Journal of Time Series Econometrics
Scope & Guideline
Innovating Time Series Methodologies for Economic Excellence
Introduction
Aims and Scopes
- Time Series Forecasting:
The journal emphasizes the development and application of forecasting models, including GARCH, SVAR, and neural networks, to predict economic variables such as inflation, asset returns, and commodity prices. - Econometric Methodologies:
It showcases a variety of econometric techniques, including maximum likelihood estimation, impulse-response analysis, and model selection methodologies, contributing to the theoretical advancement of time series econometrics. - Macroeconomic Applications:
There is a consistent focus on applying time series methods to macroeconomic issues, including fiscal policy analysis, commodity market dynamics, and growth hypotheses. - Statistical Learning and Machine Learning:
The journal is increasingly incorporating modern statistical learning techniques, such as recurrent neural networks and ensemble modeling, to enhance predictive accuracy and model robustness. - Robustness and Model Evaluation:
A significant aspect of the journal's scope is dedicated to robustness in econometric modeling, including goodness-of-fit tests and small sample adjustments, ensuring reliable inference and decision-making.
Trending and Emerging
- Complex Volatility Models:
Recent publications highlight a growing interest in advanced volatility modeling techniques, such as GARCH and its variants, particularly in the context of financial markets and cryptocurrencies. - Machine Learning Techniques:
There is a significant rise in the application of machine learning methods, including neural networks for forecasting and portfolio selection, indicating a trend towards integrating computational techniques with traditional econometric approaches. - Dynamic Model Averaging:
The use of dynamic model averaging techniques is becoming more prominent, allowing for more flexible and adaptive forecasting methods in response to changing economic conditions. - Non-Gaussian Error Structures:
An emerging focus on models that accommodate non-Gaussian error distributions reflects a trend towards more accurately capturing the complexities of real-world data. - Robustness in Model Selection:
The journal is increasingly emphasizing the importance of robustness in econometric modeling, with a focus on model evaluation and goodness-of-fit, ensuring that findings are reliable and applicable.
Declining or Waning
- Traditional Econometric Models:
There is a noticeable decrease in the publication of papers focused solely on classical econometric models, such as ARMA and simple regression analyses, as newer methodologies gain prominence. - Deterministic Models:
Research employing deterministic models with less emphasis on stochastic processes seems to be declining, as the field increasingly values stochastic volatility and complex dynamic systems. - Static Analysis:
Papers that primarily address static relationships in time series data are becoming less common, with a clear shift towards dynamic modeling approaches that account for time-varying relationships.
Similar Journals
Econometric Reviews
Fostering Scholarly Dialogue in Economic ResearchEconometric Reviews, published by Taylor & Francis Inc, is a premier journal in the field of Economics and Econometrics, recognized for its significant contributions to the advancement of economic theory and practice since its inception. With its ISSN 0747-4938 and E-ISSN 1532-4168, the journal has maintained a consistent publication record from 1982 to 2024, offering a platform for groundbreaking research that shapes the landscape of quantitative economic analysis. With a proud place in the Q1 category for Economics and Econometrics as of 2023, it stands as a critical resource for scholars, practitioners, and students alike, actively engaging with themes such as econometric methods, theory, and policy implications. Although operating under a subscription model, the journal’s high impact factor reflects its esteem within the academic community, fostering a rich dialogue among researchers in this evolving discipline. The journal’s office is located at 530 Walnut Street, Ste 850, Philadelphia, PA 19106, USA, forging connections in one of the central hubs of economic research.
International Advances in Economic Research
Connecting Theory and Practice in the Economics LandscapeInternational Advances in Economic Research, published by SPRINGER, stands as a significant resource within the field of economics and econometrics, consistently contributing to the theoretical and empirical understanding of economic phenomena since its inception in 1995. With an ISSN of 1083-0898 and E-ISSN of 1573-966X, this journal is dedicated to advancing economic research through a rigorous peer-review process and disseminating high-quality scholarly articles. The journal's esteemed classification places it in the third quartile (Q3) within the Economics and Econometrics category for 2023, indicating its respectable standing in academic circles. It serves as an important conduit for the dissemination of innovative economic theories, data analysis, and policy discussions, appealing to researchers, professionals, and students alike. Though not an open-access journal, it provides valuable subscription-based content that enriches the understanding of diverse economic issues and fosters a community of inquiry among academics. With its projected outlook extending to 2024, International Advances in Economic Research continues to be an essential platform for scholars aiming to influence and engage with contemporary economic debates.
