2013· Volume 5· Issue 2 JouRNAl oF TIme seRIes eCoNomeTRICs eDIToR-IN-CHIeF Javier Hidalgo, London School of Economics, United Kingdom ADVIsoRy eDIToRs Pierre Perron, Boston University, USA AssoCIATe eDIToR Yoosoon Chang, Texas A&M University, USA Xiaohong Chen, Yale University, USA Tim Conley, University of Chicago, USA Niels Haldrup, Aarhus University, Denmark Yongmiao Hong, Cornell University, USA Lajos Horvath, University of Utah, USA Lutz Killian, University of Michigan, USA Gary Koop, University of Strathclyde, United Kingdom Stephen Leybourne, Nottingham University, United Kingdom Efstathios Paparoditis, University of Cyprus, Cyprus Joon Park, Texas A&M University, USA Joris Pinkse, Pennsylvania State University, USA Carlos Velasco, Universidad Carlos III, Spain Tim Vogelsang, Michigan State University, USA Zhijie Xiao, Boston University, USA 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. AbsTRACTeD/INDexeD IN Current Index to Statistics, EconLit, Mathematical Reviews, OCLC: WorldCat. ISSN 2194-6507
Journal of Time Series Econometrics – de Gruyter
Published: Oct 15, 2013
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