Announcements

13 June 2024
Econometrics | Editor's Choice Articles in 2023


1. “When It Counts—Econometric Identification of the Basic Factor Model Based on GLT Structures”
by Sylvia Frühwirth-Schnatter, Darjus Hosszejni and Hedibert Freitas Lopes
Econometrics 2023, 11(4), 26; https://doi.org/10.3390/econometrics11040026
Available online: https://www.mdpi.com/2225-1146/11/4/26

2. “On the Proper Computation of the Hausman Test Statistic in Standard Linear Panel Data Models: Some Clarifications and New Results”
by Julie Le Gallo and Marc-Alexandre Sénégas
Econometrics 2023, 11(4), 25; https://doi.org/10.3390/econometrics11040025
Available online: https://www.mdpi.com/2225-1146/11/4/25

3. “Dirichlet Process Log Skew-Normal Mixture with a Missing-at-Random-Covariate in Insurance Claim Analysis”
by Minkun Kim, David Lindberg, Martin Crane and Marija Bezbradica
Econometrics 2023, 11(4), 24; https://doi.org/10.3390/econometrics11040024
Available online: https://www.mdpi.com/2225-1146/11/4/24

4. “Local Gaussian Cross-Spectrum Analysis”
by Lars Arne Jordanger and Dag Tjøstheim
Econometrics 2023, 11(2), 12; https://doi.org/10.3390/econometrics11020012
Available online: https://www.mdpi.com/2225-1146/11/2/12

5. “Detecting Common Bubbles in Multivariate Mixed Causal–Noncausal Models”
by Gianluca Cubadda, Alain Hecq and Elisa Voisin
Econometrics 2023, 11(1), 9; https://doi.org/10.3390/econometrics11010009
Available online: https://www.mdpi.com/2225-1146/11/1/9

6. “Semi-Metric Portfolio Optimization: A New Algorithm Reducing Simultaneous Asset Shocks”
by Nick James, Max Menzies and Jennifer Chan
Econometrics 2023, 11(1), 8; https://doi.org/10.3390/econometrics11010008
Available online: https://www.mdpi.com/2225-1146/11/1/8

7. “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
Econometrics 2023, 11(1), 5; https://doi.org/10.3390/econometrics11010005
Available online: https://www.mdpi.com/2225-1146/11/1/5

8. “Comparing the Conditional Logit Estimates and True Parameters under Preference Heterogeneity: A Simulated Discrete Choice Experiment”
by Maksat Jumamyradov, Benjamin M. Craig, Murat Munkin and William Greene
Econometrics 2023, 11(1), 4; https://doi.org/10.3390/econometrics11010004
Available online: https://www.mdpi.com/2225-1146/11/1/4

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