STATISTICS
Empowering researchers to shape the future of statistics.STATISTICS is a distinguished journal published by Taylor & Francis Ltd, dedicated to advancing the field of statistical science since its inception in 1985. With a strong focus on both the theoretical and practical aspects of Statistics and Probability, this journal serves as a vital platform for researchers, professionals, and students seeking to disseminate their findings and contribute to critical discussions in the discipline. Although categorized in the Q3 quartile for both Statistics and Probability and Statistics, Probability and Uncertainty, the journal's commitment to quality research is evidenced by its inclusion in relevant Scopus rankings. It holds respectable positions, ranked #132/168 in Decision Sciences and #219/278 in Mathematics. By providing a venue for high-quality research articles and reviews, STATISTICS aims to foster innovation, reinforce methodological advancements, and address contemporary challenges in statistical applications. The journal does not currently offer open access, but it is widely distributed, ensuring that significant research reaches the communities that need it most. Researchers are encouraged to submit their work to this essential resource that continues to shape the landscape of statistical inquiry.
Econometrics and Statistics
Advancing quantitative insights for a data-driven world.Econometrics and Statistics is a premier journal published by Elsevier, dedicated to advancing the fields of Econometrics and Statistics. Since its inception in 2017, this journal has provided a platform for cutting-edge research, bridging theoretical foundations with practical applications to inform data-driven decision-making. With an impressive impact factor and positioned in the Q2 category across Economics, Econometrics, and Statistics in 2023, it ranks among the top-tier journals in its field, ensuring that the published works are recognized for their quality and relevance. The journal encompasses a broad scope that includes statistical methodologies, econometric analysis, and their interconnectedness, making it valuable for a diverse audience of researchers, professionals, and students. Although it operates under a traditional access model, ongoing efforts are being made to explore open-access publishing options to enhance the dissemination of knowledge. The journal's commitment to rigor and innovation solidifies its role in shaping the future of quantitative analysis.
Journal of Commodity Markets
Connecting Scholars to the Heart of Commodity MarketsThe Journal of Commodity Markets, published by ELSEVIER, is a leading academic platform dedicated to the multifaceted field of commodity markets, encompassing various aspects of economics, finance, and econometrics. Established in 2016, this journal has rapidly gained recognition, reflected in its respectable impact factor and Scopus rankings, which place it in the Q2 category for both Economics and Finance, situating it among the top 20% of journals in these areas. With an accessible ISSN (2405-8513) and E-ISSN (2405-8505), the journal appeals to researchers, professionals, and students alike, providing a rich resource for understanding the dynamics of commodity trading, market analysis, and economic implications. Although it does not currently offer open access, its rigorous peer-review process ensures high-quality publications that contribute significantly to the discourse in commodity market studies. Housed in the Netherlands, the journal uniquely positions itself to influence and reflect on global commodity market trends up to the present year, 2024.
Central European Journal of Economic Modelling and Econometrics
Bridging theory and practice in econometric research.Central European Journal of Economic Modelling and Econometrics (ISSN: 2080-0886, E-ISSN: 2080-119X) is a premier academic publication housed under the auspices of the Polish Academy of Sciences - Lodz Branch. Since its establishment, this journal has served as a crucial platform for scholars and practitioners alike, focusing on the dynamic realms of economic modeling and econometrics. The journal is dedicated to advancing the understanding of economic systems and statistical methodologies, striving to bridge theoretical approaches with practical applications. Although currently categorized in the Q4 quartile across various fields such as Applied Mathematics, Economics, and Statistics, its commitment to rigorous research and scholarly discourse ensures it remains an important resource for academics looking to contribute insights in these sectors. Published in Poland and featuring articles aimed at enhancing the body of knowledge in econometric modeling, this journal embraces an open-access model, allowing for greater dissemination of research findings to a global audience. Researchers, professionals, and students will find valuable contributions that not only highlight emerging trends but also foster innovation in the field of economic sciences.
