Econometrics — Editors

Journal Contact

Econometrics Editorial Office
MDPI AG, Klybeckstrasse 64, 4057 Basel, Switzerland
Tel. +41 61 683 77 34; Fax: +41 61 302 89 18
Ms. Lu Liao
Assistant Editor
MDPI Haidian Office, Aerospace Cooperation Building, 8th Floor, No.99 Zhongguancun East Road, Beijing 100190, China
Tel. +86 10 62800830


Prof. Dr. Kerry Patterson
Department of Economics, The University of Reading, Whiteknights, PO Box 217, READING, Berkshire, RG6 6AH, UK
Interests: time series econometrics; the econometrics of nonstationary processes; national income and accounts data; construction and revision; Macroeconomic forecasting models; construction and evaluation

Editorial Board

Dr. Vassilis Tselios
Department of Planning and Regional Development, University of Thessaly, School of Engineering, Greece
Interests: regional economic development and growth, regional policy, labour markets, inequalities, education, externalities, social welfare, welfare state, urbanisation, migration, decentralisation, innovation, social cohesion, neighbourhood effects, natural hazards, network analysis, applied econometrics (esp. cross-sectional and panel data techniques), applied multivariate analysis (esp. structural equation models), spatial statistics, GIS
Prof. Dr. Marc S. Paolella
Department of Banking and Finance, University of Zurich, Zurich, Switzerland
Interests: computational statistics; volatility modeling; large-scale multivariate density prediction of financial asset returns; portfolio optimization
Contribution: Special Issue: Recent Developments of Financial Econometrics
In other journals:
Special Issue: Advances in Modeling Value at Risk and Expected Shortfall
Prof. Dr. Massimiliano Caporin
Affiliation Dipartimento di Scienze Economiche e Aziendali "M. Fanno" - Università degli Studi di Padova, Italy
Interests: Financial econometrics; empirical finance; GARCH models; portfolio allocation and management; market risk measurement; managed portfolios performance measurement; high frequency data analysis and trading strategies; weather derivative pricing; long-memory in economics and finance
Prof. Dr. Chia-Lin Chang
Department of Applied Economics and Department of Finance, National Chung Hsing University, 250 Kuo Kuang Road, Taichung 402, Taiwan
Interests: applied econometrics; financial econometrics; energy finance; time series analysis; forecasting; empirical industrial organisation; risk management
Contribution: In other journals:
Special Issue: Selected Papers from the Fifth International Conference on Mathematics in Finance (MiF) 2014, Organized by North-West University, University of Cape Town and University of Johannesburg, South Africa
Prof. Dr. Marcelo Medeiros
Department of Economics, Pontifical Catholic University of Rio de Janeiro (PUC-Rio), Brazil
Interests: econometrics; nonlinear time-series models; financial econometrics; classification and pattern recognition; electricity load forecasting
Prof. Dr. Michael McAleer
Department of Quantitative Finance, National Tsing Hua University, Hsinchu, Taiwan, and Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam, Burgemeester Oudlaan 50, 3062 PA Rotterdam, The Netherlands
Interests: econometrics; financial econometrics; statistics; time series analysis; empirical finance; risk management; applied mathematics
Prof. Dr. Christian Kleiber
Faculty of Business and Economics, Quantitative Methods Unit, Universität Basel, Peter Merian-Weg 6, 4002 Basel, Switzerland
Interests: economic size distributions; inequality measurement; statistical distribution theory; microeconometrics; time series analysis; applied statistics; econometric and statistical computing
Prof. Dr. Elisabetta Michetti
Department of Economics and Law University of Macerata Macerata, 62100, Italy
Interests: dynamical systems and their applications in economics and finance; local and global stability; bifurcation theory; analysis of complex behaviors; numerical simulations
Prof. Dr. Jean-Francois Richard
Department of Economics, University of Pittsburgh, Pittsburgh, PA 15260, USA
Interests: time series econometric modeling; state-space models; particle filters; Monte Carlo simulation; exogeneity; encompassing; empirical auctions; Bayesian methods
Prof. Dr. Christian Hafner
CORE and Institute of statistics, biostatistics and actuarial sciences, Université catholique de Louvain, Louvain-la-neuve, Belgium
Interests: financial econometrics
Prof. Dr. Shiqing Ling
Department of Mathematics, Hong Kong University of Science and Technology, Clear Water Bay, Hong Kong
Interests: time series analysis; asymptotic theory of econometrics; financial econometrics
