COMPUTATIONAL AND FINANCIAL ECONOMETRICS

PUBLICATIONS OUTLETS

Journal of Computational Statistics & Data Analysis

CALL FOR PAPERS
COMPUTATIONAL STATISTICS & DATA ANALYSIS
4th Special Issue on COMPUTATIONAL ECONOMETRICS
http://www.elsevier.nl/locate/csda

Guest Editors:
D.A. Belsley, R. Davidson, E.J. Kontoghiorghes, J. MacKinnon and H.K. Van Dijk

We are inviting submissions for the 4th special issue of Computational Statistics and Data Analysis dealing with Computational Econometrics.

Econometric techniques are inherently computational, often substantially so. Existing algorithms, however, do not always embody the best of computational techniques, either for efficiency, stability, or conditioning. Likewise, environments for doing econometrics are inherently computer based. Integrated packages for conducting econometrics have grown well over the years, but still have much room for further development. Computational econometrics, then, is a natural field that is ever ready to receive new efforts, and a special issue in this area is always welcome.

CSDA aims to have regular issues in Computational Econometrics. Three have been published in recent years (42(3), 49(2) and 51(7)), which can be found here. A CSDA Bibliography on Computational and Financial Econometrics can be found at: http://www.elsevier.com/inca/publications/misc/cereferences.pdf .

Submissions for the 4th special issue should contain both a computational and an econometric or financial-econometric component. The deadline for submissions is 7 September, 2007. Notification of decisions will be given by 20 December, 2007. Authors who are uncertain about the suitability of their papers should contact the special issue editors. All submissions must contain original unpublished work not being considered for publication elsewhere. Submissions will be refereed according to standard procedures for Computational Science and Data Analysis. Information about the journal can be found at http://www.elsevier.com/locate/csda

Please e-mail a PDF file of your manuscript to: submit a paper to CSDA. All submissions must be double spaced or they will be returned immediately for revision.

The special issue editors:

David A. Belsley
Department of Economics, Boston College, USA
E-mail: send

Russell Davidson
Department of Economics, McGill University, Quebec
E-mail: send

Erricos John Kontoghiorghes
Univ. of Cyprus and Birkbeck College, Univ. of London, UK
E-mail: send

James MacKinnon
Economics Department, Queen's University, Canada
E-mail: send

Herman K. van Dijk
Econometric Institute, Erasmus University Rotterdam, Netherlands
E-mail: send