The 5th International Conference on Econometrics and Statistics (EcoSta 2022) will be hosted by Ryukoku University, Kyoto, Japan, 4-6 June 2022. A tutorial will be given on Friday the 3rd of June 2022.
Due to the COVID-19 pandemic, the conference will be hybrid. The keynote talks, the special invited sessions, the hybrid organized sessions, and the virtual sessions will be live-streamed for all the conference participants. Contributed speakers can choose in-person or virtual presentation, while invited speakers should coordinate their presentation mode with the session organizers. All the posters will be posted online, but in-person participants will be able to meet physically during the poster session.
The 3rd International Conference on Econometrics and Statistics, EcoSta 2019, has taken place at the National Chung Hsing University (NCHU), Taiwan, 25-27 June 2019, and gathered about 660 participants. In 2020, EcoSta was postponed due to the COVID-19 pandemic, and it was held online in 2021. The virtual EcoSta 2021 gathered about 450 participants.
This hybrid conference is co-organized by the Working Group on Computational and Methodological Statistics (CMStatistics), the network of Computational and Financial Econometrics (CFENetwork), and the Ryukoku University.
The journals Econometrics and Statistics (EcoSta) and Computational Statistics & Data Analysis (CSDA) and their special sections, the Annals of Computational and Financial Econometrics, and Annals of Statistical Data Science are the main sponsors. Selected peer-reviewed papers will be considered for publication in special or regular issues of the journals Econometrics and Statistics, and Computational Statistics & Data Analysis.
This conference invites oral and poster presentations containing substantial advances in the broad areas of econometrics and statistics. All topics within the scope of the journal Econometrics and Statistics will be considered. Topics of interest include, but are not limited to:
Part A. Econometrics: estimation of econometric models and associated inference, model selection, panel data, measurement error, time series analyses, filtering, portfolio allocation, option pricing, quantitative risk management, systemic risk and market microstructure, forecasting, volatility and risk, credit risk, pricing models, portfolio management and emerging markets.
In this conference edition, special emphasis will be given to fintech (financial technology).
Part B. Statistics: high-dimensional problems, functional data analysis, robust statistics, resampling, dependence, extreme value theory, spatial statistics, Bayesian methods, statistical learning, nonparametric statistics, multivariate data analysis, parametric & semiparametric models, numerical methods in statistics, and substantial statistical applications in other areas such as medicine, epidemiology, biology, psychology, climatology and communication. Innovative algorithmic developments are welcome, as are the computer programs and the computational environments that implement them as a complement.