Special Issue "Econometric Model Selection"
A special issue of Econometrics (ISSN 2225-1146).
Deadline for manuscript submissions: closed (1 December 2013)
Prof. Dr. Tomohiro Ando
Melbourne Business School, University of Melbourne, 200 Leicester Street, Carlton 3053, Australia
Website | E-Mail
Fax: +81 45 562 3502
Interests: Bayesian econometrics; economic forecasting; financial econometrics; high-dimensional modeling; model selection; Monte Carlo simulation; supply and demand analysis
Model selection is fundamental part of the econometric modeling process. In principle, the econometric modeling is straightforward. Econometricians express their theoretical concepts and beliefs by specifying the structure of economic models. Parameter estimation is then implemented based on some inference procedures, including the maximum likelihood methods, generalized method of moments, Bayesian estimation, and so on. The results are then used for the decision making, forecasting, stochastic structure explorations and many other problems.
Usually, the quality of these solutions depends on the goodness of the constructed econometric models. More speciﬁcally, a range of different econometric model specifications can be considered and then an optimal model needs to be determined from a set of candidate econometric models. Together with the recent developments in information technology that permit the collection of high-dimensional data, this special issue will focus on econometric model selection theories and applications concerning the econometric analysis of high dimensional data.
The following list of potential topics is provided to stimulate ideas. Authors are not restricted to this list, but submissions must advance econometric modeling procedures and open new doors to applications.
Prof. Dr. Tomohiro Ando
Manuscript Submission Information
Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All papers will be peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.
Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Econometrics is an international peer-reviewed open access quarterly journal published by MDPI.
Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) is waived for well-prepared manuscripts submitted to this issue. Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.
- bayesian models
- consistency of model selection methods
- empirical likelihood
- econometric modeling
- information criteria
- moment restriction models
- model averaging and uncertainty
- model mis-specification
- shrinkage methods