The Journal of Econometrics serves as an outlet for important, high quality, new research in both theoretical and applied econometrics. The scope of the Journal includes papers dealing with identification, estimation, testing, decision, and prediction issues encountered in economic research. Classical Bayesian statistics, and machine learning methods, are decidedly within the range of the Journal's interests. The Annals of Econometrics is a supplement to the Journal of Econometrics. Each issue of the Annals is a collection of refereed papers on a topic proposed by the guest editor of the issue.

《計量經濟學雜志》是重要的、高質量的、新的理論和應用計量學研究的出口。該期刊的范圍包括有關經濟研究中遇到的識別、估計、測試、決策和預測問題的論文。經典的貝葉斯統計和機器學習方法，無疑是在雜志的興趣范圍內。《計量經濟學年鑒》是《計量經濟學雜志》的補充。《年鑒》的每一期都是關于該期客座編輯提出的主題的參考論文集。