Special Issue "Discrete-Valued Time Series: Modelling, Estimation and Forecasting"

A special issue of Econometrics (ISSN 2225-1146).

Deadline for manuscript submissions: 30 April 2019

Special Issue Editors

Guest Editor
Prof. Brendan McCabe

University of Liverpool
Interests: time series modelling and estimation; forecasting count data; Bayesian analysis
Guest Editor
Prof. Andrew Tremayne

University of Liverpool
Interests: time series econometrics; modelling count data; inference

Special Issue Information

Dear Colleagues,

This Special Issue is concerned with publishing a range of new contributions to the field of Discrete-Valued Time Series. Both methodological advances and applications are encouraged; papers which combine the two are particularly sought. Contributions may involve univariate and, particularly, multivariate time series models; these may be either observation- or parameter-driven. Topics include specification and estimation, as well as inference methods.

Count time series are usually non-negative integers, but papers dealing with binary and categorical variables are also welcome. Methodology may be classical or Bayesian in nature. There is, as of yet, a limited literature on goodness-of-fit methods in this area of modelling and so we would welcome contributions in this field. Other ripe topics for advancement would include forecasting and its applications, change-point detection and diagnostic and model testing methods. General dynamic analysis including impulse response analysis would also be of interest.

The Special Issue seeks to bring together a burgeoning stream of literature across a range of fields including, but not limited to, medicine; epidemiology; finance; and economics, discussing advances.

Overall, the main thrust of the Special Issue is to develop and refine extant methods for analysis of count time series data and to advance knowledge and applicability in novel and exciting directions.

Prof. Brendan McCabe
Prof. Andrew R. Tremayne
Guest Editors

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 papers will be 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 Charges (APCs) of 350 CHF (Swiss Francs) per published paper are partially funded by institutions through Knowledge Unlatched for a limited number of papers per year. Please contact the editorial office before submission to check whether KU waivers, or discounts are still available. 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.


  • Count data
  • Time series
  • Estimation
  • Testing
  • Forecasting
  • Model validation

Published Papers

This special issue is now open for submission.
Econometrics EISSN 2225-1146 Published by MDPI AG, Basel, Switzerland RSS E-Mail Table of Contents Alert
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