Journal of Time Series Econometrics

Aims & Scope

The scope of the journal includes papers dealing with estimation, testing, and other methodological aspects involved in the application of time series and spatial analytic techniques to economic, financial, and related data.

Topics theoretical and applied classical and Bayesian time series spatial econometrics panel data econometrics.

View Aims & Scope

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Metrics & Ranking

Impact Factor

Year	Value
2025	0.1
2024	0.60

Journal Rank

Year	Value
2024	23242

Journal Citation Indicator

Year	Value
2024	12

SJR (SCImago Journal Rank)

Year	Value
2024	0.168

Quartile

Year	Value
2024	Q4

h-index

Year	Value
2024	6

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Abstracting & Indexing

Journal is indexed in leading academic databases, ensuring global visibility and accessibility of our peer-reviewed research.

• Scopus
• Google Scholar
• Web of Science

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Subjects & Keywords

Journal’s research areas, covering key disciplines and specialized sub-topics in Economics, Econometrics and Finance, designed to support cutting-edge academic discovery.

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Most Cited Articles

The Most Cited Articles section features the journal's most impactful research, based on citation counts. These articles have been referenced frequently by other researchers, indicating their significant contribution to their respective fields.

• On Identifying Structural VAR Models via ARCH Effects

  Citation: 24

  Authors: George, Minxian

• Seasonal Adjustment of Daily Time Series

  Citation: 16

  Authors: Daniel

• Monitoring the Intraday Volatility Pattern

  Citation: 14

  Authors: Robertas, Siegfried, Piotr

• Exchange Rate Forecasting Using Ensemble Modeling for Better Policy Implications

  Citation: 10

  Authors: Manas, Saurabh, Sarveshwar Kumar

• A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior

  Citation: 9

  Authors: Sebastian, MÃ¥ns, Yukai

• Optimal Signal Extraction with Correlated Components

  Citation: 9

  Authors: Tucker S., Agustin

• A Test of the Long Memory Hypothesis Based on Self-Similarity

  Citation: 9

  Authors: James, Dooruj

• On the Univariate Representation of BEKK Models with Common Factors

  Citation: 8

  Authors: Alain, Sébastien, Franz C.

• Long Memory and Asymmetry for Matrix-Exponential Dynamic Correlation Processes

  Citation: 8

  Authors: Manabu, Mike K.P.

• Asymptotically Unbiased Estimation of Autocovariances and Autocorrelations with Panel Data in the Presence of Individual and Time Effects

  Citation: 6

  Authors: Ryo

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