Econometrics — Editors

Journal Contact

Econometrics Editorial Office
MDPI AG, Klybeckstrasse 64, 4057 Basel, Switzerland
E-Mail: econometrics@mdpi.com
Tel. +41 61 683 77 34; Fax: +41 61 302 89 18

Editorial Office

Editor-in-Chief
Prof. Dr. Kerry Patterson
Department of Economics, The University of Reading, Whiteknights, PO Box 217, READING, Berkshire, RG6 6AH, UK
Tel. +44 118 378 8159; Fax: +44 118 975 0236
Website: http://www.reading.ac.uk/economics/about/staff/k-d-Patterson.aspx
E-Mail: k.d.patterson@reading.ac.uk
Interests: time series econometrics; the econometrics of nonstationary processes; national income and accounts data; construction and revision; Macroeconomic forecasting models; construction and evaluation
Assistant Editor
Ms. Lu Liao
MDPI Haidian Office, Aerospace Cooperation Building, 8th Floor, No.99 Zhongguancun East Road, Beijing 100190, China
Tel. +86 10 62800830
E-Mail: lu.liao@mdpi.com
Editorial Manager
Dr. Martyn Rittman
MDPI AG, Klybeckstrasse 64, CH-4057 Basel, Switzerland
E-Mail: rittman@mdpi.com

For further MDPI contacts, see here.

