Since its inception, Econometric Theory has aimed to endow econometrics with an innovative journal dedicated to advance theoretical research in econometrics. It provides a centralized professional outlet for original theoretical contributions in all of the major areas of econometrics, and all fields of research in econometric theory fall within the scope of ET. In addition, ET fosters the multidisciplinary features of econometrics that extend beyond economics. Particularly welcome are articles that promote original econometric research in relation to mathematical finance, stochastic processes, statistics, and probability theory, as well as computationally intensive areas of economics such as modern industrial organization and dynamic macroeconomics. Contributions that exposit methodological and technical advances in these fields and that illustrate their potential in econometric research are actively encouraged. Articles that unify earlier econometric work either in productive ways or by the use of more elegant methods lie within the scope of the Journal. In recognition of the interface between theory and practice in modern econometric research, ET encourages submissions that promote best practice econometrics by demonstrating new theory in conjunction with the practical implementation of theory. As well as articles that embody original theoretical research, ET publishes historical studies on the evolution of econometric thought and interviews with the subject’s leading scholars.

Editor
Peter C. B. Phillips, Cowles Foundation for Research in Economics, Yale University, USA 
econometric.theory@yale.edu
Co-Editors
G. Cavaliere|, University of Bologna, Italy
I. Fernandez-Val, Boston University, USA
P. Guggenberger, Pennsylvania State University, USA
M. Jansson, University of California, Berkeley , USA
D. Kristensen, University College London, UK
G. Kuersteiner, University of Maryland, USA
S. Lee, Columbia University, USA
A. Lewbel, Boston College, USA
A. Mikusheva, Massachusetts Institute of Technology, USA
B.M. Pötscher, University of Vienna, Austria
E. Renault, Brown University, USA
P. Saikkonen, University of Helsinki , Finland
L. Su, Singapore Management University, Singapore
A.M.R. Taylor, University of Essex, UK
V. Todorov, Northwestern University, USA
Y.-J. Whang, Seoul National University, South Korea
Advisory Editors
M. Deistler, Technische Universität Wien, Austria
P.M. Robinson, London School of Economics, UK
R.J. Smith, University of Cambridge, UK
Associate Editors
K. Abadir, Imperial College London , UK
F. Bandi, Johns Hopkins University, USA
A. Belloni, Duke University, USA
M. Carrasco, Université de Montréal, Canada
M. Cattaneo, Princeton University, USA
X. Cheng, University of Pennsylvania, USA
D. Chetverikov, University of California, Los Angeles, USA
V. Corradi, University of Surrey, UK
X. D’haultfoeuille, CREST, France
G. Elliott, University of California, San Diego, USA
J. C. Escanciano, Indiana University, USA
J. Gao, Monash University, Australia
L. Giraitis, Queen Mary, University of London, UK
E. Guerre, Queen Mary, University of London, UK
C. Han, Korea University, South Korea
P. Hansen, European University Institute, Italy
S. Hoderlein, Boston College, USA
R. Ibragimov, Imperial College London, USA
R. Klein, Rutgers University, USA
R. Koenker, University of Illinois, USA
I. Komunjer, University of California, San Diego, USA
Z. Liao, University of California, Los Angeles, USA
O. Lieberman, Bar-Ilan University, Israel
T. Magdalinos|, University of Southampton, UK
P. Marsh, University of Nottingham, UK
H.R. Moon, University of Southern California, USA
M. Nielsen, Queen’s University, Canada
J. Pinkse, Pennsylvania State University, USA
I.R. Prucha, University of Maryland, USA
A. Rahbek, University of Copenhagen, Denmark
O. Scaillet, Université de Genève and Swiss Finance Institute, Switzerland
S. Schennach, Brown University, USA
X. Shi, University of Wisconsin-Madison, USA
Y. Sun, University of California, San Diego, USA
G. Tripathi, University of Luxembourg, Luxembourg
C. Velasco, Universidad Carlos III de Madrid, Spain
T. Vogelsang, Michigan State University, USA
Z. Xiao, Boston College, USA
J. Yu, Singapore Management University , Singapore
J.-M. Zakoian, CREST, France