The Econometrics Journal News

Call for Submissions: Special Issue on Methodology and Applications of Structural Dynamic Models and Machine Learning

  • Published Date: 11 June 2018

Following the 2nd Conference on Structural Dynamic Models held at the University of Copenhagen on May 31 and June 1, 2018, we invite submissions to a Special Issue of The Econometrics Journal that fall broadly in the areas of structural estimation and machine learning. We are especially interested in submissions that make novel attempts to bridge these two literatures. A number of leading researchers who specialize in these two areas presented papers at the conference and some of them will be submitting papers for the Special Issue. However, the Journal also welcomes submissions to this Special Issue by researchers who may not have been aware of the conference or whose submissions to the conference could not be accommodated due to space constraints in the two-day all plenary session conference format.

You can get an idea of the type of submissions we are interested in by consulting the online conference program at

https://editorialexpress.com/conference/Dynamics2018/program/Dynamics2018.html

and the conference announcement at

https://www.econ.ku.dk/cce/events/dynamics2018/.

The submission deadline for papers to be included in this Special Issue is October 1, 2018. Please submit online to The Econometrics Journal via Editorial Express at https://editorialexpress.com/ectj and select submission category "Special Issue Paper: SDM2018".

Note that all submissions will follow the standard editorial process and procedure for The Econometrics Journal. Thus, submissions should be prepared in The Econometrics Journal style, normally not exceed 20 pages, and demonstrate their applied relevance with an empirical application (see http://www.res.org.uk/view/submissionsEconometrics.html). All submissions will be pre-screened to make sure they are appropriate for the The Econometrics Journal before being assigned to an Editor for the normal editorial review process with the same editorial standards used for regular issues.  John Rust will serve as the Co-Editor in charge of submissions to this Special Issue and will be assisted by Bertel Schjerning, who will serve as a guest editor. If the number of high quality submissions exceeds the space available for the Special Issue, submitters of accepted papers will have the option to publish their work in a regular issue of The Econometrics Journal.

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