Annals of CFE Special Issue on TIME SERIES ECONOMETRICS
COMPUTATIONAL STATISTICS & DATA ANALYSIS
CALL FOR PAPERS
We are inviting submissions for a special issue of CSDA dealing with
Time Series Econometrics.
Time Series Analysis has become one of the most important and widely
used branches of Econometrics. The important advances and developments
seen 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 in computation and data-analytic methods relevant to time
series econometrics. Novel contributions within this remit are
strongly encouraged. Papers should have a strong computational or
applied time series econometric component in order to be considered
for publication. Authors who are uncertain about the suitability of
their papers should contact the special issue Guest Editors.
All submissions must contain original unpublished work not being
considered for publication elsewhere. Submissions will be refereed
according to the standard procedures for Computational Statistics &
Data Analysis. Information about the journal can be found at
http://www.elsevier.com/locate/csda and about the supplement Annals of
Computational and Financial Econometrics at:
The deadline for submissions is 17 January 2014. However, papers can
be submitted at any time and they will enter the editorial system
Papers for the special issue should be submitted using the Elsevier
Electronic Submission tool EES: http://ees.elsevier.com/csda. In the
EES please choose the special issue on Time Series Econometrics and
the Co-Editor responsible for the special issues.
The special issue Guest Editors:
Peter Boswijk, University of Amsterdam, The Netherlands.
Christian Francq, CREST and University Lille 3, France.
Marc Hallin, Universite libre de Bruxelles, Belgium.
Robert Taylor, University of Essex, UK.