Econometric Theory
Econometric Theory is a peer-reviewed academic journal specialising in econometrics, published by Cambridge University Press. The journal was founded by Peter C.B. Phillips, who served as editor from its inception in 1985 until December 2025. It is considered one of the leading journals in the field of econometrics. The current editors-in-chief are Patrik Guggenberger, Liangjun Su, and Yixiao Sun.
The journal publishes original research that advances the theoretical
foundations of econometrics across all major areas of the field, and
strengthens the probabilistic and statistical underpinnings of
econometric methodology for modeling, estimation, prediction, and
inference.
In addition to original research articles, the journal also publishes historical studies on the evolution of econometric thought and interviews with leading scholars.