期刊名称：JOURNAL OF APPLIED ECONOMETRICS
 期刊简介(About the journal)
投稿须知(Instructions to Authors)
编辑部信息(Editorial Board)
About the journal
The Journal of Applied Econometrics is a bi-monthly international journal which aims to publish articles of high quality dealing with the application of existing as well as new econometric techniques to a wide variety of problems in economics and related subjects, covering topics in measurement, estimation, testing, forecasting, and policy analysis. The emphasis is on the careful and rigorous application of econometric techniques and the appropriate interpretation of the results. The economic content of the articles is stressed.
A special feature of the Journal is its emphasis on the replicability of results by other researchers. To achieve this aim, authors are expected to make available a complete set of the data used as well as any specialised computer programs employed through a readily accessible medium, preferably in a machine-readable form. The use of microcomputers in applied research and transferability of data is emphasised. The Journal also features occasional sections of short papers re-evaluating previously published papers.
The intention of the Journal of Applied Econometrics is to provide an outlet for innovative, quantitative research in economics which cuts across areas of specialisation, involves transferable techniques, and is easily replicable by other researchers. Contributions that introduce statistical methods that are applicable to a variety of economic problems are actively encouraged. The Journal also aims to publish review and survey articles that make recent developments in the field of theoretical and applied econometrics more readily accessible to applied economists in general.
Instructions to Authors
For additional tools visit Author Resources - an enhanced suite of online tools for Wiley InterScience journal authors, featuring Article Tracking, E-mail Publication Alerts and Customized Research Tools.
1. Initial manuscript submission. Electronic submissions of articles can be made online at http://jae.wiley.com/jae_submit.html. The paper must be submitted as an Adobe PDF file. Make sure all necessary fonts are embedded in the PDF file. Information on how to do this is available from https://gemini.econ.umd.edu/e-editor/pdftips.html.
Otherwise, if you prefer to make a hardcopy submission, submit four copies of the manuscript to:
Professor M. Hashem Pesaran, Faculty of Economics, University of Cambridge, Sidgwick Avenue, Cambridge, CB3 9DD, UK.
Note that hardcopy submissions may encounter significant delays due to mail delivery. We strongly recommend that you initially submit papers electronically since this helps us to significantly reduce the time to decision on your manuscript.
Submission of a manuscript will be held to imply that it contains original unpublished work and is not under review elsewhere at the same time. Submitted material will not be returned to the author unless specifically requested when the manuscript is originally submitted.
2. Manuscript style. The language of the journal is English. All submissions must have a title, be printed on one side of the paper, be double-line spaced and have a margin of 3 cm all round. Illustrations and tables must be printed on separate sheets, and not be incorporated into the text.
- The title page must list the full title, and names and affiliations of all authors. Give the full address, including email, telephone and fax, of the corresponding author.
- Include the name(s) of any sponsor(s) of the research contained in the paper, along with grant number(s).
- Supply a summary of up to 100 words. A summary is a condensation of the whole paper, not just the conclusions, and is understandable without reference to the rest of the paper. It should contain no citation to other published work.
There is no maximum length for contributions, but authors should write concisely. The paper should be divided reasonably into sections and, if necessary, into subsections. Mathematical symbols should be typewritten, and if Greek symbols cannot be typewritten then they should be identified separately in the margin. All equations should be numbered consecutively, and the numbers should be placed in parentheses in the right hand margin. Tables should be numbered consecutively and titled. All table columns should have an explanatory heading. Tables should not repeat data which are available elsewhere in the paper, e.g. in a line diagram.
3. Reference style. References should be quoted in the text as name and year within brackets and listed at the end of the paper alphabetically. Where reference is made to more than one work by the same author published in the same year, identify each citation in the text as follows: (Collins, 1998a, Collins, 1998b). Where three or more authors are listed in the reference list, please cite in the text as (Collins et al., 1998)
All references must be complete and accurate. Where possible the DOI for the reference should be included at the end of the reference. Online citations should include date of access. If necessary, cite unpublished or personal work in the text but do not include it in the reference list. References should be listed in the following style:
- Lee T, White H, Granger C. 1993. Testing for neglected nonlinearity in time series models. Journal of Econometrics 56: 269-290. DOI: 10.1016/0304-4076(93)90122-L
- Brock W, Hsieh D, LeBaron B. 1991. Nonlinear Dynamics, Chaos, and Instability: Statistical Theory and Economic Evidence. MIT: Cambridge, MA.
