Advances in Econometrics

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Advances in Econometrics publishes original scholarly econometrics papers with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics throughout the empirical economic, business and social science literature. Annual volume themes, selected by the Series Editors, are their interpretation of important new methods and techniques emerging in economics, statistics and the social sciences.

Advances in Econometrics is essential reading for academics, researchers and practitioners who are involved in applied economic, business or social science research, and eager to keep up with the latest methodological tools. The series disseminates new ideas in a style that is more expository than journal articles and provides empirical applications that may be related to microeconomics, macroeconomics or finance, using cross-section data, time series data or panel data.

The series encourages well-written research articles, with pedagogic, expository content, with the focus on econometric theory, methods and applications of broad interest to those in economics and related disciplines.

Senior editorial board: Carter Hill, Tom Fomby, Ivan Jeliazkov, Juan Carlos Escanciano, Eric Hillebrand, Daniel Millimet, Rodney Strachan and David Jacho-Chavez.

If you would like to propose a volume for Advances in Econometrics, please contact Carter Hill: [email protected] or Tom Fomby: [email protected]

For volume proposal forms please contact Charlotte Maiorana:[email protected] 

 

Publication ethics

This publication adopts the Emerald Publication Ethics guidelines which fully support the development of, and practical application of consistent ethical standards throughout the scholarly publishing community.
 

This title is available as part of the Emerald Business, Management and Economics eBook Series Collection. If you are a subscriber, please follow the link below to access your subscribed content. For purchase/subscription options please contact [email protected].

Online table of contents

For more information about any of the volumes listed below, or to purchase a print copy, please click on the relevant volume title:

• Var Models in Macroeconomics - New Developments and Applications: Essays in Honor of Christopher A. Sims, Volume 32
• Structural Econometric Models, Volume 31
• 30th Anniversary Edition, Volume 30
• Essays in Honor of Jerry Hausman, Volume 29
• DSGE Models in Macroeconomics: Estimation, Evaluation and New Developments, Volume 28
• Missing Data Methods Part B: Time-Series Methods and Applications, Volume 27
• Missing Data Methods Part A: Cross-Sectional Methods and Applications, Volume 27
• Maximum Simulated Likelihood Methods and Applications, Volume 26
• Nonparametric Econometric Methods, Volume 25
• Measurement Error, Volume 24
• Bayesian Econometrics, Volume 23
• Econometrics and Risk Management, Volume 22
• Modelling and Evaluating Treatment Effects in Econometrics, Volume 21
• Econometric Analysis of Financial and Economic Time Series- Pt. B, Volume 20
• Econometric Analysis of Financial and Economic Time Series- Pt. A, Volume 20
• Applications of Artificial Intelligence in Finance and Economics, Volume 19
• Spatial and Spatiotemporal Econometrics, Volume 18
• Maximum Likelihood Estimation of Misspecified Models- Twenty Years Later, Volume 17
• Econometric Models in Marketing, Volume 16
• Econometric Models in Marketing, Volume 16
• Nonstationary Panels, Panel Cointegration, and Dynamic Panels, Volume 15
• Applying Kernel and Nonparametric Estimation to Economic Topics, Volume 14
• Messy Data- Missing Observations, Outliers, and Mixed-Frequency Data, Volume 13
• Applying Maximum Entropy to Econometric Problems, Volume 12

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