Two of the fastest growing frontiers in econometrics and quantitative finance are time series and financial econometrics. Significant theoretical contributions to financial econometrics have been made by experts in statistics, econometrics, mathematics, and time series analysis. The purpose of this special issue of the journal on “Frontiers in Time Series and Financial Econometrics” is to highl...

Since the seminal work of Becker (1968), a large empirical literature has developed around the estimation and testing of economic models of crime. Recently, spatial interactions of crime incidents have become one of the research areas in economics in connection with the progress of spatial econometrics. But these models of crime based on aggregated data relied heavily on cross-sectional econome...

This article provides the first evidence that universities compete directly on price, and that the market for students depends on the proximity of competitors. Exploiting detailed data from private U.S. universities, price competition is tested by introducing geographic proximity into a spatial-autoregressive tuition model. Standard spatial models show that list and net tuition are inversely re...

Precision agriculture (PA) aims to provide data on soil, nutrient use, irrigation, and crops, guide management strategic decisions towards an efficient use of inputs, increasing production avoiding environmental problems due excessive accumulation fertilizers. In this paper, PA from a large Portuguese farm producing maize were used assess the effectiveness agronomic concerning fertilizer seed c...