Very interesting morning at Uni of Reading Economics Department Uni of Reading 1st conference in econometrics with data science Lorenzo Trapani 🇪🇺 gave a great keynote on matrix valued time series More to come!

As previously announced, Econometric Reviews has introduced a new award aimed at recognizing young econometricians: the Emerging Econometrician Award. We are pleased to congratulate Sungho Noh as the inaugural recipient. tandfonline.com/journals/lecr2…

Congratulations to Helmut Farbmacher and Harald Tauchmann on receiving the 2023 Econometric Reviews (Econometric Reviews) Best Paper Awards! Their award-winning paper is now unlocked and available for free access! tandfonline.com/journals/lecr2…

To achieve both higher-order efficiency and robustness to misspecification in GMM, consider using the bounded tilting estimation approach proposed in this paper. tandfonline.com/doi/full/10.10…

The Econometric Reviews Best Paper Awards 2023 have been announced by Yuya Sasaki tandfonline.com/doi/full/10.10…

The Nobel Prize in Physics 2024 was awarded to two scholars for their foundational discoveries that enabled the development of artificial neural networks (ANN). Econometric Reviews had featured an article on ANN as early as 1994. tandfonline.com/doi/abs/10.108…

In this new article, Weining Wang , Jeffrey Wooldridge, Mengshan Xu, Cuicui Lu, and Chaowen Zheng propose a novel approach to estimating nonlinear models with spatial data. Check it out. tandfonline.com/doi/full/10.10…

I asked Prof. Badi Baltagi to interview Prof. Essie Maasoumi in recognition of his remarkable 37 years of service as editor. Thank you, Badi, for conducting such a wonderful interview, and thank you, Essie, for your unwavering dedication. tandfonline.com/doi/full/10.10…

Congratulations to Mingfeng Zhan and Karen X. Yan (Karen Yan) for winning the Best Paper Awards! Congratulations to Maurizio Daniele for winning the Emerging Scholar Award! We look forward to your continued contributions to ER (Econometric Reviews). tandfonline.com/doi/full/10.10…

Tom Boot and Artūras Juodis introduce a novel divide-and-conquer method for the robust estimation of errors-in-variables regression. tandfonline.com/doi/full/10.10…

Mikihito Nishi develops a powerful test for coefficient randomness in predictive regressions, overturning earlier findings in studies of U.S. stock returns. tandfonline.com/doi/full/10.10…

Shiyuan Chen, Xiaojun Song, and Jihai Yu develop a novel estimator for partially linear additive spatial autoregressive models and its specification test. tandfonline.com/doi/full/10.10…

Badi H. Baltagi, Qu Feng, and Wei Wang generalize Bai and Perron (1998) to nonstationary panels and show that both the break points and slopes are consistently estimable. Check out this article. tandfonline.com/doi/full/10.10…