CALL FOR PAPERS
Special Issue on Multivariate Time Series Analysis

Econometrics and Statistics
http://www.elsevier.com/locate/ecosta

We are inviting submissions for a special issue of the journal
Econometrics and Statistics focused on multivariate time series and
its application in econometrics and statistics. Multivariate time
series data capture the relationships between multiple variables over
time. Understanding these interdependencies can provide deeper
insights into the dynamics of complex systems, such as economic
indicators, environmental and climate systems, and financial markets.

The aim of this special issue is to illustrate and showcase recent
innovative research and methodological advancements in the field of
multivariate time series analysis. We seek to highlight contributions
that not only expand theoretical understanding but also demonstrate
practical applications in diverse domains, such as economics, finance,
environmental science, climate studies and healthcare. By bringing
together cutting-edge work, this issue aspires to foster a deeper
understanding of multivariate time series data, encourage
cross-disciplinary collaboration, and spur further developments in
both theory and application.

The special issue invites submissions that explore a wide range of
topics related to multivariate time series analysis. This includes the
development of new statistical and computational methods, as well as
applications that demonstrate their practical impact in real-world
settings. We are particularly interested in studies that compare the
performance of existing and novel methods, as well as research that
bridges theory and practice, especially in emerging fields and new
data contexts. Contributions that delve into specialized areas such as
functional time series, network analysis, sparse modeling techniques,
and advanced topics like inference for time series on manifolds and
time series data associated with attractors are also welcome. These
areas can provide deeper insights into the complex interactions and
dynamics of multivariate data. This collection aspires to be a
cutting-edge resource for anyone interested in advanced topics in
multivariate time series analysis. It aims to offer an in-depth view
of the latest trends, challenges, and future directions in the field,
opening new doors for exploration and innovation. Authors who are
uncertain about the suitability of their papers should contact the
editors. All submissions must contain original unpublished work that
is not being considered for publication elsewhere.

Submissions will be refereed according to standard procedures for
Econometrics and Statistics. Information about the journal can be
found at http://www.elsevier.com/locate/ecosta.

The deadline for submissions is 30 June 2025.  However, papers can be
submitted at any time and once they are received, they will enter the
editorial system immediately.

Papers for the special issue should be submitted using the Elsevier
Electronic Submission tool EM:
https://www.editorialmanager.com/ecosta/.  In the EM, please choose
the special issue on Multivariate Time series Analysis.

The special issue Guest Editors:

George Kapetanios, King's College London, UK
Email: george.kapetanios@kcl.ac.uk

Yan Liu, Waseda University, Japan
Email: liu@waseda.jp

Tommaso Proietti, Università di Roma Tor Vergata, Italy
Email: tommaso.proietti@uniroma2.it

Mike K.P. So, The Hong Kong University of Science and Technology. 
Email: immkpso@ust.hk