Themed Issue of the Journal of Econometrics

 

Robert Taylor, Allan Timmermann and Dacheng Xiu are acting as guest Associate Editors for a Themed Issue of the Journal of Econometrics on the theme "Predictive Modelling of Financial Data".   

Synopsis: The proposed themed issue will focus on advances in econometric methods as they apply to the analysis of financial data.

Suitable topics for submission include, but are not limited to: predictive regression methods and applications to return predictability;  predictive modelling of panel data and data with complex factor structure;  machine learning methods, high-dimensional modelling and big data in finance; high-frequency data; volatility and density modelling; forecast combinations; forecasting under model instability. 

Submissions should be made through the Journal of Econometrics' Editorial Express submission web site which can be reached by clicking on this link .  Full details regarding Themed Issues of Journal of Econometrics can be found at https://sites.google.com/view/journalofeconometrics/home

The closing date for submissions is October 31st 2020. 

 

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