econometric Methods is available online, and you can register for a FREE trial access if your library doesn't already subscribe to a package that includes this journal.

Edited by Jason Abrevaya, Bo HonorĂ©, Atsushi Inoue, Jack Porter, and Jeff Wooldridge, the Journal of Econometric Methods promises to be a "must read" publication. For now, issues will be published once a year.

Here's an extract from the "Editorial" of the first issue:

"Dear Readers:
The Journal of Econometric Methods (JEM) started with the simple idea of having a home for research that develops econometric methods directly applicable to practitioners. Our hope was to provide a journal with content that would be of interest to econometric theorists but at the same time could be read and applied by empirical researchers. We believe that JEM fills an important niche. At a time when econometric theory seems to be getting farther and farther removed from empirical practice, JEM endeavors to bridge this gap. That goal does not necessarily imply that the econometric methods considered in JEM will be simple, but rather that the methods will be applicable to a wide range of empirical problems. For new methodology, we will require that authors provide as much detail as possible so that researchers can easily implement the new techniques.
 In late 2009, an Editorial Board was formed and was excited to start JEM with the basic objectives above. While research articles will constitute the majority of JEM’s content, we are committed to fulfilling our journal’s Aims & Scope by having sections fully devoted to the nitty-gritty of methodological implementation (the “Practitioner’s Corner”) and to tools and ideas for instructors of econometrics (the “Teaching Corner”)."
The articles that appear in this issue are:

  • T. Komarova, T. A. Severini, and E. T. Tamer, "Quantile uncorrelation and instrumental regressions"
  • R. Koenker, I. Mizera, and J. Yoon, "What do kernel density estimators optimize?" 
  • P. Kline and A. Santos, "A score based approach to wild bootstrap inference"
  • C-C. Lin and S. Ng, "Estimation of panel data models with parameter heterogeneity when group membership is unknown"
  • C. Amsler and P. Schmidt, "A comparison of the robustness of several tests of short memory to autocorrelated errors"
  • B. R. Hickman, T. P. Hubbard, and Y. Saglam, "Structural econometric methods in auctions: A guide to the literature"
  • H. White and J. S. Cho, "An alternative proof that OLS is BLUE"

This is a great start!



© 2012, David E. Giles

1 comment:

  1. As an undergraduate economics major, I was always rather dismayed when theoretical econometrics took precedence over applications. I think there's a tendency among theorists to get hand-wavy on the details of application, resulting in errors for "regular" economists and statisticians (or those who are just interested in the field). I applaud the effort of this new journal.

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