Prof. Dr. Yoshihiko Nishiyama
Institute of Economic Research, Kyoto University, Sakyo-ku, Kyoto 606-8501, Japan
Interests: nonparametric; semiparametric econometrics; specification testing
Prof.Dr. Philip Hans Franses
Erasmus University Rotterdam, Erasmus School of Economics, Econometrics, Burgemeester Oudlaan 50, PO Box 1738 3000 DR, Rotterdam, The Netherlands
Prof. Dr. Teodosio Perez-Amaral
Head, Department of Quantitative Economics, Complutense University of Madrid 28223, Madrid, Spain
Interests: economics of telecommunications; demand of telecommunications services; panel data econometrics; model selection in econometric models; RETINA (Relevant Transformations of the Inputs Network Approach); finance; VaR; strategies for risk communication
Prof. Dr. Robin L. Lumsdaine
Department of Finance and Real Estate, American University, Washington, DC, USA
Interests: econometrics; time series analysis; financial econometrics; applied econometrics and forecasting; international finance; quantitative risk management; economics of aging; survey methodology
Prof. Dr. Manabu Asai
Faculty of Economics, Soka University, Japan
Interests: econometrics; especially times series analysis; financial econometrics; statistics; forecasting
Prof. Dr. Christian Brownlees
Department of Economics and Business, Pompeu Fabra University, Ramon Trias Fargas 25-27, Office 2-E10, 08005, Barcelona, Spain
Interests: network analysis; nonlinear time series; forecasting; statistical computing; empirical finance; financial high frequency data
Contribution: In other journals:
Special Issue: Econometric Analysis of Networks
Dr. Emese Lazar
ICMA Centre, Henley Business School, University of Reading, UK
Interests: financial econometrics; volatility modelling; time series; financial risk measurement; derivatives pricing
Prof. Dr. Nikolaus Hautsch
Department of Statistics and Operations Research, University of Vienna, Austria
Contribution: Special Issue: Financial High-Frequency Data
Prof. Dr. Carlos Lamarche
Department of Economics, University of Kentucky, 335A Gatton College of Business and Economics, Lexington, KY 40506-0034, USA
Interests: quantile regression; panel data; theoretical and applied econometrics; microeconometrics; applied microeconomics
Dr. Richard C. Lindrooth
Department of Health Services, Management and Policy, Colorado School of Public Health, University of Colorado, Anschutz Medical Campus, Aurora, CO 80045, USA
Interests: applied econometrics; health economics; applied industrial organization
Prof. Dr. Peter L. Pedroni
Department of Economics, Williams College, 24 Hopkins Hall Drive, Williamstown, MA 01267, USA
Interests: panel time series econometrics; nonstationary panel methods; empirical growth; international monetary economics
Contribution: Special Issue: Panel Time Series Methods
Dr. Qiang Fu
School of Finance, Central University of Finance and Economics, 39 South College Road, Beijing, 100081, China
Interests: econometrics; operational research; software development; time-series analysis; object-oriented (OO) technologies; telecommunication engineering; development of integrated supply chain management (SCM) system; Bayesian belief network (BBN) modeling
Prof. Dr. Steve Cook
Department of Economics, Swansea University, SA2 8PP, Wales, UK
Interests: applied econometrics; unit root and cointegration analysis; non-linear and asymmetric adjustment; financial econometrics
Prof. Dr. Adam Clements
Queensland university of Technology, Brisbane, GPO Box 2434, Brisbane, QLD 4001, Australia
Interests: electricity prices; price risk; multivariate models; volatility; forecasting
Dr. Isabel Casas
Department of Business and Economics, University of Southern Denmark, Campusvej 55, DK-5230 Odense, Denmark
Interests: econometrics: semiparametric and nonparametric estimation; time series econometrics: volatility and interest rates estimation; simulation and modelling
Contribution: Special Issue: Nonparametric Methods in Econometrics
Prof. Dr. Zongwu Cai
The Charles Oswald Professor of Econometrics & Professor of Economics, Department of Economics, University of Kansas, Lawrence, KS 66045, USA
Interests: financial econometrics; quantitative finance and risk management; theoretical and applied econometrics; applied econometrics in labor economics and macroeconomics; nonlinear time series modeling and panel data analysis; nonparametric curve estimation and tests; survival and longitudinal analysis with applications in economics and finance
Dr. Jenny Lye
Department of Economics, University of Melbourne, Melbourne, Vic, 3010, Australia
