Econometrics @Econom_MDPI
Econometrics (ISSN 2225-1146) is an, #openaccess journal, covering all aspects of #econometrics. Published quarterly online by @MDPIOpenAccess mdpi.com/journal/econom… Basel, Switzerland Joined June 2016-
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🛎️New #article is published in the journal Econometrics MDPI!!🛎️ Title: Competition–Innovation Nexus: Product vs. Process, Does It Matter? By: Emil Palikot 👇You can access the #paper via the link below: mdpi.com/2450710 #econometrics #nexus #innovation
🛎️New #article alert!!🛎️ Title: Locationally Varying Production Technology and Productivity: The Case of Norwegian Farming By: Subal Kumbhakar, Jingfang Zhang and Gudbrand Lien 👇Access the #paper: lnkd.in/d-mtkB2c #econometrics #semiparametric #spatialanalysis
🛎️New #article alert!!🛎️ Title: Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum By: Bilel Sanhaji and Julien Chevallier 👇You can access the #paper via the link below: mdpi.com/2428132 #econometrics #bitcoin #ethereum
🛎️New #article alert!!🛎️ Title: Estimation of Realized Asymmetric Stochastic Volatility Models Using Kalman Filter By: Manabu Asai 👇You can access the #paper via the link below: lnkd.in/dfVRqQsh #econometrics #asymmetry #volatility #stochastic
📢We are pleased to announce that #Econometrics has received the 1st Impact Factor 1.5! The Editorial Office would like to express its gratitude to the Editor-in-Chief, the Advisory and Editorial Board Members, Guest Editors, Authors, Reviewers, and everyone who has helped us!
🎊 Our June #issue is out! 😊 You can read all the #papers that have been published in this issue on the following link: lnkd.in/d_dAHx3T 🌿We thank all the authors, reviewers, and Editors for making this happen! 😊 #Econometrics #mdpi #OpenScience #OpenAccess
🛎️New #article alert!🛎️ Title: Socio-Economic and Demographic Factors Associated with COVID-19 Mortality in European Regions: Spatial Econometric Analysis By: Mateusz Szysz and Andrzej Torój 👇You can access the #paper: lnkd.in/dgRuQmkW #econometrics #spatialanalysis
🛎️New #article alert!!🛎️ Title: Skill Mismatch, Nepotism, Job Satisfaction, and Young Females in the MENA Region By: Mahmoud Arayssi, Ali Fakih and Nathir Haimoun 👇You can access the #paper: lnkd.in/d8rc38zD #econometrics #jobsatisfaction #MENA #socialcosts
🛎️New #article alert!!🛎️ Title: Parameter Estimation of the Heston Volatility Model with Jumps in the Asset Prices By: Jarosław Gruszka and Janusz Szwabiński 👇You can access the #paper: lnkd.in/dcnZ5mu9 #econometrics #montecarlo #markovchains #bayesian #hestonmodel
🛎️New #article alert!!🛎️ Title: Factorization of a Spectral Density with Smooth Eigenvalues of a Multidimensional Stationary Time Series By: Tamás Szabados 👇You can access the #paper via the link below: lnkd.in/dmPNvaNb #econometrics #timeseries #linearprediction
🛎️New #article is published!🛎️ Title: Online Hybrid Neural Network for Stock Price Prediction: A Case Study of High-Frequency Stock Trading in the Chinese Market By: Chengyu Li, Luyi Shen and Guoqi Qian 👇You can access the #paper via the link below: lnkd.in/duM9T53s
🛎️New #article alert!🛎️ Title: Information-Criterion-Based Lag Length Selection in Vector Autoregressive Approximations for I(2) Processes By: Dietmar Bauer 👇You can access the #paper via the link below: lnkd.in/dDqau9e5 #econometrics #VAR
🛎️New #article alert! Title: Modeling COVID-19 Infection Rates by Regime-Switching Unobserved Components Models By: Paul Haimerl and Tobias Hartl 👇You can access the #paper via the link below: lnkd.in/dv5n6ZZb #econometrics #macroeconomics #finance
🎊 Our March #issue is out! 😊 You can read all the #papers that have been published in this issue on the following link: lnkd.in/dmnFxxwg 🌿We thank all the authors, reviewers, and Editors for making this happen! 😊 #Econometrics #mdpi #OpenScience #OpenAccess
📣Today, we share with you the most cited and viewed #article in the journal Econometrics in the last 1 year "Green Bonds for the Transition to a Low-Carbon Economy" by Andreas Lichtenberger, João Paulo Braga and Willi Semmler. Enjoy reading👉lnkd.in/dXWWmpWA #greenbonds
🛎️New #article alert!!🛎️ Title: Detecting Common Bubbles in Multivariate Mixed Causal–Noncausal Models By: Gianluca Cubadda, Alain Hecq and Elisa Voisin 👇You can access the #paper via the link below: lnkd.in/dfwvbamB #econometrics #comovements #bubbles
🛎️New #article alert!!🛎️ Title: Semi-Metric Portfolio Optimization: A New Algorithm Reducing Simultaneous Asset Shocks By: Nick James, Max M., Jennifer Chan 👇You can access the #paper via the link below: lnkd.in/dGSPA5qe #econometrics #timeseriesanalysis #marketcrises
🛎️New #article alert! Title: Causal Vector Autoregression Enhanced with Covariance and Order Selection By: Bolla Marianna, Dongze Ye, Haoyu Wang, Renyuan Ma, Valentin Frappier, William Thompson, Catherine Donner, Máté Baranyi and Fatma Abdelkhalek 👇 mdpi.com/2159214
🛎️New #article alert!🛎️ Title: Exploring Industry-Distress Effects on Loan Recovery: A Double Machine Learning Approach for Quantiles By: Hui-Ching Chuang and Jau-er Chen 👇You can access the #paper via the link below: lnkd.in/eViVS9Dk #econometrics #machinelearning
🛎️New #article alert!🛎️ Title: Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks By: Anthony D. Hall, Annastiina Silvennoinen and Timo Teräsvirta 👇Access the #paper: lnkd.in/eRqsbFfY
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