Editorial Board

Prof. Dr. Tomohiro Ando
Graduate School of Business Administration Keio University, 4-1-1 Hiyoshi, Kohoku-ku, Yokohama-shi, Kanagawa, 223-8526, Japan
Tel. +81 45 564 2039; Fax: +81 45 562 3502
Website: http://www.kbs.keio.ac.jp/en/faculty/ando_t.html
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. Manabu Asai
Faculty of Economics, Soka University, Japan
Tel. + 81-426-91-8163
Website: http://home.soka.ac.jp/~m-asai/
Interests: econometrics; especially times series analysis; financial econometrics; statistics; forecasting
Prof. Dr. Richard A. Ashley
Department of Economics, Virginia Polytechnic Institute and State University, Blacksburg, Virginia 24061, USA
Tel. +1 540 231 6220; Fax: +1 540 231 9288
Website: http://ashleymac.econ.vt.edu/
Interests: granger causality testing; nonlinear time series modeling; instrumental variables validity; regression parameter frequency dependence; cluster analysis
Prof. Dr. Christian Brownlees
Department of Economics and Business, Pompeu Fabra University, Ramon Trias Fargas 25-27, Office 2-E10, 08005, Barcelona, Spain
Tel. +34 93 542 2750
Website: http://www.econ.upf.edu/~cbrownlees/
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
Prof. Dr. Zongwu Cai
The Charles Oswald Professor of Econometrics & Professor of Economics, Department of Economics, University of Kansas, Lawrence, KS 66045, USA
Tel. (785) 864-1886; Fax: (785) 86-5270 (Department)
Website: http://www.people.ku.edu/~z397c158/index.html
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
Prof. Dr. Massimiliano Caporin
Affiliation Dipartimento di Scienze Economiche e Aziendali "M. Fanno" - Università degli Studi di Padova, Italy
Tel. +39 049 827 4258
Website: https://sites.google.com/site/massimilianocaporin/
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
Dr. Isabel Casas
Department of Business and Economics, University of Southern Denmark, Campusvej 55, DK-5230 Odense, Denmark
Website: http://www.icasasweb.com/
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. Chia-Lin Chang
Department of Applied Economics, National Chung Hsing University, 250 Kuo Kuang Road, Taichung 402, Taiwan
Tel. +886 (04) 2284 0350
Website: http://nchuae.nchu.edu.tw/tc/modules/cdbase/index.php?id_art=24
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. Adam Clements
Queensland university of Technology, Brisbane, GPO Box 2434, Brisbane, QLD 4001, Australia
Tel. +61 7 3138 2525; Fax: +61 7 3138 1500
Website: http://staff.qut.edu.au/staff/clementa/
Interests: electricity prices; price risk; multivariate models; volatility; forecasting
Prof. Dr. Steve Cook
Department of Economics, Swansea University, SA2 8PP, Wales, UK
Tel. +44 1792 602106; Fax: +44 1792 295872
Website: http://www.swansea.ac.uk/staff/som/academic-staff/s.cook/
Interests: applied econometrics; unit root and cointegration analysis; non-linear and asymmetric adjustment; financial econometrics
Prof.Dr. Philip Hans Franses
Erasmus University Rotterdam, Erasmus School of Economics, Econometrics, Burgemeester Oudlaan 50, PO Box 1738 3000 DR, Rotterdam, The Netherlands
Tel. 010-4081370
Website: http://www.eur.nl/ese/expertise/wetenschappelijk_personeel/econometrics/profiel_mis/98/
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. Christian Hafner
CORE and Institute of statistics, biostatistics and actuarial sciences, Université catholique de Louvain, Louvain-la-neuve, Belgium
Tel. 00 32 10 47 43 06
Website: http://www.uclouvain.be/christian.hafner
Interests: financial econometrics
Prof. Dr. Nikolaus Hautsch
Department of Statistics and Operations Research, University of Vienna, Austria
Contribution: Special Issue: Financial High-Frequency Data
Prof. Dr. Javier Hidalgo
Department of Economics, The London School of Economics, Houghton Street, London WC2A 2AE, UK
Tel. +44 20 7955 7867; Fax: +44 870 133 437
Website: http://econ.lse.ac.uk/staff/jhidalgo/
Interests: time series; bootstrap methods
Prof. Dr. Christophe Hurlin
Faculty of Law, Economics and Management, Orleans University, Rue de Blois, 45000 Orléans, France
Tel. +33 2 38 49 40 47
Website: http://www.univ-orleans.fr/deg/masters/ESA/CH/churlin.htm
Interests: financial econometrics; risk management; risk measures; forecasting; validation tests; panel data econometrics
Prof. Dr. Christian Kleiber
Faculty of Business and Economics, Quantitative Methods Unit, Universität Basel, Peter Merian-Weg 6, 4002 Basel, Switzerland
Tel. +41 61 267 3367; Fax: +41 61 267 2397
Website: http://wwz.unibas.ch/kleiber
Interests: economic size distributions; inequality measurement; statistical distribution theory; microeconometrics; time series analysis; applied statistics; econometric and statistical computing
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
Tel. +1 518 442 4758
Website: http://www.albany.edu/~klahiri/
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. Carlos Lamarche
Department of Economics,University of Kentucky,335A Gatton College of Business and Economics, Lexington, KY 40506-0034, USA
Tel. +1 859 257 3371; Fax: +1 859 323 1920
Website: http://gatton.uky.edu/Faculty/lamarche/
Interests: quantile regression; panel data; theoretical and applied econometrics; microeconometrics; applied microeconomics
Dr. Emese Lazar
ICMA Centre, Henley Business School, University of Reading, UK
Tel. +44 (0)118 378 6768
Website: http://www.icmacentre.ac.uk/person/dr-emese-lazar
Interests: financial econometrics; volatility modelling; time series; financial risk measurement; derivatives pricing
Prof. Dr. Tae-Hwy Lee
