--- name: journal-of-econometrics description: Use when targeting Journal of Econometrics or deciding whether a theoretical or applied econometrics manuscript fits this venue. Encodes the journal's fit, framing, method-and-evidence bar, house style, official-submission re-check, and desk-reject heuristics. --- # Journal of Econometrics (journal-of-econometrics) ## Journal positioning The Journal of Econometrics is one of the field-defining outlets for econometric methodology, publishing new estimators, asymptotic and finite-sample theory, and inference procedures alongside serious applied econometrics that advances method. The paper that wins here delivers a method whose properties are proven, whose behavior is demonstrated, and that other researchers will actually use — not a one-off application of an existing toolkit. The readership is econometricians and methodologically sophisticated empirical economists, so the contribution must read as a tool, not a finding. 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 publisher's own site or submission system. ## When to trigger - The author names Journal of Econometrics as the target venue. - A manuscript proposes a new estimator, test, or inference procedure and the author is unsure whether the theory is developed enough. - An applied paper rests on a method twist and the author must decide whether to frame it as methods (here) or as a field/applied contribution elsewhere. - The author needs this venue's desk-reject risks and a credible methods/applied-econometrics alternative list before submitting. ## Scope & topic fit - New estimators and tests with derived asymptotic theory (consistency, rates, limiting distributions) and, ideally, finite-sample analysis. - Inference under realistic complications: heteroskedasticity, clustering, weak identification, high dimensionality, non-stationarity, dependence. - Time-series and panel econometrics, nonparametric/semiparametric methods, microeconometrics, financial econometrics, and machine-learning-for-inference. - Method that generalizes beyond one dataset; applied work is welcome when it carries a genuine methodological advance, not as a standard application. ## Method & evidence bar - Theorems with complete, correct proofs are the core deliverable; assumptions must be stated precisely and their roles made transparent. - Asymptotic results should be accompanied by Monte Carlo evidence showing finite-sample behavior, size/power, and sensitivity to assumption violations. - A real-data illustration is expected to show the method matters, not to make a substantive empirical claim. - Position the procedure against existing estimators on rate, robustness, assumptions relaxed, or computational feasibility — a clear improvement on a known frontier. ## Structure & house style - The introduction states the inferential problem, what existing methods cannot do, the new procedure, and its theoretical properties, before any application. - Separate the assumptions, the estimator/test definition, the asymptotic theory, the Monte Carlo design, and the empirical illustration into clean, signposted sections. - A technical/supplementary appendix typically carries long proofs, additional simulations, and regularity conditions; the main text keeps the argument readable. - Notation must be consistent and standard; exhibits report simulation results (bias, RMSE, size, power) legibly, and code is expected to be available. ## 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 "Journal of Econometrics submission guidelines / guide for authors" and follow the current Elsevier/society version, not a third-party broker's copy. - Re-check formatting, abstract/JEL or keyword codes, reference style, the supplementary-material/proof-appendix policy, and the data & code availability requirements. - Re-check the current replication/code-deposit expectation and any structured-submission requirements on the editorial system. - If the live official instructions conflict with this skill, the official instructions win. ## Pre-submission self-check - [ ] One sentence stating why an econometrician would adopt this method over the current best alternative. - [ ] The contribution is stated as a method / theorem / inference advance, not as an empirical result. - [ ] The introduction positions the paper against the relevant estimation/inference literature and frontier. - [ ] Proofs are complete and Monte Carlo evidence covers finite-sample size, power, and assumption violations. - [ ] Code for the estimator and simulations is ready for deposit and reproducible. ## Common desk-reject triggers - A standard application of an existing estimator with no methodological novelty. - A proposed method with no asymptotic theory, or with proofs that are sketched, missing, or wrong. - Monte Carlo "evidence" that omits adverse cases, size distortion, or comparison to incumbents. - An empirical paper dressed as methods because it used a slightly modified specification. ## Re-routing decision - Applied econometrics with a modest method twist but a real substantive finding → `journal-of-applied-econometrics` or `journal-of-business-and-economic-statistics`. - Pure theory of identification with no estimator → `quantitative-economics`; a finished general-interest result → `econometrica`. - A method built for one field's data → the relevant field venue (`journal-of-international-economics`, `journal-of-labor-economics`, `journal-of-monetary-economics`) framed as applied. - If the contribution is substantive economics, not inference, route to a general or field economics journal instead. ## Output format ```text [Fit] High / Medium / Low (one-line reason) [Target] Journal of Econometrics [Topic tags] <2–3 closest topics> [Method/evidence] [Top risk] [Official items to re-check] [Re-route suggestion] ```