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Journal of Applied Econometrics and Statistics: is a double-blind peer reviewed journal the official journal of the theoretical and computational Econometrics, Financial Econometrics, Statistics, Methodological Statistics, and Applied Statistics. It publishes research papers in all aspects of econometrics and statistics. Emphasis will be given to theoretical and methodological papers containing substantial econometrics derivations. Topics of interest includes the estimation of econometric models and related inference, model selection, measurement error, panel data, time series analysis, Bayesian methods, Applied Econometrics, Financial Econometrics, Methodological Statistics, Theoretical Statistics. Papers dealing with computational and technical elements will be encouraged. It may considers articles on complex data sets with such statistical methodology in different areas such as Medical Sciences, Epidemiology, Biology, Psychology, Climatology, Social Sciences, Communications, etc.

JAES INSTRUCTIONS FOR AUTHORS

Part A: ECONOMETRICS. Emphasis is given to methodological and theoretical papers containing substantial econometrics derivations or showing a potential of a significant impact in the broad area of econometrics. Topics of interest include the estimation of econometric models and associated inference, model selection, panel data, measurement error, Bayesian methods, and time series analyses. Simulations are considered when they involve an original methodology. Innovative papers in financial econometrics and its applications are considered. The covered topics include portfolio allocation, option pricing, quantitative risk management, systemic risk and market microstructure. Interest is focused as well on well-founded applied econometric studies that demonstrate the practicality of new procedures and models. Such studies should involve the rigorous application of statistical techniques, including estimation, inference and forecasting. Topics include volatility and risk, credit risk, pricing models, portfolio management, and emerging markets. Innovative contributions in empirical finance and financial data analysis that use advanced statistical methods are encouraged. The results of the submissions should be replicable. Applications consisting only of routine calculations are not of interest to the journal.

Part B: STATISTICS. Papers providing important original contributions to methodological statistics inspired in applications are considered for this section. Papers dealing, directly or indirectly, with computational and technical elements are particularly encouraged. These cover developments concerning issues of high-dimensionality, re-sampling, dependence, robustness, filtering, and, in general, the interaction of mathematical methods, numerical implementations and the extra burden of analysing large and/or complex datasets with such methods in different areas such as medicine, epidemiology, biology, psychology, climatology and communication. Innovative algorithmic developments are also of interest, as are the computer programs and the computational environments that implement them as a complement.

The JAES welcomes the submission of original research papers and well-focused review articles in Statistical sciences and Econometrics.

Electronic Submissions should be sent in word file, LaTeX format with PDF directly to the Editor in Chief: eicjaes@gmail.com OR abhay.statistics@gmail.com. Each submission should contain both blinded and unblended versions of the manuscript.

The paper should be written clearly and concisely in English and have to include: Title, Name(s) and address(es) of author(s) in case of unblinded copy, Abstract, Keywords, Introduction, Methodology, Results and Discussion, Conclusion, Acknowledgement, References and Appendix, if any. Blind version of the manuscript should not contain authors’ names anywhere in the manuscript. Pages should be numbered consecutively. “Abstract” should be a short summary of the paper with a maximum length of 250 words.

Authors wishing to include figures, tables, or text passages that have already been published elsewhere are required to obtain permission from the copyright owner(s) and to include evidence that such permission has been granted when submitting their papers. Any material received without such evidence will be assumed to originate from the authors.

While including tables, note that each table should start with a Table number and caption at the top. Tables should be sequentially numbered in Arabic numerals as Table 1, Table 2, etc. and the caption should follow the Table number, after a colon. Also, the Tables and captions should be centred.

All diagrams, figures and other illustrations should be named as figures, and numbered them consecutively in Arabic numerals (Figure 1, Figure 2, etc,) followed by a colon and a short caption at the bottom. All the Figures and captions should be centred.

Use Harvard system, and add DOI numbers for each reference, if it is available. 

Examples of correct forms of references are given below: