Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors' Introduction

Tim Bollerslev 1 , Bent Jesper Christensen 2 , Niels Haldrup 3  and Asger Lunde 4
  • 1 Duke University and CREATES
  • 2 Aarhus University and CREATES
  • 3 Aarhus University and CREATES
  • 4 Aarhus University and CREATES
Purchase article
Get instant unlimited access to the article.
$42.00
Log in
Already have access? Please log in.


or
Log in with your institution

Journal + Issues

The Journal of Time Series Econometrics (JTSE) serves 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.

Search