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 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.
Recent Content
The KPSS Test Using Fixed-b Critical Values: Size and Power in Highly Autocorrelated Time Series
Christine Amsler, Peter Schmidt, and Timothy J. Vogelsang
Panel Unit Root Testing with Nonlinear Instruments for Infinite-Order Autoregressive Processes
Matei Demetrescu
Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions
Alessio Sancetta and Arina Nikandrova
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