Econometrics — Editors

Journal Contact
Econometrics Editorial Office
MDPI AG, St. Alban-Anlage 66, 4052 Basel, Switzerland
E-Mail: econometrics.botdefense.please.enable.javaScript.mdpi.com
Tel. +41 61 683 77 34; Fax: +41 61 302 89 18
Lu Liao
Assistant Editor
MDPI Haidian Office, Aerospace Cooperation Building, 8th Floor, No.99 Zhongguancun East Road, Beijing 100190, China
Tel. +86 10 62800830
E-Mail

Editors

Marc S. Paolella
Editor-in-Chief
Department of Banking and Finance, University of Zurich, Zurich, Switzerland
Website | E-Mail
Interests: computational statistics; volatility modeling; large-scale multivariate density prediction of financial asset returns; portfolio optimization
Special Issues and Collections in MDPI journals
Kerry Patterson
Founding Editor-in-Chief
Department of Economics, The University of Reading, Whiteknights, PO Box 217, READING, Berkshire, RG6 6AH, UK
Website | E-Mail
Interests: time series econometrics; the econometrics of nonstationary processes; national income and accounts data; construction and revision; Macroeconomic forecasting models; construction and evaluation
In Choi
Deputy Editor-in-Chief
Department of Economics, Sogang University, 35 Baekbeom-ro, Mapo-gu Seoul, 121-742 Korea
Website | E-Mail
Interests: time series; panel data
Special Issues and Collections in MDPI journals
Steve Cook
Deputy Editor-in-Chief
Department of Economics, Swansea University, SA2 8PP, Wales, UK
Website | E-Mail
Interests: applied econometrics; unit root and cointegration analysis; non-linear and asymmetric adjustment; financial econometrics
Jeffrey S. Racine
Deputy Editor-in-Chief
Department of Economics, McMaster University, 1280 Main Street West, Hamilton, Ontario, L8S 4M4, Canada
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Interests: nonparametric estimation and inference, cross-validatory model selection, frequentist model averaging, nonparametric instrumental methods, entropy-based measures of dependence and their statistical underpinnings

