{"title":"Editorial Announcement","authors":"Robert Taylor","doi":"10.1111/jtsa.70008","DOIUrl":null,"url":null,"abstract":"<p>I am delighted to welcome Dr Ke-Li Xu to the editorial board of the Journal of Time Series Analysis. Ke-Li joins as an Associate Editor with effect from 1<sup>st</sup> July 2025.</p><p>Ke-Li obtained his PhD from Yale University in 2007 and is currently Professor of Economics at Indiana University Bloomington, a position he has held since 2021. The main theme of his research is to design statistical estimation and inference methods for economic models that accommodate features such as endogeneity, nonlinearity, heterogeneity, and persistence, without imposing strong constraints on the underlying data generating process. Before joining Indiana University, Ke-Li held positions at Texas A&M University and at the University of Alberta, Canada. Ke-Li is a Fellow of the <i>Journal of Econometrics</i> and a recipient of the <i>Multa Scripsit</i> Award from <i>Econometric Theory</i>. He is currently an Associate Editor of the <i>Journal of Business and Economic Statistics</i> and of <i>Econometric Reviews</i>. He also served as a Panelist for the National Science Foundation (NSF), Economics Program.</p><p>The author declares no conflicts of interest.</p>","PeriodicalId":49973,"journal":{"name":"Journal of Time Series Analysis","volume":"46 5","pages":""},"PeriodicalIF":1.0000,"publicationDate":"2025-07-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1111/jtsa.70008","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Time Series Analysis","FirstCategoryId":"100","ListUrlMain":"https://onlinelibrary.wiley.com/doi/10.1111/jtsa.70008","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS","Score":null,"Total":0}
引用次数: 0
Abstract
I am delighted to welcome Dr Ke-Li Xu to the editorial board of the Journal of Time Series Analysis. Ke-Li joins as an Associate Editor with effect from 1st July 2025.
Ke-Li obtained his PhD from Yale University in 2007 and is currently Professor of Economics at Indiana University Bloomington, a position he has held since 2021. The main theme of his research is to design statistical estimation and inference methods for economic models that accommodate features such as endogeneity, nonlinearity, heterogeneity, and persistence, without imposing strong constraints on the underlying data generating process. Before joining Indiana University, Ke-Li held positions at Texas A&M University and at the University of Alberta, Canada. Ke-Li is a Fellow of the Journal of Econometrics and a recipient of the Multa Scripsit Award from Econometric Theory. He is currently an Associate Editor of the Journal of Business and Economic Statistics and of Econometric Reviews. He also served as a Panelist for the National Science Foundation (NSF), Economics Program.
期刊介绍：
During the last 30 years Time Series Analysis has become one of the most important and widely used branches of Mathematical Statistics. Its fields of application range from neurophysiology to astrophysics and it covers such well-known areas as economic forecasting, study of biological data, control systems, signal processing and communications and vibrations engineering.
The Journal of Time Series Analysis started in 1980, has since become the leading journal in its field, publishing papers on both fundamental theory and applications, as well as review papers dealing with recent advances in major areas of the subject and short communications on theoretical developments. The editorial board consists of many of the world''s leading experts in Time Series Analysis.
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