ANNALS OF STATISTICS
Where Innovative Statistics Meets Global ImpactANNALS OF STATISTICS, published by the Institute of Mathematical Statistics (IMS), stands as a premier journal in the field of statistical science, particularly recognized for its rigorous peer-reviewed articles and innovative contributions. With an impressive impact factor and categorized in the Q1 quartile for both Statistics and Probability, as well as Statistics, Probability, and Uncertainty, this journal is a vital resource for researchers, professionals, and students alike. Covering a comprehensive array of statistical theories and methodologies from 1996 to 2024, it aims to foster the advancement of mathematical statistics while addressing contemporary challenges in data analysis and interpretation. The journal, operating without an Open Access model, remains a key platform for disseminating high-quality research, evident from its commendable Scopus rankings of Rank #9 out of 278 in Statistics and Probability and Rank #9 out of 168 in Decision Sciences. Located in Cleveland, Ohio, the ANNALS OF STATISTICS is not just a journal but a beacon of knowledge that continues to influence statistical practices globally.
Advances and Applications in Statistics
Exploring the Frontiers of Statistical InnovationAdvances and Applications in Statistics is a pivotal academic journal devoted to the dissemination of high-quality research findings in the field of statistics and its diverse applications. Published by PUSHPA PUBLISHING HOUSE, this journal aspires to serve as a dynamic platform for researchers, professionals, and students who aim to share innovative statistical methodologies and explore their practical implications across various disciplines. The journal, with its influential ISSN 0972-3617, fosters open discussion and collaboration within the statistical community, aiming to bridge theoretical advancements with real-world applications. As part of its ongoing commitment to academic integrity and excellence, Advances and Applications in Statistics encourages submissions that not only advance statistical theory but also illustrate their utility in solving contemporary issues in industries such as healthcare, finance, and economics. Although currently lacking an impact factor, the journal's dedication to quality research positions it as a significant contributor to the field. Researchers and academics looking to publish their work in a stimulating and supportive environment will find in this journal a valuable resource.
International Journal of Computational Economics and Econometrics
Empowering economists with innovative computational approaches.International Journal of Computational Economics and Econometrics is a peer-reviewed academic journal published by INDERSCIENCE ENTERPRISES LTD, focusing on the intersection of computational methodologies and economic analysis. With an ISSN of 1757-1170 and an E-ISSN of 1757-1189, this journal provides a crucial platform for researchers and professionals interested in innovative computational approaches to tackle real-world economic problems. While it currently does not operate under an open-access model, the journal is committed to advancing knowledge in its field, particularly as it occupies a vital niche within Computer Science Applications and Economics and Econometrics, ranking in the Q4 quartile for both categories as of 2023. Covering the period from 2017 to 2024, the journal aims to foster interdisciplinary collaboration and encourage the integration of advanced computational techniques into traditional economic theory and practice. As it continues to evolve, the International Journal of Computational Economics and Econometrics remains essential for academics and practitioners looking to stay at the forefront of technological innovations in economics.
Austrian Journal of Statistics
Empowering Research Through Open Access StatisticsAustrian Journal of Statistics, published by the AUSTRIAN STATISTICAL SOC, serves as a prominent platform for disseminating innovative research in the fields of statistics and applied mathematics. Established as an open-access journal in 1996, it aims to promote the exchange of knowledge and advancements among researchers, academics, and practitioners, particularly in Austria and beyond. With an ISSN of 1026-597X, this journal has gained recognition despite its current standing in the lower quartiles in various Scopus rankings. It covers a wide breadth of topics including statistics, probability, and uncertainty, appealing to a diverse audience of researchers aiming to enhance their understanding of these critical disciplines. By offering unrestricted access to its content, the Austrian Journal of Statistics provides invaluable resources for both emerging and established voices in the field, making it a vital source for academics and professionals alike. Research published here contributes to the ongoing dialogue surrounding statistical methodologies and applications, making it indispensable for anyone engaged in data analysis and interpretation.