Econometrics Letters publishes short papers (typically under 5,000 words) in all areas of econometrics, including but not limited to:
Time series econometrics; unit root and cointegration analysis; nonlinear models and smooth transition frameworks; panel data methods; financial econometrics and volatility modelling; forecasting; microeconometrics and discrete choice models; Bayesian methods; and applied papers that demonstrate careful use of modern econometric techniques on questions in macroeconomics, finance, energy, health, and development.
The journal favours contributions that are concise, technically sound, and of interest to both theorists and practitioners. Replication studies and notes that correct, extend, or simplify existing results are welcome.
All submissions undergo double-blind peer review.