Saturday, February 4, 2017

Econometrics - Young Researcher Award

The journal, Econometrics, hasn't been around all that long, but it has published some great articles by some very prominent econometricians. And it's "open access" to readers, which is always good news.

Today, I received an email with the following important information:

"The journal Econometrics ( is inviting applications and nominations for the 2017 Young Researcher Award. The aim of the award is to encourage and motivate young
researchers in the field of econometrics.
Applications and nominations will be assessed by an evaluation committee chaired by the Editors and composed of Editorial Board Members.
Eligibility Criteria:
a) The upper age limit for the applicant is 40.
b) No more than 10 years since conferral of a PhD degree (by 30 June 2017).
The award will consist of: (1) a certificate; (2) an honorarium of 500 CHF; (3) a voucher for publishing two papers free of charge and without fixed deadlines in Econometrics if the Article Processing Charge will be applied; and (4) a £150 book voucher for PM book series sponsored by Palgrave Macmillan.
The application and nomination pack should include:
1. A Curriculum Vitae, including a complete list of publications and conference activities.
2. A description of the applicant’s major research contributions over the last 5 years, including clear discussions of 3 most representative publications published over the last 5 years. (For each publication, please provide significance of the publication and the applicant’s own contribution to the publication).
3. A letter of nomination from an established econometrician. The letter should highlight the candidate’s achievements and contribution to the field of econometrics.
Please send your application/nomination to the Econometrics Editorial Office at by 30 June 2017. The winner will be announced on the Econometrics website in September 2017."

© 2017, David E. Giles

Friday, February 3, 2017

February Reading

Here are some suggestions for your reading list this month:
  • Aastveit, A., C. Foroni, and F. Ravazzolo, 2016. Density forecasts with midas models. Journal of Applied Econometrics, online.
  • Chang, C-L. and M. McAleer, 2016.  The fiction of full BEKK. Tinbergen Institute Discussion Paper TI 2017-015/III.
  • Chudik, A., G. Kapetanios, and M.H. Pesaran, 2016.  A one-covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models. Cambridge Working Paper Economics: 1667.
  • Kleiber, C.. Structural change in (economic) time series WWZ Working Paper 2016/06, University of Basel.
  • Romano, J. P. and M. Wolf, 2017. Resurrecting weighted least squares. Journal of Econometrics, 197, 1-19.
  • Yamada, H., 2017. Several least squares problems related to the Hodrick-Prescott filtering. Communications in Statistics - Theory and Methods, online.

© 2016, David E. Giles