ISE 2020 - International Symposium on Econometrics (ISE 2020)

International Symposium on Econometrics (ISE 2020)
Date: July 24-26, 2020
Venue: Guilin, China (Grand Link Hotel)
Website: https://www.marchconf.org/conference/ISE2020/
Online Submission：
https://www.marchconf.org/RegistrationSubmission/d...
Email Submission: workshop3-AT-126.com
About ISE2020:
International Symposium on Econometrics (ISE 2020) is to be held during July 24-26, 2020 in Guilin, 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(workshop3-AT-126.com).
Index: CNKI and Google Scholar  
Note: 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.
Attendance Methods:
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)
Contact Us:
Email: workshop3-AT-126.com
Tel: +86 132 6470 2250
QQ: 1349406763
WeChat: 3025797047 
Topics:
Topics are included but are not limited to:
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
Other Related Topics