Editorial Board

Editors (5)

Marc S. Paolella
Website
Editor-in-Chief
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
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Ryo Okui
Website
Co-Editor-in-Chief
Graduate School of Economics, Faculty of Economics, University of Tokyo, Tokyo 113-0033, Japan
Interests: panel data; microeconometrics; causal inference
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Martin Wagner
Website
Co-Editor-in-Chief
Department of Economics, University of Klagenfurt, 9020 Klagenfurt, Austria
Interests: econometrics; quantitative economics; transition economics; environmental economics
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Kerry Patterson
Website
Founding Editor-in-Chief
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
In Choi *
Website
Co-Editor-in-Chief
Department of Economics, Sogang University, 35 Baekbeom-ro, Mapo-gu Seoul, 121-742 Korea
Interests: time series; panel data
* until August 2021
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Advisory Board (11)

Tim Bollerslev
grade Website
Department of Economics, Duke University, Durham, NC 27708, USA
Interests: volatility; time series and financial econometrics; asset pricing finance
Michael Clements
Website
ICMA Centre, Henley Business School, University of Reading, Reading, RG6 6UD, UK
Interests: time-series econometrics; forecast evaluation; mixed-frequency data modelling; non-linear modelling and business cycle analysis; real-time modelling and forecasting; factor model forecasting; survey expectations
Philip Hans Franses
Website
Department of Econometrics, Erasmus School of Economics, Erasmus University Rotterdam, PO Box 1738 3000 DR, Rotterdam, The Netherlands
Interests: economics; econometrics; statistics; time series analysis; forecasting, marketing research; marketing
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David F. Hendry
Website
Nuffield College, University of Oxford, Oxford OX1 1NF, UK
Interests: econometric modelling and history of econometrics; automatic computing methods; empirical macroeconomics; forecasting and climate econometrics
Katarina Juselius
Website
Department of Economics, University of Copenhagen, 1165 Copenhagen, Denmark
Interests: empirical econometrics; the cointegrated VAR; empirical methodology; international macro
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Kajal Lahiri
Website
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
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Alexander J. McNeil
Website
The York Management School, University of York, Freboys, Lane, York YO10 5GD, UK
Interests: quantitative risk management; market risk; credit risk; extreme values; dependence models; copulas; model validation
Pierre Perron
grade Website
Department of Economics, Boston University, Boston, MA, USA
Interests: econometrics; theoretical and applied time series analysis
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Aris Spanos
Website
Department of Economics, Virginia Tech, Blacksburg, VA 24061, USA
Interests: econometric modeling and inference; financial econometrics; econometric methodology; philosophical foundations of statistics; philosophy of science; history of probability; statistics and econometrics
Aman Ullah
Website
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

Editorial Board Members (32)

Tomohiro Ando
Website
Melbourne Business School, University of Melbourne, 200 Leicester Street, Carlton 3053, Australia
Interests: Bayesian econometrics; economic forecasting; financial econometrics; high-dimensional modeling; model selection and averaging
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Martin Biewen
Website
Statistics, Econometrics and Quantitative Methods, Faculty of Economics and Social Sciences, University of Tübingen, Sigwartstr. 18, D-72076 Tübingen, Germany
Interests: labor economics; income distribution; education economics; microeconometrics
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Christian Brownlees
Website
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
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Zongwu Cai
Website
The Charles Oswald Distinguished 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
Massimiliano Caporin
Website
Department of Statistical Sciences, University of Padova, 35122 Padova PD, Italy
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
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Roberto Casarin
Website
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
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Isabel Casas
Website
Department of Finance and Economics, University of Deusto, Av. de las Universidades, 24, 48007 Bilbao, Spain
Interests: econometrics: semiparametric and nonparametric estimation; time series econometrics: volatility and interest rates estimation; simulation and modelling
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Boris Choy
Website
Discipline of Business Analytics, The University of Sydney, Sydney, NSW 2006, Australia
Interests: Bayesian inference; robust inference; heavy-tailed distributions; scale mixture distributions; stochastic volatility; survival analysis; risk management; non-life insurance
Deniz Erdemlioglu
Website
Department of Finance, IESEG School of Management, 59000 Lille, France
Interests: financial econometrics; applied time series analysis; high-frequency data and volatility modeling; international finance, tail risk measurement
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Jean-David Fermanian
Website
Crest-Ensae, 91120 Palaiseau, France
Interests: dependence models; financial econometrics; credit risk
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