Interests: applied econometrics; econometric theory; higher education; estimation of confidence intervals
Prof. Dr. Tomohiro Ando
Graduate School of Business Administration Keio University, 4-1-1 Hiyoshi, Kohoku-ku, Yokohama-shi, Kanagawa, 223-8526, Japan
Interests: bayesian econometrics; economic forecasting; financial econometrics; high-dimensional modeling; model selection; Monte Carlo simulation; supply and demand analysis
Contribution: Special Issue: Econometric Model Selection
Prof. Dr. Richard A. Ashley
Department of Economics, Virginia Polytechnic Institute and State University, Blacksburg, Virginia 24061, USA
Interests: granger causality testing; nonlinear time series modeling; instrumental variables validity; regression parameter frequency dependence; cluster analysis
Prof. Dr. Javier Hidalgo
Department of Economics, The London School of Economics, Houghton Street, London WC2A 2AE, UK
Interests: time series; bootstrap methods
Prof. Dr. Tae-Hwy Lee
Department of Economics University of California, Riverside 900 University Avenue Riverside, California 92521-0427, USA
Interests: econometrics; financial econometrics; forecasting; time series analysis; macroeconometrics
Prof. Dr. Kajal Lahiri
Distinguished Professor of Economics, and Health Policy, Management & Behavior, State University of New York, 1400 Washington Avenue, Albany, NY 12222, USA
Interests: econometric theory; forecasting; applied econometrics; panel data analysis; health econometrics; limited dependent and qualitative variables; probability and density forecasts; forecast combination; Bayesian analysis
Prof. Dr. Tony S. Wirjanto
1 School of Accounting & Finance (SAF), Faculty of Arts, University of Waterloo, Waterloo, Ontario, Canada N2L 3G1, Canada
2 Department of Statistics & Actuarial Science (SAS), Faculty of Mathematics, University of Waterloo, Waterloo, Ontario, Canada N2L 3G1, Canada
Interests: econometrics and statistics; financial econometrics and financial statistics; financial time series; mathematical finance; finance
Contribution: Special Issue: Recent Developments of Financial Econometrics
Prof. Dr. Tommaso Proietti
Dipartimento di Economia e Finanza, Università di Roma 'Tor Vergata'
Interests: time series analysis; forecasting and signal extraction; business cycles
Prof. Dr. Christophe Hurlin
Faculty of Law, Economics and Management, Orleans University, Rue de Blois, 45000 Orléans, France
Interests: financial econometrics; risk management; risk measures; forecasting; validation tests; panel data econometrics
Prof. Dr. Gabriel Montes-Rojas
Department of Economics, City University London, London EC1V 0HB, UK
Interests: panel data; quantile regression; testing; econometric theory; development economics
Contribution: Special Issue: Quantile Methods
Prof. Dr. Aman Ullah
4104 Sproul Hall, Department of Economics, University Of California, Riverside, CA 92521,USA
Interests: econometric theory; nonparametric econometrics; finite sample econometrics; cross sectional and time series econometrics; panel and spatial econometrics
Prof. Norman R. Swanson
Department of Economics, Rutgers University, USA
Interests: financial and macro econometrics; time series analysis and forecasting
Dr. Boris Choy
Discipline of Business Analytics, The University of Sydney, Australia
Interests: Bayesian inference, Robust inference, Heavy-tailed distributions, Scale mixture distributions, Stochastic volatility, Survival analysis, Risk management, non-life insurance
Prof. Dr. Marcus Chambers
Department of Economics, University of Essex, UK
Interests: time series econometrics; continuous time models and issues of temporal aggregation; jackknife methods; mixed frequency data
Prof. Roberto Casarin
Department of Economics, University Ca' Foscari, Venice, San Giobbe 873/b, 30121 Venezia, Italy
Interests: Bayesian Econometrics: Graphical Models, Bayesian Nonparametric, Dirichlet Processes, Markov Chain Monte Carlo, Sequential Monte Carlo; Time Series Analysis: VAR, Stochastic Volatility, Stochastic Correlation, Markov-switching; Forecasting: Combination, Calibration
Contribution: Special Issue: Computational Complexity in Bayesian Econometric Analysis
Prof. Francesco Ravazzolo
Affiliation: Faculty of Economics and Management, Free University of Bozen/Bolzano, Universitätsplatz 1, 39100 Bozen-Bolzano, Italy
Interests: Bayesian econometrics; macroeconomics; financial econometrics
Contribution: Special Issue: Computational Complexity in Bayesian Econometric Analysis
Econometrics EISSN 2225-1146 Published by MDPI AG, Basel, Switzerland RSS E-Mail Table of Contents Alert