Special Issues of Econometrics: Celebrated Econometricians by Editorial Office

“…Econometrics is pleased to announce the commissioning of a new series of Special Issues dedicated to celebrated econometricians of our time.[...]…”
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Special Issue “Celebrated Econometricians: Peter Phillips” by Federico Bandi, Alex Maynard, Hyungsik Roger Moon, Benoit Perron

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Celebrated Econometricians: Katarina Juselius and Søren Johansen by Rocco Mosconi, Paolo Paruolo

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Discovering mathematics with Maple : an interactive exploration for mathematicians, engineers, and econometricians / by 245505 Stroeker, Roelof J., Kaashoek, Johan F., Hoogerheide, L. F.

The child as econometrician: a rational model of preference understanding in children. by Christopher G Lucas, Thomas L Griffiths, Fei Xu, Christine Fawcett, Alison Gopnik, Tamar Kushnir, Lori Markson, Jane Hu

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Discovering mathematics with Maple [compact disc] : an interactive exploration for mathematicians, engineers, and econometricians / by 245505 Stroeker, Roelof J., Kaashoek, Johan F., Hoogerheide, L. F.

Essay on beliefs and the macroeconomy by Molavi, Pooya.

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An Interview with William A. Barnett by Apostolos Serletis

“…William(Bill) Barnett is an eminent econometrician andmacroeconomist.[...]…”
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Applied panel data analysis: short panels by Law, Siong Hook

“…The series are designed to accommodate the needs of the average would-be applied econometrician from a wide variety of backgrounds in the Science, Applied Sciences and the Social Sciences. …”
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Cointegration Analysis: An International Enterprise. by Hendry, D

“…The history of the concept and related notions, as this is central to understanding its present position in the econometrician’s toolkit is recalled. Then the idea is illustrated with an example of how we conceive of cointegration in the context of an issue such as inflation, which has been the centre of much economic policy and even more theoretical and empirical analysis.…”

Isaiah Andrews, 2021 John Bates Clark Medalist by Mikusheva, Anna, Shapiro, Jesse M

“…<jats:p> Isaiah Andrews is an exceptionally warm and caring person, a remarkable teacher, a collaborator and mentor, an exemplary contributor to his department and profession, and a brilliant econometrician. In this article, we review Isaiah’s contributions to econometric theory in the context of Isaiah’s receipt of the 2021 John Bates Clark Medal. …”
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Econometric Model Selection: Nonlinear Techniques and Forecasting. by Castle, J

“…Furthermore, different model selection rules may be required for in-sample modelling and for forecasting, when the data generating process is evolutionary, non-stationary, and unknown to the econometrician. This book develops methods for selecting nonlinear models, proposing an easy to implement algorithm which circumvents identification problems, and builds equilibrium correction mechanisms of inflation to examine their forecast performance against robust devices. …”

Inflation and Inflation Uncertainty Nexus in Kuwait: A GARCH Modeling Approach by Tariq A.H. Al-Zuhd, Mohammad H. Saleh

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A note on heteroscedasticity in cross-section regressions estimated from Irish county data by Neary, J

“…The fact that the Dublin observation is an 'outlier' does not of itself pose a problem for an econometrician who wishes to estimate cross-section regressions from Irish county data. …”

Applications of econometric analysis to forecasting in international relations by Choucri, Nazli

“…The general approach we have employed is one common to any econometrician concerned with the analysis of time series data, or any statistician examining the properties of small samples. …”
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Selection-free predictions in global games with endogenous information and multiple equilibria by Angeletos, George-Marios, Pavan, Alessandro

“…A novel procedure of iterated elimination of nonequilibrium strategies is used to deliver probabilistic predictions that an outside observer—an econometrician—can form under arbitrary equilibrium selections. …”
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Essays on Interviews and Matching by Shayani, Joseph N.

“…Both essays require me to quantify employers' pre-interview information about their post-interview preferences, but employers observe information unobservable to the econometrician. To address this econometric challenge, I estimate a joint structural model of interview offers and post-interview ranks in which unobservables may be correlated across the two periods, and thereby I use the information contained in post-interview preferences to correct for employers' additional pre-interview information. …”
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Variation, jumps, market frictions and high frequency data in financial econometrics by Shephard, N, Barndorff-Nielsen, O

“…One of the most challenging problems in this context is dealing with various forms of market frictions, which obscure the efficient price from the econometrician. Here we will characterise four types of statistical models of frictions and discuss how econometricians have been attempting to overcome them.…”

A Power Booster Factor for Out-of-Sample Tests of Predictability by Pablo Pincheira Brown

“…The relevant econometric environment is one in which the econometrician wants to compare the population Mean Squared Prediction Errors (MSPE) of two models: one big nesting model, and another smaller nested model. …”
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Essays on financial economics by Franzoni, Francesco, 1972-

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