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International Symposia in Economic Theory and Econometrics

Series cover: International Symposia in Economic Theory and Econometrics

ISSN: 1571-0386

Editor: Professor William Barnett
Subject: Economics (view other series in this subject area) Scopus logo.
Information: Author guidelines | Publication ethics
Other: Recommend this book series
Also available in our: Emerald Business, Management and Economics eBook Series Collection


Information Page

The monograph series International Symposia in Economic Theory and Econometrics publishes proceedings of conferences and symposia, as well as research monographs of the highest quality and importance.

All articles published in these volumes are refereed relative to the standards of the best journals, therefore not all papers presented at related symposia are published in these proceedings volumes. These volumes sometimes include articles that were not presented at a symposium or conference, but are relevant to the focus of the volume. The topics chosen for these volumes are those of particular research importance at the time of the selection of the topic. Different co-editors are used for each volume, with co-editors chosen to have particular expertise relevant to the volumes focus.

International Symposia in Economic Theory and Econometrics is affiliated with the Society for Economic Measurement (SEM). Visit the society’s website for more information.

If you would like to propose a volume for International Symposia in Economic Theory and Econometrics, please contact William Barnett: [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.

Print copy & more information

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