CALL FOR PAPERS
2nd Special Issue on TIME SERIES ECONOMETRICS

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

We are inviting submissions for a 2nd special issue of the journal
Econometrics and Statistics (Part A: Econometrics) in Time Series
Econometrics. Time Series Analysis deals with important issues in
forecasting and modeling elements involved in processes evolving over
time. Thus, it has naturally become one of the most important and
widely used branches of Econometrics.  The important advances in
computational power over this period have helped spur this
development, allowing fast evaluation of many complex and hitherto
intractable statistical problems.  The fields of application of time
series econometrics methods lie predominantly in economics and
finance, but also span a wide and diverse range of other fields from
neurophysiology to astrophysics, covering such well known areas as the
analysis of biological data, control systems, signal processing and
communications and vibrations engineering.

The aim of this special issue is to illustrate and showcase recent
advances relevant to time series econometrics. In order to be
considered for publication the papers should have a significant novel
component. Original methodological contributions inspired in
applications are of interest. Papers dealing, directly or indirectly,
with theoretical, computational and technical elements will be
particularly encouraged.  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submissions must contain original unpublished work that is not being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 November 2021.  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 Time series
econometrics.

The special issue Guest Editors: 

Alessandra Amendola, University of Salerno, Italy.
Email: alamendola@unisa.it

Christian Francq, ENSAE and University of Lille, France.
Email: christian.francq@univ-lille3.fr

Marc Hallin, Universite libre de Bruxelles, Belgium.
E-mail: mhallin@ulb.ac.be

Zacharias Psaradakis, Birkbeck University of London, UK.
Email: z.psaradakis@bbk.ac.uk