The Econometrics Journal Newsletter 14

Much has happened since we released EctJ’s previous Newsletter in November 2024. 

Impact

EctJ’s most recent Journal Impact Factor (JIF) of 7.0 places it on par with Econometrica (7.1) and well ahead of all major econometrics and statistics journals. EctJ also continues to perform well on other impact metrics.

Call for papers

Raffaella Giacomini, in collaboration with Daniel Lewis, will edit a Special Issue on Macroeconometric Policy Analysis. She welcomes your submissions for the Special Issue until 1 December 2025.

Call for applications

The current Managing Editor’s final term will end on May 1, 2026. RES welcomes applications for the position of EctJ’s Editor-in-Chief, as the Managing Editor will be known, until 22 September 2025. 

Editors

Dennis Kristensen came to the end of his third and final term as Co-editor. Dennis has been an impeccable Co-editor, who guided many fine papers to publication in EctJ. We are very happy that we have been able to appoint a worthy successor to Dennis, Iván Fernandez-Vál, from 1 May. 

The Data Editor, Florian Oswald, left RES for a new position at The Journal of Political Economy. You may recall that his predecessor, Joan Llull, moved to the Econometric Society. EctJ pioneered replication package checks in 2017 and is happy to serve the profession by finding great Data Editors. This time will be no different, with Damian Clarke taking over as Data Editor from 1 July.

Five fine academics agreed to join EctJ as Associate Editors (AEs) from 1 January 2025: Andreas Hagemann, Michael Leung,  Adam McCloskey, Geert Mesters, and José Luis Montiel Olea. Four AEs have renewed their terms and will continue to serve as ambassadors, advisors, and referees of EctJ: Xu Cheng, Denis Chetverikov, Konrad Menzel, and Xun Tang. Finally, we thank 11 AEs who came to the end of their terms.

Events

On 7 December 2024, Matias Cattaneo gave the Econometrics Journal Lecture, on “Robust inference for pairwise estimation”, at the 35th (EC)^2 Conference in Amsterdam.

At the 2025 RES Annual Conference in Birmingham, Stéphane Bonhomme delivered the Sargan Lecture, on “Dynamic feedback in panel data”, and Ashesh Rambachan and Timothy Christensen presented in EctJ’s Special Session on Econometrics of Machine Learning. We expect to publish all three papers in 2026.

Award 2024 Sargan Prize by Imran Rasul to Rahul Singh and Liyang Sun

At the conference’s gala dinner, Imran Rasul awarded the 2024 Denis Sargan Econometrics Prize to Rahul Singh and Liyang Sun, for their January 2025 article “Double robustness for complier parameters and a semi-parametric test for complier characteristics”.

Elena Manresa will deliver The Econometrics Journal Lecture at the (EC)^2 Conference on Panel Data Methods in Finance and Economics, which will be held in Lugano (Switzerland) from December 5-6, 2025. Submissions to the conference just opened.

Publication

EctJ has published two print issues since the previous Newsletter. Their Editors’ Choices of lead article are

Philip G. Wright’s article is a reproduction of Appendix B in his 1928 book The Tariff on Animal and Vegetable Oils. We did not publish this to guide you in the current tariff war, but as part of a Special Issue celebrating Wright’s seminal contributions to causal inference in economics, which include the invention of instrumental variables estimation and an early economic application of directed acyclic graphs. In its editorial, Jaap Abbring, Victor Chernozhukov, and Iván Fernandez-Vál provide a modern perspective on these contributions, in a lecture note format that can be useful for teaching. 

The May issue includes Frank Diebold’s 2023 Sargan Lecture “On robust inference in time series regression”.

Our 2024 Annual Report provides a full account of EctJ’s past year.

Submitting to EctJ

We hope that you will send your best research in econometrics to EctJ. By submitting to EctJ, you will not only benefit from the exposure of your work in a high-impact journal, but also from fast review that avoids major and multiple revisions. If you do, please pay attention to our submission guidelines. In particular, use the LaTeX template, include an empirical application, make sure the submission is not too long (normally about 20 pages, including printed appendix), and properly place proofs and simulation results (or provide a well-motivated request for exemptions).

I am looking forward to your submissions!

Kind regards,

Jaap Abbring


Managing Editor


http://ectj.org

Note: EctJ maintains a mailing list for the distribution of this Newsletter (at most twice per year) and to announce special activities (rarely). You can subscribe to this list by sending an email to ectj-join@lists.uvt.nl (any subject and content will do).