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Journal of Time Series Econometrics

Editor-in-Chief: Hidalgo, Javier

CiteScore 2017: 0.25

SCImago Journal Rank (SJR) 2017: 0.236
Source Normalized Impact per Paper (SNIP) 2017: 0.682

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    De Gruyter Studies in the Practice of Econometrics

    De Gruyter Studies in the Practice of Econometrics

    Your benefits:
    • A pioneer journal in the field
    • Important cutting-edge research in both theoretical and applied time series, spatial, and panel data econometrics
    • Wide range of methodological aspects that are involved when applying time series and spatial analytic techniques to economic and financial data
    • Interdisciplinary debate with participation of economists and statisticians

    Aims and Scope

    The 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.

    • theoretical and applied classical and Bayesian time series
    • spatial econometrics
    • panel data econometrics

    Article formats
    Research articles

    >Information on submission process


    Type of Publication:
    macroeconomists, applied statisticians, and financial analysts

    Submission of Manuscripts

    Instructions for Authors

    You can easily submit your manuscript online. Simply go to...
    ...and you will be guided through the whole peer-reviewing and publishing process.

    Your benefits of publishing with us
    • Rapid online publication ahead-of-print with short turnaround times
    • High quality manuscript processing through ScholarOne Manuscripts®
    • Optional open access publication
    • Accepted papers will be published online first as DOI-citable, forward-linked articles for quickest possible visibility for the scientific community
    • Every article easily discoverable because of SEO and comprehensive abstracting and indexing services
    • Convenient citation tracking via e-mail alert
    • Secure archiving by De Gruyter and the independent archiving service Portico
    • Professional sales and marketing support
    Submission process
    • Submission of your paper via our submission management tool
    • Peer review process (you will be guided through every step)
    • Decision on your paper
    • If accepted: you have the option to publish it open access
    • Publication online and in print
    Please note

    We look forward to receiving your manuscript!

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    Content available since 2009 (Volume 1, Issue 1)

    Abstracting & Indexing

    Journal of Time Series Econometrics is covered by the following services:

    • Academic Journal Guide
    • Baidu Scholar
    • CNKI Scholar (China National Knowledge Infrastructure)
    • CNPIEC - cnpLINKer
    • Current Index to Statistics
    • Dimensions
    • EBSCO (relevant databases)
    • EBSCO Discovery Service
    • EconBiz
    • ECONIS
    • EconLit
    • ERIH PLUS (European Reference Index for the Humanities and Social Sciences)
    • Genamics JournalSeek
    • Google Scholar
    • IBR (International Bibliography of Reviews of Scholarly Literature in the Humanities and Social Sciences)
    • IBZ (International Bibliography of Periodical Literature in the Humanities and Social Sciences)
    • Japan Science and Technology Agency (JST)
    • J-Gate
    • JournalGuide
    • JournalTOCs
    • KESLI-NDSL (Korean National Discovery for Science Leaders)
    • Mathematical Reviews (MathSciNet)
    • Microsoft Academic
    • Naviga (Softweco)
    • Norwegian Register for Scientific Journals, Series and Publishers
    • Primo Central (ExLibris)
    • ProQuest (relevant databases)
    • Publons
    • QOAM (Quality Open Access Market)
    • ReadCube
    • Research Papers in Economics (RePEc)
    • SCImago (SJR)
    • SCOPUS
    • Sherpa/RoMEO
    • Summon (Serials Solutions/ProQuest)
    • TDNet
    • Ulrich's Periodicals Directory/ulrichsweb
    • WanFang Data
    • Web of Science - Emerging Sources Citation Index
    • WorldCat (OCLC)
    • Zentralblatt Math (zbMATH)

    Editorial Information

    Javier Hidalgo, London School of Economics

    Advisory Editors
    Pierre Perron, Boston University

    Associate Editors
    Yoosoon Chang, Texas A&M University
    Xiaohong Chen, Yale University
    Tim Conley, University of Chicago
    Niels Haldrup, Aarhus University
    Yongmiao Hong, Cornell University
    Lajos Horvath, University of Utah
    Lutz Killian, University of Michigan
    Gary Koop, University of Strathclyde
    Stephen Leybourne, Nottingham University
    Efstathios Paparoditis, University of Cyprus
    Joon Park, Texas A&M University
    Joris Pinkse, Pennsylvania State University
    Carlos Velasco, Universidad Carlos III
    Tim Vogelsang, Michigan State University
    Zhijie Xiao, Boston University

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