Editor: Thomas B. Fomby, R. Carter Hill, Ivan Jeliazkov, Juan Carlos Escanciano and Eric Hillebrand
Subject: Economics (view other series in this subject area)
Information: Author guidelines
Other: News (Inc. call for papers) | Recommend this book series
Also available in our: Emerald Business, Management and Economics eBook Series Collection
Online access: Online table of contents | Latest Volume RSS
Visit the Advances in Econometrics 30th volume site
To celebrate over 30 years of publishing original econometrics papers, this volume takes a fresh look at the work of the editors Tom Fomby and Carter Hill. It also looks ahead with new research on: Steinrule estimation; weak instruments in panel data and spatial models; and Monte Carlo experiments.
Volume 29: Essays in Honor of Jerry Hausman by Badi Baltagi, Whitney Newey, Hal White and Carter Hill. Browse the Table of Contents.
Jerry Hausman is the leading econometrician of our age. This volume comprehensively explores the theory and practice of econometrics that are inspired by, or related to, Hausman's work. It contains research articles that make contributions in several key areas in DSGE modeling and estimation and that offer innovations in econometric methodology.
Volume 28: DSGE Models in Macroeconomics: Estimation, Evaluation and New Developments by Nathan Balke, Fabio Canova, Fabio Milani and Mark Wynne. Browse the Table of Contents.
This volume examines key topics in the modeling and estimation of Dynamic Stochastic General Equilibrium (DSGE) models. It contains research articles that make significant contributions in several areas in DSGE modeling and estimation, and that offer innovations in econometric methodology.
Buy any copy of the Advances in Econometrics series.
“Over 25 years and still going strong. Advances in Econometrics consistently puts together cutting edge research by leaders in the profession. It is required reading for any empirical researcher striving to stay current.”
– Daniel L. Millimet, Professor & Director of Undergraduate Studies, Department of Economics, SMU, Dallas
“The Advances in Econometrics volumes are an invaluable source for researchers wishing to keep abreast of the latest developments in econometrics. Their reviews and extensions of selected frontier topics enable researchers to get up to date without being overwhelmed by an ever-increasing literature.”
– William E. Griffiths, Professor of Econometrics, University of Melbourne
Advances in Econometrics aims to annually publish original scholarly econometrics papers on designated topics 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.
Advances in Econometrics annual volume themes are selected by the Series Editors based on their interpretation of important new methods and techniques emerging in economics, statistics and the social sciences.
Selected topics provide a bridge between current theoretical developments and the research interests of applied researchers in economics and related disciplines.
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:
Advances in Econometrics encourages academics, researchers and Ph.D. students to share their experience, knowledge and research with an international audience.
Contributors come from across the globe and researchers from all areas are welcome to submit work for consideration in the series.
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. Coverage includes, but is not restricted to:
Dr. Thomas B. Fomby is Professor and Chair in the Department of Economics at Southern Methodist University. He received his Ph.D. in Economics from the University of Missouri, Columbia. His current research interests include time series forecasting, especially seasonal time series, and the use of econometric methods in financial modeling and marketing research. He has been a senior co-editor of Advances in Econometrics since 1987.
Dr. R. Carter Hill is Ourso Professor of Econometrics at Louisiana State University. He received his Ph.D. in Economics from the University of Missouri, Columbia. His research interests include microeconometric methods, especially the use of nonsample information and qualitative choice models. He has been a senior co-editor of Advances in Econometrics since 1995.
Dr. Ivan Jeliazkov is Associate Professor of Economics and Statistics in the Department of Economics at the University of California at Irvine. He received his PhD in Economics from Washington University in St. Louis, USA. His research interests include bayesian econometrics, model comparison, nonparametic estimation, Markov chain Monte Carlo (MCMC), and simulation-based inference.
Dr. Juan Carlos Escanciano is Associate Professor of Economics at Indiana University. He received his PhD in Economics at the Universidad Carlos III de Madrid, Spain. His current research interests include identification, semiparametric and nonparametric econometrics, shape restrictions, specification testing, risk management and empirical assett pricing.
Dr. Eric Hillebrand is Associate Professor at the Center for Research in Econometric Analysis of Time Series (CREATES), Department of Economics and Business, Aarhus University, Denmark. He received his Ph.D. in Economics at the University of Bremen, Germany. His research interests include time series analysis, financial econometrics, and mathematics in economics and finance
Dr. Daniel L. Millimet is Professor of Economics at Southern Methodist University. He received his Ph.D. in Economics from Brown University. His research interests include microeconometrics, program evaluation, and measurement issues.
Visit the series website.
Sarah Roughley – firstname.lastname@example.org
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@example.com.
For more information about any of the volumes listed below, or to purchase a print copy, please click on the relevant volume title: