Special Issue "Nonparametric Methods in Econometrics"
A special issue of Econometrics (ISSN 2225-1146).
Deadline for manuscript submissions: closed (31 May 2016) | Viewed by 12415
Interests: econometrics: semiparametric and nonparametric estimation; time series econometrics: volatility and interest rates estimation; simulation and modelling
Special Issues, Collections and Topics in MDPI journals
This Special Issue aims at gathering the latest advances in nonparametric techniques within a variety of applications in economics and finance, in particular, but not exclusively, it will highlight the research in methodologies for time-varying parameter models. Acolytes of the motto “let data speak” have increased in the last decades as faster computer power permits a feasible treatment of large datasets with nonparametric techniques. More recently, researchers in nonparametrics are working on varying coefficient models. In the particular case of time series, economists have searched intensely for a way to include time variation in the coefficients and volatility. The reason for this is that economic processes evolve over time and their effects must be identified locally rather than globally. Despite the fact that these estimators adapt easily to situations of change, the lack of computer applications with this functionality makes them somewhat “unpopular” as it is difficult for the nonspecialized end-user to code them. This Special Issue also calls for computing code, when available, to be posted as part of the research contribution.
Dr. Isabel Casas
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 submissions that pass pre-check are 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 1400 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.
- nonparametric estimation
- varying coefficients
- time-varying parameters
- kernel smoothing
- smoothing spline
- rate of convergence