--- name: econometrica description: Use when targeting Econometrica or deciding whether an economics manuscript fits this venue. Encodes the journal's fit, framing, method-and-evidence bar, house style, official-submission re-check, and desk-reject heuristics. --- # Econometrica (econometrica) ## Journal positioning Econometrica is the journal of the Econometric Society and one of the economics "top-5" (with AER, QJE, JPE, REStud) — the most technical of the five. It publishes econometric theory, economic theory, and highly rigorous structural and empirical work, where the contribution is typically a new theorem, a new identification result, or a new estimator, established to the field's highest formal standard. The readership is technically expert; a paper succeeds on the depth and correctness of its formal contribution, not on topical interest alone. This skill is a **fit / venue-selection / re-framing** tool. It does not replace the journal's current official submission guidelines. Before submitting, re-check the live author instructions on the Econometric Society / Wiley site and the editorial submission system. ## When to trigger - The author names Econometrica (or the top-5 with a technical contribution) as the target venue. - A paper proves new theorems, establishes new identification, or develops a new estimator with full asymptotic theory. - A structural or empirical paper rests on a genuinely new methodological contribution that needs the most rigorous venue. - The author needs Econometrica's desk-reject risks and a credible top-5 / methods-journal alternative list. ## Scope & topic fit - Econometric theory: estimation, inference, identification, asymptotics, nonparametrics, time series, panel, and high-dimensional methods. - Economic theory: decision theory, game theory, mechanism and market design, general equilibrium, with general theorems. - Highly rigorous structural econometrics where the identification and estimation argument is itself a contribution. - Empirical work only when paired with a genuine new method or identification result, not standard applied designs. ## Method & evidence bar - The formal bar is the filter: theory papers need correct, general theorems with complete proofs; econometrics papers need new identification or estimation results with rigorous large-sample (and where relevant finite-sample) theory. - Assumptions must be minimal, stated precisely, and economically or statistically motivated; results should generalize beyond a worked example. - New estimators require consistency, asymptotic distribution, valid inference, and ideally simulation and an empirical illustration. - Proofs, regularity conditions, and Monte Carlo evidence are expected in heavy supplementary/proof appendices; correctness is non-negotiable. ## Structure & house style - The introduction states the formal problem, the gap in existing theory, the precise contribution (theorem/estimator/identification result), and how it improves on prior results. - Definitions, assumptions, propositions, and theorems are stated formally in the main text; long proofs and derivations move to appendices and supplementary material. - Econometrica enforces a substantial supplementary material / proof appendix and replication standard; an unstructured abstract and JEL codes are standard. - Notation must be consistent and economical; exhibits (where present) support a method's properties (size, power, coverage) rather than a topical narrative. ## Official-submission checklist - Before giving submission-ready advice, read `../../resources/source-basis.md` and `../../resources/official-source-map.md`; start from the official source anchors for this journal family, then cite the current journal-specific page you checked. - Search the live site for "Econometrica submission guidelines" / "information for authors" and the Econometric Society replication and supplementary-material policy, and follow the current versions. - Re-check the submission fee, LaTeX/formatting requirements, abstract/JEL, anonymization, and supplementary-material/proof-appendix conventions on the submission system. - Re-check the current data, code, and replication-package deposit policy and any computational-verification workflow before acceptance. - If the live official instructions conflict with this skill, the official instructions win. ## Pre-submission self-check - [ ] One sentence stating the new theorem, identification result, or estimator that is the contribution. - [ ] The contribution is stated as a formal result, not as an empirical finding or statistical significance. - [ ] The introduction positions the paper against the precise prior theory/econometrics it generalizes or corrects. - [ ] All proofs are complete and correct; assumptions are minimal and motivated; asymptotics/inference are rigorous. - [ ] Supplementary material, proofs, and any replication package match the current official guide. ## Common desk-reject triggers - An applied paper with standard methods and no new theorem, estimator, or identification result. - A theory result that is a narrow special case, lacks general proofs, or restates known results. - An estimator proposed without asymptotic theory, valid inference, or simulation evidence. - Incomplete or incorrect proofs, hidden assumptions, or sloppy formal exposition. ## Re-routing decision - Rigorous but more topical applied econometrics → `journal-of-econometrics`, `journal-of-applied-econometrics`, `journal-of-business-and-economic-statistics`, or `quantitative-economics`. - General economic-theory results without the top-5 importance → `journal-of-economic-theory` or `aej-microeconomics`; game theory → `games-and-economic-behavior`. - General-interest empirical or applied work → `american-economic-review`, `quarterly-journal-of-economics`, or `journal-of-political-economy`. - Frontier theory/methods with novelty over generality → `review-of-economic-studies`. ## Output format ```text [Fit] High / Medium / Low (one-line reason) [Target] Econometrica [Topic tags] <2–3 closest topics> [Method/evidence] [Top risk] [Official items to re-check] [Re-route suggestion] ```