Editors
| Editor-in-Chief: | Javier Hidalgo, London School of Economics |
|---|---|
| Advisory Editor: | Pierre Perron, Boston University |
| Halbert White, University of California at San Diego |
The principal aim of the Journal of Time Series Econometrics 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 will be to include 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.
Recent Content
Selecting Instrumental Variables in a Data Rich Environment
Serena Ng and Jushan Bai
Price Level Convergence, Purchasing Power Parity and Multiple Structural Breaks in Panel Data Analysis: An Application to U.S. Cities
Syed A. Basher and Josep Lluís Carrion-i-Silvestre
Asymptotics of the QMLE for Non-Linear ARCH Models
Dennis Kristensen and Anders Rahbek
Statistical Fourier Analysis: Clarifications and Interpretations
Stephen D.S.G. Pollock