Editorial Board

Tomohiro Ando
Graduate School of Business Administration Keio University, 4-1-1 Hiyoshi, Kohoku-ku, Yokohama-shi, Kanagawa, 223-8526, Japan
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Interests: bayesian econometrics; economic forecasting; financial econometrics; high-dimensional modeling; model selection; Monte Carlo simulation; supply and demand analysis
Special Issues and Collections in MDPI journals:
Special Issue: Econometric Model Selection
Manabu Asai
Faculty of Economics, Soka University, Japan
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Interests: econometrics; especially times series analysis; financial econometrics; statistics; forecasting
Richard A. Ashley
Department of Economics, Virginia Polytechnic Institute and State University, Blacksburg, Virginia 24061, USA
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Interests: granger causality testing; nonlinear time series modeling; instrumental variables validity; regression parameter frequency dependence; cluster analysis
Stelios Bekiros
1. Department of Economics, European University Institute (EUI), Via delle Fontanelle 18, I-50014 Florence, Italy
2.IPAG Lab, IPAG Business School, 184, bd Saint-Germain, 75006 Paris, France
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Interests: spectral & time domain econometrics; nonlinear dynamics & chaos; extreme value theory; machine learning; optimal control; complex systems; Bayesian statistics; state space modelling; Kalman filtering; behavioral economics; financial engineering; monetary economics; macro-financial theory; econophysics, wavelets
Special Issues and Collections in MDPI journals:
Special Issue: Entropic Applications in Economics and Finance
Tim Bollerslev
Department of Economics, Duke University, US
Website | E-Mail
Interests: volatility, time series and financial econometrics, asset pricing finance
Christian Brownlees
Department of Economics and Business, Pompeu Fabra University, Ramon Trias Fargas 25-27, Office 2-E10, 08005, Barcelona, Spain
Website | E-Mail
Interests: network analysis; nonlinear time series; forecasting; statistical computing; empirical finance; financial high frequency data
Special Issues and Collections in MDPI journals:
Special Issue: Econometric Analysis of Networks
Zongwu Cai
The Charles Oswald Professor of Econometrics & Professor of Economics, Department of Economics, University of Kansas, Lawrence, KS 66045, USA
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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
Massimiliano Caporin
Department of Statistical Sciences "Marco Fanno", University of Padova, Italy
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Interests: financial time series; portfolio allocation and management; market risk measurement; high frequency data analysis and trading strategies
Special Issues and Collections in MDPI journals:
Special Issue: Big Data in Economics and Finance
Roberto Casarin
Department of Economics, University Ca' Foscari, Venice, San Giobbe 873/b, 30121 Venezia, Italy
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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
Special Issues and Collections in MDPI journals:
Special Issue: Computational Complexity in Bayesian Econometric Analysis
Isabel Casas
Department of Business and Economics, University of Southern Denmark, Campusvej 55, DK-5230 Odense, Denmark
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Interests: econometrics: semiparametric and nonparametric estimation; time series econometrics: volatility and interest rates estimation; simulation and modelling
Special Issues and Collections in MDPI journals:
Special Issue: Nonparametric Methods in Econometrics
Marcus Chambers
Department of Economics, University of Essex, UK
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Interests: time series econometrics; continuous time models and issues of temporal aggregation; jackknife methods; mixed frequency data
Chia-Lin Chang
Department of Applied Economics and Department of Finance, National Chung Hsing University, 250 Kuo Kuang Road, Taichung 402, Taiwan
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Interests: applied econometrics; financial econometrics; energy finance; time series analysis; forecasting; empirical industrial organisation; risk management
Special Issues and Collections in MDPI 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
Boris Choy
Discipline of Business Analytics, The University of Sydney, Australia
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Interests: Bayesian inference, Robust inference, Heavy-tailed distributions, Scale mixture distributions, Stochastic volatility, Survival analysis, Risk management, non-life insurance
Adam Clements
Queensland University of Technology, Brisbane, GPO Box 2434, Brisbane, QLD 4001, Australia
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Interests: electricity prices; price risk; multivariate models; volatility; forecasting
Philip Hans Franses
Erasmus University Rotterdam, Erasmus School of Economics, Econometrics, Burgemeester Oudlaan 50, PO Box 1738 3000 DR, Rotterdam, The Netherlands
Website | E-Mail
Qiang Fu
School of Finance, Central University of Finance and Economics, 39 South College Road, Beijing, 100081, China
E-Mail
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
Joachim Grammig
Department of Econometrics, Statistics and Empirical Economics, University of Tübingen, Germany
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Interests: Financial Econometrics, Dynamic Empirical Asset Pricing, Market Microstructure, Econometric Methodology, Financial Economics, Simulation-Based Estimation Methods, Empirical Macro-Finance
Christian Hafner
CORE and Institute of statistics, biostatistics and actuarial sciences, Université catholique de Louvain, Louvain-la-neuve, Belgium
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Interests: financial econometrics
Nikolaus Hautsch
Department of Statistics and Operations Research, University of Vienna, Austria
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Special Issues and Collections in MDPI journals:
Special Issue: Financial High-Frequency Data
Javier Hidalgo
Department of Economics, The London School of Economics, Houghton Street, London WC2A 2AE, UK
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Interests: time series; bootstrap methods
Christophe Hurlin
Faculty of Law, Economics and Management, Orleans University, Rue de Blois, 45000 Orléans, France
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Interests: financial econometrics; risk management; risk measures; forecasting; validation tests; panel data econometrics
Christian Kleiber
Faculty of Business and Economics, Quantitative Methods Unit, Universität Basel, Peter Merian-Weg 6, 4002 Basel, Switzerland
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Interests: economic size distributions; inequality measurement; statistical distribution theory; microeconometrics; time series analysis; applied statistics; econometric and statistical computing
Kajal Lahiri
Distinguished Professor of Economics, and Health Policy, Management & Behavior, State University of New York, 1400 Washington Avenue, Albany, NY 12222, USA
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Interests: econometric theory; forecasting; applied econometrics; panel data analysis; health econometrics; limited dependent and qualitative variables; probability and density forecasts; forecast combination; Bayesian analysis
