Journal Menu► ▼ Journal Menu
Journal Browser► ▼ Journal Browser
Special Issue "Special Issue on Time Series Econometrics"
A special issue of Econometrics (ISSN 2225-1146).
Deadline for manuscript submissions: closed (15 June 2022) | Viewed by 12164
Special Issue Editors
Interests: time series analysis; frequency domain methods; score-driven models; locally stationary processes; statistical inference for quantum mechanics: information theory
Interests: linear and nonlinear large-scale time series models; macro, financial, and climate change econometrics; the macrofinance interface and boom–bust macrofinancial cycles
Special Issues, Collections and Topics in MDPI journals
Special Issue Information
This Special Issue aims to discuss advances in time series econometrics from both a theoretical and applied perspective. We solicit the submission of papers whose novelty stems from the development and introduction of new time series econometric models. Concerning applied works, the issue is welcoming applications to macroeconomic and financial analysis, their interface, and contributions relevant for policy evaluation. We also welcome papers dealing with the COVID-19 pandemic. We particularly welcome submissions highlighting interesting statistical challenges to which time series econometric methods can contribute.
Prof. Dr. Alessandra Luati
Prof. Dr. Claudio Morana
Manuscript Submission Information
Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.
Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Econometrics is an international peer-reviewed open access quarterly journal published by MDPI.
Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1400 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.
- time series analysis
- frequency and time domain methods
- univariate and multivariate analysis
- macroeconomic and financial applications of time series analysis
- COVID-19 applications of time series analysis