About this Journal
Journal of Time Series Econometrics publishes important new econometrics research in theoretical and applied classical and Bayesian time series, spatial, and panel data. Time series analysis is the key method to analyze economic data over time, such as financial markets, GDP and productivity, and trends in credit, and Journal of Time Series Econometrics is the first journal devoted to this topic. Papers deal with estimation, testing and other methodological aspects that are involved when applying time series and spatial analytic techniques to economic, financial and related data. Edited by Javier Hidalgo (London School of Economics), the journal brings together a unique interdisciplinary community of economists and statisticians who seek to advance research in time-series economic and financial data. The journal is of particular interest to macroeconomists, applied statisticians, financial analysts, and anyone working with complex data recorded in time.
Publication History
One issue/year, updated continuously
Content available since 2009 (Volume 1, Issue 1)
ISSN: 1941-1928
Archiving: all bepress journals are fully and permanently archived according to leading industry standards.
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