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    ISE 2021 - International Symposium on Econometrics (ISE 2021)

    View: 544

    Website https://www.marchconf.org/conference/ISE2021/ | Edit Freely

    Category Economics

    Deadline: February 22, 2021 | Date: March 26, 2021-March 28, 2021

    Venue/Country: Xiamen, Fujian, China

    Updated: 2020-07-28 18:03:47 (GMT+9)

    Call For Papers - CFP

    International Symposium on Econometrics (ISE 2021)

    Website:https://www.marchconf.org/conference/ISE2021/

    Venue/Country: Xiamen, China

    About ISE 2021

    International Symposium on Econometrics (ISE 2021) will be held during March 26-28, 2021 in Xiamen, China. This Conference will cover issues on Econometrics, Statistics, Financial engineering, Operational research and other Related Topics. It dedicates to creating a stage for exchanging the latest research results and sharing the advanced research methods in related fields.

    Publication and Presentation

    Publication: All the accepted papers will be published by a peer-reviewed open access journal that can ensure the widest dissemination of your published work, for more information, please contact us (Editor_Workshop@163.com).

    Index: CNKI and Google Scholar

    Note: 1. If you want to present your research results but do NOT wish to publish a paper, you may simply submit an Abstract to our Registration System.

    2. Please click Template for Manuscripts (below the Registration button at the top left corner) to download the Full Paper template and prepare your article according to it. The full length of one paper is suggested to be 8-10 pages (within the template format with all tables, figures and references). If your paper is over 10 pages, you will be kindly requested to pay for extra pages fees.

    3. The simple Abstract submission should include the title, contents, keywords, authors names, affiliations and emails. The length is suggested to be controlled within 1 page and no more than 2 pages.

    4. You will receive the review results within 3-5 working days after submission. If you do not get any notification within the time limit, please contact us as soon as possible.

    Registration Fee

    Package A: Regular Attendance (No Submission Required) USD 400(RMB 2400)

    Package B: Regular Attendance+Abstract+Presentation USD 450(RMB 2700)

    Package C: Regular Attendance+Paper Publication+Presentation USD 600(RMB 3600)

    Contacts

    Email: Editor_Workshop@163.com (Seminar.Group@hotmail.com)

    Tel: +86 132 6470 2250

    QQ: 1349406763

    WeChat: 3025797047

    Call for Papers

    Econometrics

    Econometrics: methods and applications

    Econometrics, operations research and statistics

    Econometrics and statistics

    Multidimensional data analysis

    Financial engineering

    Operational research

    Financial mathematics and insurance

    Business informatics

    Finance: financial crises, risk management, financial markets

    Applied mathematics in economy, management, logistics

    The classical multiple linear regression model

    Least squares

    Finite-sample properties of the least squares estimator

    Large-sample properties of the least squares and instrumental

    Variables estimators

    Inference and prediction

    Functional form and structural change

    Specification analysis and model selection

    Nonlinear regression models

    Nonspherical disturbances

    Heteroscedasticity

    Serial correlation

    Models for panel data

    Systems of regression equations

    Simultaneous-equations models

    Estimation frameworks in econometrics

    Maximum likelihood estimation

    The generalized method of moments

    Models with lagged variables

    Time-series models

    Models for discrete choice

    Limited dependent variable and duration models

    Probability and distribution theory

    Large sample distribution theory

    Computation and optimization

    Data sets used in applications


    Keywords: Accepted papers list. Acceptance Rate. EI Compendex. Engineering Index. ISTP index. ISI index. Impact Factor.
    Disclaimer: ourGlocal is an open academical resource system, which anyone can edit or update. Usually, journal information updated by us, journal managers or others. So the information is old or wrong now. Specially, impact factor is changing every year. Even it was correct when updated, it may have been changed now. So please go to Thomson Reuters to confirm latest value about Journal impact factor.