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Editorial Objectives
Topicality
Key Benefits
Key Audiences
Coverage
Series Editors
Reviews

Editorial Objectives

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.

Topicality

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.

Key Benefits

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, with many papers including supplementary computer code and/or data driven examples illustrating the techniques.
• Provides a collection of papers in each volume related to a central theme or idea, encompassing alternative approaches to implementation of the methodology.
• Provides empirical applications that may be related to microeconomics, macroeconomics or finance, using cross-section data, time series data or panel data.

Key Audiences

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.

Coverage

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:
• Panel Data Models
• Bayesian Modeling
• Financial Econometrics
• Maximum Likelihood Methods
• Nonparametric Methods
• Policy Analysis and Treatment Effects in Econometrics
• Econometric Computation and Simulation
• Econometric Models in Marketing
• Spatial and Spatiotemporal Econometrics

The Series Editors

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.

The Series Website: http://faculty.smu.edu/tfomby/aie.htm

Reviews

 “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

Volumes within this series

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Online access:

This title is available as part of an eBook series collection. If you are a subscriber, please follow the link below to access your subscribed content. For purchase options please contact ebookseries@emeraldinsight.com.

Online table of contents

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:

• 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. A, Volume 20
• Econometric Analysis of Financial and Economic Time Series- Pt. B, 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
• 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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