SNIP measures contextual citation impact by weighting citations based on the total number of citations in a subject field.
SJR is a prestige metric based on the idea that not all citations are the same. SJR uses a similar algorithm as the Google page rank; it provides a quantitative and a qualitative measure of the journal’s impact.
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Econometrics and Statistics is the official journal of the networks Computational and Financial Econometrics and Computational and Methodological Statistics. It publishes research papers in all aspects of econometrics and statistics and comprises of the two sections Part A: Econometrics and Part B: Statistics.
Part A: Econometrics. Emphasis is given to methodological and theoretical papers containing substantial econometrics derivations or showing a potential of a significant impact in the broad area of econometrics. Topics of interest include the estimation of econometric models and associated inference, model selection, panel data, measurement error, Bayesian methods, and time series analyses. Simulations are considered when they involve an original methodology. Innovative papers in financial econometrics and its applications are considered. The covered topics include portfolio allocation, option pricing, quantitative risk management, systemic risk and market microstructure. Interest is focused as well on well-founded applied econometric studies that demonstrate the practicality of new procedures and models. Such studies should involve the rigorous application of statistical techniques, including estimation, inference and forecasting. Topics include volatility and risk, credit risk, pricing models, portfolio management, and emerging markets. Innovative contributions in empirical finance and financial data analysis that use advanced statistical methods are encouraged. The results of the submissions should be replicable. Applications consisting only of routine calculations are not of interest to the journal.
Part B: Statistics. Papers providing important original contributions to methodological statistics inspired in applications are considered for this section. Papers dealing, directly or indirectly, with computational and technical elements are particularly encouraged. These cover developments concerning issues of high-dimensionality, re-sampling, dependence, robustness, filtering, and, in general, the interaction of mathematical methods, numerical implementations and the extra burden of analysing large and/or complex datasets with such methods in different areas such as medicine, epidemiology, biology, psychology, climatology and communication. Innovative algorithmic developments are also of interest, as are the computer programs and the computational environments that implement them as a complement.
The journal consists, preponderantly, of original research. Occasionally, review and short papers from experts are published, which may be accompanied by discussions. Special issues and sections within important areas of research are occasionally published. The journal publishes as a supplement The Annals of Computational and Financial Econometrics.