Best Paper Award 2018
We are pleased to report that Econometrics will launch its second “Best Paper Award” this year for the papers published between 1 January 2016 and 31 December 2017. The aim of the award is to acknowledge authors’ continued support and recognize their outstanding scientific publications in our journal over the last two years.
An Econometrics Award Advisory Board (in brief, the EAAB) comprised members of the Editorial Board of Econometrics and invited senior econometricians will be established to evaluate the papers. After a thorough evaluation by the EAAB, one paper will receive the award.
The article will be selected by the journal award committee according to the following criteria:
–– Originality of method;
–– Impact and longevity of contribution;
–– Clarity of exposition;
–– Comparability of quality and contribution relative to major journals in the field.
The winner will receive (1) a certificate (2) 500 Swiss francs
The winner will be announced in July 2018. For further details, please click here: http://www.mdpi.com/journal/econometrics/awards
Young Investigator Award 2017
We are pleased to launch the 2017 Young Researcher Award. The aim of the award is to encourage and motivate young researchers in the field of econometrics.
Applications will be assessed by an evaluation committee chaired by the Editors (Marc S. Paolella, In Choi, Steve Cook, Jeffrey S. Racine) and composed of Editorial Board Members.
a) The upper age limit for the applicant is 40.
b) No more than 10 years since conferral of a PhD degree (by 30 June 2017).
The award will consist of:
(1) a certificate;
(2) an honorarium of 500 CHF;
(3) a voucher for publishing two papers free of charge and without fixed deadlines in Econometrics if the Article Processing Charge will be applied;
(4) a £150 book voucher for PM book series sponsored by Palgrave Macmillan.
The application and nomination pack should include:
- A Curriculum Vitae, including a complete list of publications and conference activities.
- A description of the applicant’s major research contributions over the last 5 years, including clear discussions of 3 most representative publications published over the last 5 years. (For each publication, please provide significance of the publication and the applicant’s own contribution to the publication).
- A letter of nomination from an established econometrician. The letter should highlight the candidate’s achievements and contribution to the field of econometrics.
Please apply by clicking the button above before 30 June 2017. The winner will be announced on the Econometrics website in September 2017.
Here is the link to the "Best Paper Award 2016" editorial:
Econometrics has had a distinguished start publishing over 92 articles since 2013, with 76,475 downloads. To mark the quality of the published articles I am pleased to announce the inauguration of the annual Econometrics award for the best article of the year, starting with articles published in 2015; the award carries a prize of 500 CHF.
The best article was judged by a distinguished panel of econometricians forming the Econometrics Award Advisory Board and comprised members of the Editorial Board of Econometrics and econometricians renowned for the extent and quality of their contributions and international experience.
The criteria for judgement were: originality of method, impact and longevity of contribution, clarity of exposition, and comparability of quality and contribution relative to major journals in the field, such as The Journal of Econometrics and The Journal of Business and Economic Statistics.
I am pleased to announce that the Best Paper Award 2016 has been awarded to: Bent Nielsen (Nuffield College, Oxford) and Andrew Whitby (the World Bank), for their article entitled:
A Joint Chow Test for Structural Instability, Econometrics, 2015, 3, pp. 156–186.
Available online at: http://www.mdpi.com/2225-1146/3/1/156
The authors develop the widely used Chow test in two important ways. The first is to show that the assumption of exogenous regressors can be relaxed to allow lagged dependent variables and deterministic terms. This is an important theoretical and practical development as it justifies the use of the Chow test for the widely estimated class of autoregressive distributed lag models, which consider a single equation as part of a vector autoregressive model. A typical use of the Chow test is in its one-step ahead, or pointwise, form as part of a diagnostic for a structural break at an unknown time. In the second important contribution, the authors develop a Supremum version of the pointwise test, which can be applied to detect parameter change or an outlier at an unknown breakpoint and is applicable for processes that are stationary, unit root or explosive.
Overall, the article sets a standard of excellence on all of the criteria required for a distinguished contribution to econometrics. There was an excellent development of theory, supported by simulations and a relevant application; moreover the exposition demonstrated the very best in clarity and structure. This winning article is likely to be widely cited and of considerable use to applied researchers, becoming part of the standard “toolkit” of econometricians.
Editor-in-Chief of Econometrics