Special Issue "Recent Developments of Specification Testing"
A special issue of Econometrics (ISSN 2225-1146).
Deadline for manuscript submissions: closed (31 December 2015).
Interests: model specification testing, nonlinear time series analysis, locally stationary time series analysis, generalized spectral analysis, financial econometrics, and modeling interval-valued time series data
It is well known that model misspecification has important implications on the inference of and interpretation of econometric models. Specification testing plays an important role in econometric modeling and model evaluation. Substantial achievements on the theory and methods of specification testing have been made over the past three decades or so. Modern empirical studies often include the testing of various model misspecifications, and the tool kits of specification tests that are available to applied econometricians have increased enormously.
The main purpose of this Special Issue is to further promote research in this important area. We welcome the submission of high quality, original research in this field, including studies concerning new specification testing theories and methods for various econometrics models, ranging from those concerning the conditional mean to entire conditional distributions, in the contexts of cross-sectional, time series, and panel data, respectively. Both parametric and nonparametric testing approaches are encouraged, and solid applications of specification testing to modeling real economic and financial data are also welcome.
Prof. Yongmiao Hong
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.
- empirical analysis
- model misspecification
- nonparametric approach
- parametric approach
- specification analysis
- specification test