Econometrics and Statistics 20 (2021) 1

Contents lists available at ScienceDirect

Econometrics and Statistics
journal homepage: www.elsevier.com/locate/ecosta

EditorialAdvances of Econometrics and Statistics (EcoSta), 2nd issue
The joint annual conference of the working group on Computational and Methodological Statistics (CMStatistics) and thenetwork of Computational and Financial Econometrics (CFEnetwork) is endorsed by the journal Econometrics and Statistics(EcoSta). The joint conference usually has more than 1500 paper presentations. It is a leading joint international meetingat the interface of statistics, econometrics, empirical ﬁnance and computing. The conference aims at bringing together researchers and practitioners to discuss recent developments in computational methods for economics, ﬁnance, and statistics.
From those conference papers that have been submitted to the EcoSta journal, only eleven papers have been accepted
for inclusion in the second issue of the Advances of Econometrics and Statistics (Advances of EcoSta) after a rigorous peerreview process (Amendola, et al., 2021, Chronopoulos et al., 2021, Baranyi and Bolla, 2021, Funke and Hirukawa, 2021,
Hauzenberger, 2021, Hecq and Voisin, 2021, Hristache and Patilea, 2021, Maciak, 2021, Morales-Onate, et al., 2021, Seri,et al., 2021, Wenger and Leschinski, 2021).
The Editors and coordinators of the CMStatistics and CFEnetwork would like to thank all the authors who have submitted
their papers for consideration to the EcoSta journal. Furthermore, they express their appreciation to the EcoSta associate
editors and referees for having assisted with the rigorous peer-review process of the papers.

Ana Colubi
King’s College London, UK and University of Giessen, Germany
Erricos Kontoghiorghes
Cyprus University of Technology, Cyprus and Birkbeck University of London, UK
E-mail addresses: ana.colubi@gmail.com (A. Colubi), erricos@dcs.bbk.ac.uk (E. Kontoghiorghes)
References
Amendola, Alessandra, Candila, Vincenzo, Gallo, Giampiero M., 2021. Choosing the frequency of volatility components within the Double Asymmetric
GARCH–MIDAS–X model. Econometrics and Statistics 20, 12–28.
Chronopoulos, Ilias, Kapetanios, George, Katerina, Petrova, 2021. Kernel-based Volatility Generalised Least Squares. Econometrics and Statistics 20, 2–11.
Baranyi, Mate, Bolla, Marianna, 2021. Iterated conditional expectation algorithm on DAGs and regression graphs. Econometrics and Statistics 20, 131–152.
Funke, Benedikt, Hirukawa, Masayuki, 2021. Bias correction for local linear regression estimation using asymmetric kernels via the skewing method. Econometrics and Statistics 20, 109–130.
Hauzenberger, Niko, 2021. Flexible Mixture Priors for Large Time-varying Parameter Models. Econometrics and Statistics 20, 87–108.
Hecq, Alain, Voisin, Elisa, 2021. Forecasting bubbles with mixed causal-noncausal autoregressive models. Econometrics and Statistics 20, 29–45.
Hristache, Marian, Patilea, Valentin, 2021. Equivalent models for observables under the assumption of missing at random. Econometrics and Statistics 20,153–165.
Maciak, Matus, 2021. Quantile LASSO with changepoints in panel data models applied to option pricing. Econometrics and Statistics 20, 166–175.
Morales-Onate, Victor, Crudu, Federico, Bevilacqua, Moreno, 2021. Blockwise Euclidean likelihood for spatio-temporal covariance models. Econometrics andStatistics 20, 176–201.
Seri, Raffaello, Martinoli, Mario, Secchi, Davide, Centorrino, Samuele, 2021. Model calibration and validation via conﬁdence sets. Econometrics and Statistics
20, 62–86.
Wenger, Kai, Leschinski, Christian, 2021. Fixed-bandwidth CUSUM tests under long memory. Econometrics and Statistics 20, 46–61.

https://doi.org/10.1016/j.ecosta.2021.08.001
2452-3062/© 2021 Published by Elsevier B.V. on behalf of EcoSta Econometrics and Statistics.