Carlos Lamarche
Department of Economics, University of Kentucky, 335A Gatton College of Business and Economics, Lexington, KY 40506-0034, USA
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Interests: quantile regression; panel data; theoretical and applied econometrics; microeconometrics; applied microeconomics
Emese Lazar
ICMA Centre, Henley Business School, University of Reading, UK
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Interests: financial econometrics; volatility modelling; time series; financial risk measurement; derivatives pricing
Tae-Hwy Lee
Department of Economics University of California, Riverside 900 University Avenue Riverside, California 92521-0427, USA
Website | E-Mail
Interests: econometrics; financial econometrics; forecasting; time series analysis; macroeconometrics
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
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Interests: applied econometrics; health economics; applied industrial organization
Shiqing Ling
Department of Mathematics, Hong Kong University of Science and Technology, Clear Water Bay, Hong Kong
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Interests: time series analysis; asymptotic theory of econometrics; financial econometrics
Robin L. Lumsdaine
Department of Finance and Real Estate, American University, Washington, DC, USA
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Interests: econometrics; time series analysis; financial econometrics; applied econometrics and forecasting; international finance; quantitative risk management; economics of aging; survey methodology
Jenny Lye
Department of Economics, University of Melbourne, Melbourne, Vic, 3010, Australia
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Interests: applied econometrics; econometric theory; higher education; estimation of confidence intervals
Loriano Mancini
Swiss Finance Institute, Switzerland
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Interests: volatility, liquidity, option pricing
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
Website | E-Mail
Interests: econometrics; financial econometrics; statistics; time series analysis; empirical finance; risk management; applied mathematics
Alexander J. McNeil
The York Management School, University of York, Freboys, Lane, York YO10 5GD, UK
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Interests: quantitative risk management; market risk; credit risk; extreme values; dependence models; copulas; model validation
Marcelo Medeiros
Department of Economics, Pontifical Catholic University of Rio de Janeiro (PUC-Rio), Brazil
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Interests: econometrics; nonlinear time-series models; financial econometrics; classification and pattern recognition; electricity load forecasting
Elisabetta Michetti
Department of Economics and Law University of Macerata Macerata, 62100, Italy
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Interests: dynamical systems and their applications in economics and finance; local and global stability; bifurcation theory; analysis of complex behaviors; numerical simulations
Gabriel Montes-Rojas
Department of Economics, City University London, London EC1V 0HB, UK
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Interests: panel data; quantile regression; testing; econometric theory; development economics
Special Issues and Collections in MDPI journals:
Special Issue: Quantile Methods
Yoshihiko Nishiyama
Institute of Economic Research, Kyoto University, Sakyo-ku, Kyoto 606-8501, Japan
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Interests: nonparametric; semiparametric econometrics; specification testing
Peter L. Pedroni
Department of Economics, Williams College, 24 Hopkins Hall Drive, Williamstown, MA 01267, USA
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Interests: panel time series econometrics; nonstationary panel methods; empirical growth; international monetary economics
Special Issues and Collections in MDPI journals:
Special Issue: Panel Time Series Methods
Teodosio Perez-Amaral
Head, Department of Quantitative Economics, Complutense University of Madrid 28223, Madrid, Spain
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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
Tommaso Proietti
Dipartimento di Economia e Finanza, Università di Roma 'Tor Vergata'
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Interests: time series analysis; forecasting and signal extraction; business cycles
Duo Qin
Department of Economics, SOAS, University of London
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Interests: History and methodology of econometrics, applied econometric model design
Francesco Ravazzolo
Affiliation: Faculty of Economics and Management, Free University of Bozen/Bolzano, Universitätsplatz 1, 39100 Bozen-Bolzano, Italy
Website | E-Mail
Interests: Bayesian econometrics; macroeconomics; financial econometrics
Special Issues and Collections in MDPI journals:
Special Issue: Computational Complexity in Bayesian Econometric Analysis
Jean-Francois Richard
Department of Economics, University of Pittsburgh, Pittsburgh, PA 15260, USA
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Interests: time series econometric modeling; state-space models; particle filters; Monte Carlo simulation; exogeneity; encompassing; empirical auctions; Bayesian methods
Aris Spanos
Department of Economics, Virginia Tech, USA
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Interests: econometric modeling and inference, financial econometrics. econometric methodology, philosophical foundations of statistics, philosophy of science, history of probability, statistics and econometrics
Norman R. Swanson
Department of Economics, Rutgers University, USA
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Interests: financial and macro econometrics; time series analysis and forecasting
Vassilis Tselios
Department of Planning and Regional Development, University of Thessaly, School of Engineering, Greece
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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
Aman Ullah
4104 Sproul Hall, Department of Economics, University Of California, Riverside, CA 92521,USA
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Interests: econometric theory; nonparametric econometrics; finite sample econometrics; cross sectional and time series econometrics; panel and spatial econometrics
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
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Interests: econometrics and statistics; financial econometrics and financial statistics; financial time series; mathematical finance; finance
Special Issues and Collections in MDPI journals:
Special Issue: Recent Developments of Financial Econometrics
Michael Wolf
Department of Economics, University of Zurich, Switherland
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Interests: large covariance matrices; multiple testing; resampling methods; financial econometrics

Journal Contact

MDPI AG
Econometrics Editorial Office
St. Alban-Anlage 66, 4052 Basel, Switzerland
econometrics.botdefense.please.enable.javaScript.mdpi.com
Tel. +41 61 683 77 34
Fax: +41 61 302 89 18
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