Special Issue on Computational Economics and Econometrics

Computational economics encompasses computational modeling of economic systems, whether agent-based, general-equilibrium, macroeconomic, or rational-expectations, computational econometrics and statistics, computational finance, computational tools for the design of automated internet markets, programming tools specifically designed for computational economics, and pedagogical tools for the teaching of computational economics.

Econometrics is the application of statistical methods to economic data and is described as the branch of economics that aims to give empirical content to economic relations. It is "the quantitative analysis of actual economic phenomena based on the concurrent development of theory and observation, related by appropriate methods of inference".

In this special issue, we intend to invite front-line researchers and authors to submit original research and review articles on computational economics and econometrics. Potential topics include, but are not limited to:

• Statistics and simulation methods
• Bayesian econometrics
• Agent based methods
• Stochastic model
• Equilibrium modeling
• Volatility forecasting

Authors should read over the journal’s For Authors carefully before submission. Prospective authors should submit an electronic copy of their complete manuscript through the journal’s Paper Submission System.

Please kindly notice that the “Special Issue” under your manuscript title is supposed to be specified and the research field “Special Issue – Computational Economics and Econometrics” should be chosen during your submission.

According to the following timetable:

For publishing inquiries, please feel free to contact the Editorial Assistant at submission.entrance1@scirp.org

TEL Editorial Office

tel@scirp.org