- Hansen BE. 1993. The likelihood ratio test under non-standard conditions: testing the Markov switching model of GNP. In Nonlinear Dynamics, Chaos and Econometrics, Pesaran MH, Potter SM (eds). Wiley: Chichester.
4. Illustrations. Supply each illustration on a separate sheet, with the lead author's name and the figure number, with the top of the figure indicated, on the reverse. Line artwork must be high-quality laser output (not photocopies). Tints are not acceptable; lettering must be of a reasonable size that would still be clearly legible upon reduction, and consistent within each figure and set of figures. The artwork must be sized to the text width of 190mm ×140mm.
Colour graphs, supplied electronically in TIFF or EPS format, may be used in the PDF of the article at no cost to the author, even if this illustration was printed in black and white in the journal. The PDF will appear on the Wiley InterScience site. The editor reserves the right to decide on the reproduction of illustrations in colour without passing the cost on to the author. A limited number will be subsidised by the publisher. In all other cases a charge will be incurred.
5. Accepted manuscripts
a. Provision of final accepted manuscript. Authors must supply the Editor with an electronic copy of the final accepted manuscript in the original word processing software used together with a copy of the manuscript as an Adobe PDF file. We are able to use most word processing packages, but prefer Word or WordPerfect [and TeX or one of its derivatives].
Illustrations must be submitted in electronic format where possible. Save each figure as a separate file, in TIFF or EPS format preferably, and include the source file. We favour dedicated illustration packages over tools such as Excel or Powerpoint. These files can be sent by email to jae@econ.cam.ac.uk, or on a disk to the JAE Editorial Office, Faculty of Economics, University of Cambridge, Sidgwick Avanue, Cambridge CB3 9DD, UK.
b. Copyright. To enable the publisher to disseminate the author's work to the fullest extent, the author must sign a Copyright Transfer Agreement, transferring copyright in the article from the author to the publisher. The original signed agreement must be submitted to the Editorial Office in Cambridge on acceptance of the manuscript. A copy of the agreement to be used (which may be photocopied) can be found in the first issue of each volume of the Journal of Applied Econometrics and on the Wiley InterScience website at www.interscience.wiley.com/jpages/standard/ukcta.pdf. Copies may also be obtained from the journal editor or publisher. In addition, if the manuscript contains extracts from other copyright works, it is the author's responsibility to obtain written permission from the owners of the publishing rights to reproduce such extracts.
c. Data. Authors of accepted papers are expected to deposit in electronic form a complete set of data used onto the Journal's Data Archive, unless they are confidential. In cases where there are restrictions on the dissemination of the data, the responsibility of obtaining the required permission to use the data rests with the interested investigator and not with the author.
Authors are also encouraged to provide whatever other material is needed to ensure that their results can be replicated without excessive difficulty. This might include computer programs or technical appendices that are not part of the paper itself.
Full instructions for users of the Journal of Applied Econometrics Data Archive are available at http://www.econ.queensu.ca/jae/author-instructions.html. Authors of accepted papers are strongly recommended to read these instructions carefully.
6. Proofs. Proofs will be sent to the author for checking. This stage is to be used only to correct errors that may have been introduced during the production process. Prompt return of the corrected proofs, preferably within two days of receipt, will minimise the risk of the paper being held over to a later issue. 25 complimentary offprints will be provided to the author who checked the proofs, unless otherwise indicated. Further offprints and copies of the journal may be ordered. There is no page charge to authors.
Editorial Board
EDITOR
M. Hashem Pesaran
Faculty of Economics, University of Cambridge, Sidgwick Avenue, Cambridge, CB3 9DD, UK
CO-EDITORS
Steven Durlauf
Department of Economics
University of Wisconsin
1180 Observatory Drive
Madison
WI 53706
USA Tim Bollerslev
Department of Economics
Duke University
Box 90097
Durham
NC 27708
USA
John Rust
Department of Economics
University of Maryland
3105 Tydings Hall
College Park
MD 20742
USA Herman K. van Dijk
Econometric Institute
Erasmus University Rotterdam
Burg Oudlaan 50
PO Box 1738
NL-3000 DR Rotterdam
The Netherlands
Manuel Arellano
CEMFI
Casado del Alisal 5
Madrid 28014
Spain
ASSISTANT EDITOR AND
BOOK REVIEW EDITOR
Melvyn Weeks
Faculty of Economics
University of Cambridge
Sidgwick Avenue
Cambridge
CB3 9DD
UK SOFTWARE REVIEW EDITOR AND
COORDINATOR OF THE DATA ARCHIVE
James MacKinnon
Department of Economics
Queen’s University
Kingston
Ontario
K7L 3N6
Canada
REPLICATION SECTION EDITOR
Badi H. Baltagi
Department of Economics
Syracuse University
426 Eggers Hall
Syracuse, NY 13244-1020
USA
EDITORIAL OFFICE
Editorial Assistant
JAE Editorial Office
Faculty of Economics
University of Cambridge
Sidgwick Avenue
Cambridge
CB3 9DD
UK
Tel: +44 (0)1223 335291
Fax: +44 (0)1223 335471
E-mail: jae@econ.cam.ac.uk
ADVISORY BOARD
R. F. Engle
Stern School of Business
New York University
44 West 4th Street
STE 9-160
New York
NY 10012-1126
USA
J. Geweke
Department of Economics
University of Iowa
Iowa City
IA 52242-1000
USA
C. Granger
Department of Economics
University of California, San Diego
9500 Gilman Drive
La Jolla
CA 92093-0508
USA
D. F. Hendry
Nuffield College
Oxford
OX1 1NF
UK
G. Laroque
Département de la Recherche
INSEE
15 bvd Gabriel Péri
92244 Malakoff Cedex
France
C. F. Manski
Department of Economics
Northwestern University
2001 Sheridan Road
Evanston
IL 60208
USA
D. McFadden
Department of Economics
University of California, Berkeley
Berkeley
CA 94720
USA
A. Pagan
Economics Program RSSS
Australian National University
GPO Box 4, Canberra
ACT 0200
Australia
BOARD OF ASSOCIATE EDITORS
V. Aguirregabiria
Boston University, USA H. M. Anderson
Australian National University, Australia
L. Bauwens
CORE, Louvain-la-Neuve, Belgium C. Belzil
Centre National de la Recherche Scientifique, Ecully, France
M. Binder
Johann Wolfgang Goethe University, Frankfurt, Germany M. W. Brandt
Fuqua School of Business, Duke University, USA
M. Buchinsky
University of California, LA, USA P. F. Christoffersen
McGill University, Canada
T. Cogley
University of California, Davis, USA G. Elliott
University of California, San Diego, USA
N. Haldrup
University of Aarhus, Denmark G. Koop
University of Strathclyde, UK
S. J. Koopman
Free University Amsterdam, The Netherlands S. Kozicki
Bank of Canada
L.-F. Lee
Ohio State University, USA A. Lewbel
Boston College, USA
H. Lütkepohl
European University Institute, Italy J. Nason
Federal Reserve Bank of Atlanta, USA
D. Osborn
University of Manchester, UK H. J. Paarsch
University of Iowa, USA
J. Pepper
University of Virginia, USA M. Pesendorfer
London School of Economics, UK
J.-M. Robin
INRA-LEA, Paris, France J. Russell
University of Chicago, USA
P. Schmidt
Michigan State University, USA E. Sentana
CEMFI, Madrid, Spain
C. Taber
Northwestern University, USA J. Temple
University of Bristol, UK
P. Trivedi
Indiana University, USA Q. H. Vuong
Pennsylvania State University, USA
T. Zha
Federal Reserve Bank of Atlanta, USA
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