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.
CALL FOR PAPERS - Advances in Econometrics, Volume 40. Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modeling - download full CFP details here