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
Objective 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
Once your article is accepted you have the option to publish it open access
Our repository policy allows you to distribute 30 PDF copies of your published article to colleagues (the PDF has to include the information that it is an author's copy). Please also feel free to distribute the link to the online abstract
Editor-in-Chief 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