Special Issue "Resampling Methods in Econometrics"
A special issue of Econometrics (ISSN 2225-1146).
Deadline for manuscript submissions: closed (15 December 2018).
Interests: finite sample inference; identification-robust inference; simulation-based econometric methods; dynamic macroeconomic modelling; structural macroeconomics and finance
Interests: simulation-based econometric methods; irregular inference methods; financial econometrics; macro-economic and environmental econometrics
This Special Issue aims at gathering contributions on resampling and simulation-based estimation and inference in econometrics. These include: Methodological contributions to the underlying econometric and statistical theory; empirical work demonstrating that resampling-based methods can change our understanding of important economic issues; and simulation studies for uncovering undocumented consequential issues with standard methods that can be solved using resampling. Relevant specific topics include: Various forms of bootstrapping, Monte Carlo test methods, permutation-based methods, indirect inference and other forms of simulation-based estimation, simulation-based sequential testing, resampling-based model averaging/cross-validation, and innovative empirical applications of resampling methods.
While the scope of this Special Issue will not be restricted to these topics, we welcome contributions that underscore the usefulness of resampling in: (i) relatively small samples as occurs for example in macroeconomics; (ii) situations where identification may fail and other irregular settings; (iii) multiple testing and simultaneous inference problems; (iv) the analysis of rare events; and (v) forecasting.
Prof. Jean-Marie Dufour
Prof. Lynda A. Khalaf
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) for publication in this open access journal is 1000 CHF (Swiss Francs). 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.
- Simulation-based estimation
- Simulation-based Inference
- Monte Carlo tests
- Resampling-based specification/cross-validation