Econometrics — Journal Editorial Board

Editor-in-Chief
Department of Banking and Finance, University of Zurich, Zurich, Switzerland
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Interests: computational statistics; volatility modeling; large-scale multivariate density prediction of financial asset returns; portfolio optimization
Special Issues and Collections in MDPI journals Special Issue in Econometrics: Recent Developments of Financial Econometrics
Special Issue in Journal of Risk and Financial Management: Advances in Modeling Value at Risk and Expected Shortfall

Founding Editor-in-Chief
Department of Economics, The University of Reading, Whiteknights, PO Box 217, READING, Berkshire, RG6 6AH, UK
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Interests: time series econometrics; the econometrics of nonstationary processes; national income and accounts data; construction and revision; Macroeconomic forecasting models; construction and evaluation

Deputy Editor-in-Chief
Department of Economics, Sogang University, 35 Baekbeom-ro, Mapo-gu Seoul, 121-742 Korea
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Interests: time series; panel data
Special Issues and Collections in MDPI journals Special Issue in Econometrics: Recent Developments in Panel Data Methods

Deputy Editor-in-Chief
Department of Economics, Swansea University, SA2 8PP, Wales, UK
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Interests: applied econometrics; unit root and cointegration analysis; non-linear and asymmetric adjustment; financial econometrics

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

Melbourne Business School, University of Melbourne, 200 Leicester Street, Carlton 3053, Australia
Fax: +81 45 562 3502
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Interests: Bayesian econometrics; economic forecasting; financial econometrics; high-dimensional modeling; model selection and averaging
Special Issues and Collections in MDPI journals:
Special Issue in Econometrics: Econometric Model Selection

Department of Economics, Virginia Polytechnic Institute and State University, Blacksburg, Virginia 24061, USA
Fax: +1 540 231 9288
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Interests: granger causality testing; nonlinear time series modeling; instrumental variables validity; regression parameter frequency dependence; cluster analysis

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 and time series econometrics; nonlinear chaotic dynamics; extreme value theory; machine learning; Bayesian statistics; wavelets; Kalman filtering; DSGE modeling; behavioral economics; monetary economics; macro-financial theory; econophysics and complex systems
Special Issues and Collections in MDPI journals:
Special Issue in Entropy: Entropic Applications in Economics and Finance

Universität Tübingen, Germany
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Interests: labor economics; income distribution; education economics; microeconometrics
Special Issues and Collections in MDPI journals:
Special Issue in Econometrics: Econometrics and Income Inequality

Department of Economics, Duke University, US
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Interests: volatility; time series and financial econometrics; asset pricing finance

Department of Economics and Business, Pompeu Fabra University, Ramon Trias Fargas 25-27, Office 2-E10, 08005, Barcelona, Spain
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Interests: network analysis; nonlinear time series; forecasting; statistical computing; empirical finance; financial high frequency data
Special Issues and Collections in MDPI journals:
Special Issue in Journal of Risk and Financial Management: Econometric Analysis of Networks

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

Department of Statistical Sciences, University of Padova, Italy
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Interests: financial time series analysis; risk management; market risk; systemic risk; univariate and multivariate volatility models; quantitative portfolio allocation strategies; managed portfolios performance measurement; high-frequency data analysis and trading strategies; dynamic models for energy and weather applications
Special Issues and Collections in MDPI journals:
Special Issue in Econometrics: Big Data in Economics and Finance
Special Issue in Journal of Risk and Financial Management: Financial Time Series: Methods & Models

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 in Econometrics: Computational Complexity in Bayesian Econometric Analysis

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 in Econometrics: Nonparametric Methods in Econometrics