Department of Economics University of California, Riverside 900 University Avenue Riverside, California 92521-0427, USA
Tel. +1 951 827 1509; Fax: +1 951 827 5685
Website: http://faculty.ucr.edu/~taelee
Interests: econometrics; financial econometrics; forecasting; time series analysis; macroeconometrics
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
Tel. +1 303 724 5165; Fax: +1 303 724 4495
Website: http://www.ucdenver.edu/academics/colleges/PublicHealth/departments/HealthSystems/About/Faculty/Pages/LindroothR.aspx
Interests: applied econometrics; health economics; applied industrial organization
Prof. Dr. Shiqing Ling
Department of Mathematics, Hong Kong University of Science and Technology, Clear Water Bay, Hong Kong
Tel. +0852 23587459; Fax: +0852 23591016
Website: http://www.math.ust.hk/~maling/
Interests: time series analysis; asymptotic theory of econometrics; financial econometrics
Prof. Dr. Robin L. Lumsdaine
Department of Finance and Real Estate, American University, Washington, DC, USA
Tel. (202) 885-1964
Website: http://www.american.edu/kogod/faculty/lumsdain.cfm
Interests: econometrics; time series analysis; financial econometrics; applied econometrics and forecasting; international finance; quantitative risk management; economics of aging; survey methodology
Dr. Jenny Lye
Department of Economics, University of Melbourne, Melbourne, Vic, 3010, Australia
Tel. +61 3 8344 7264; Fax: +61 3 8344 6899
Website: http://fbe.unimelb.edu.au/economics/staff/academic/371
Interests: applied econometrics; econometric theory; higher education; estimation of confidence intervals
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
Tel. +010 40 81 253
Website: http://ideas.repec.org/e/pmc90.html
Interests: econometrics; financial econometrics; statistics; time series analysis; empirical finance; risk management; applied mathematics
Prof. Dr. Marcelo Medeiros
Department of Economics, Pontifical Catholic University of Rio de Janeiro (PUC-Rio), Brazil
Tel. +55 21 3114 1078
Website: http://www.econ.puc-rio.br/mcm
Interests: econometrics; nonlinear time-series models; financial econometrics; classification and pattern recognition; electricity load forecasting
Prof. Dr. Elisabetta Michetti
Department of Economics and Law University of Macerata Macerata, 62100, Italy
Website: http://docenti.unimc.it/docenti/elisabetta-michetti
Interests: dynamical systems and their applications in economics and finance; local and global stability; bifurcation theory; analysis of complex behaviors; numerical simulations
Prof. Dr. Gabriel Montes-Rojas
Department of Economics, City University London, London EC1V 0HB, UK
Tel. +44 20 7040 8919
Website: http://www.city.ac.uk/people/academics/gabriel-montes-rojas
Interests: panel data; quantile regression; testing; econometric theory; development economics
Contribution: Special Issue: Quantile Methods
Prof. Dr. Yoshihiko Nishiyama
Institute of Economic Research, Kyoto University, Sakyo-ku, Kyoto 606-8501, Japan
Tel. +81 0 75 753 7115; Fax: +81 0 75 753 7118
Website: http://www.kier.kyoto-u.ac.jp/~nishiyama/english.htm
Interests: nonparametric; semiparametric econometrics; specification testing
Prof. Dr. Marc S. Paolella
Department of Banking and Finance, University of Zurich, Zurich, Switzerland
Website: http://www.bf.uzh.ch/cms/en/paolella.marc.html
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. Peter L. Pedroni
Department of Economics, Williams College, 24 Hopkins Hall Drive, Williamstown, MA 01267, USA
Tel. +1 413 597 2449; Fax: +1 413 597 4045
Website: http://econ.williams.edu/people/ppedroni
Interests: panel time series econometrics; nonstationary panel methods; empirical growth; international monetary economics
Contribution: Special Issue: Panel Time Series Methods
Prof. Dr. Teodosio Perez-Amaral
Head, Department of Quantitative Economics, Complutense University of Madrid 28223, Madrid, Spain
Tel. +34 91 394 2380; Fax: +34 91 394 2613
Website: http://pendientedemigracion.ucm.es/info/ecocuan/tpa/
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. Tommaso Proietti
Dipartimento di Economia e Finanza, Università di Roma 'Tor Vergata'
Tel. +39 06 7259 5941
Website: http://www.economia.uniroma2.it/def/default.asp?a=1453&oc=2170&d=3183
Interests: time series analysis; forecasting and signal extraction; business cycles
Prof. Dr. Jean-Francois Richard
Department of Economics, University of Pittsburgh, Pittsburgh, PA 15260, USA
Website: http://test.econ.pitt.edu/people/facpage.php?uid=31
Interests: time series econometric modeling; state-space models; particle filters; Monte Carlo simulation; exogeneity; encompassing; empirical auctions; Bayesian methods
Prof. Dr. Aman Ullah
4104 Sproul Hall, Department of Economics, University Of California, Riverside, CA 92521,USA
Tel. +1 951 827 1591; Fax: +1 951 827 5685
Website: http://facultyprofiles.ucr.edu/economics_dept/faculty/Aman_Ullah/index.html
Interests: econometric theory; nonparametric econometrics; finite sample econometrics; cross sectional and time series econometrics; panel and spatial econometrics
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
Website: http://artsonline.uwaterloo.ca/safprofile/view_profile.php?id=45
Interests: econometrics and statistics; financial econometrics and financial statistics; financial time series; mathematical finance; finance
Contribution: Special Issue: Recent Developments of Financial Econometrics
Econometrics EISSN 2225-1146 Published by MDPI AG, Basel, Switzerland RSS E-Mail Table of Contents Alert