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ObjectiveThe principal aim of the Journal of Time Series Econometrics (JTSE) is to serve as an internationally recognized outlet for important new research in both theoretical and applied classical and Bayesian time series, spatial, and panel data econometrics. The scope of the journal includes papers dealing with estimation, testing, and other methodological aspects involved in the application of time series and spatial analytic techniques to economic, financial, and related data.
Thanks to its electronic format, the Journal of Time Series Econometrics can publish authors’ algorithms, programs, and data sets alongside traditional articles, allowing other scholars to replicate empirical results, and encouraging applied researchers and practitioners to reproduce and extend academic findings. Authors are invited to assist replication of empirical results by providing copies of data and programs online.
Article formatsResearch articles
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Journal of Time Series Econometrics is covered by the following services:
SubmissionYou can easily submit your manuscript online. Simply go to...http://mc.manuscriptcentral.com/dgjtse...and you will be guided through the whole peer-reviewing and publishing process.
Submission process
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Editor-in-ChiefJavier Hidalgo, London School of Economics
Advisory EditorsPierre Perron, Boston University
Associate EditorsYoosoon Chang, Texas A&M UniversityXiaohong Chen, Yale UniversityTim Conley, University of ChicagoNiels Haldrup, Aarhus UniversityYongmiao Hong, Cornell UniversityLajos Horvath, University of UtahLutz Killian, University of MichiganGary Koop, University of StrathclydeStephen Leybourne, Nottingham UniversityEfstathios Paparoditis, University of CyprusJoon Park, Texas A&M UniversityJoris Pinkse, Pennsylvania State UniversityCarlos Velasco, Universidad Carlos IIITim Vogelsang, Michigan State UniversityZhijie Xiao, Boston University