{"title":"Editorial announcement","authors":"Robert Taylor","doi":"10.1111/jtsa.12687","DOIUrl":null,"url":null,"abstract":"<p>I am delighted to welcome Sam Astill, James Duffy and Liudas Giraitis to the editorial board of the <i>Journal of Time Series Analysis</i>. All three join as Associate Editors with effect from 1 March 2023. At the same time, I would like to thank Professor Konstantinos Fokianos, who steps down as an Associate Editor with effect from 1 March 2023, for his work for the journal in this capacity since 2013.</p><p>Sam Astill is a Senior Lecturer in Econometrics at Essex Business School. His research interests include theoretical and applied time series econometrics and financial econometrics, in particular asset price bubble detection and predictive regression. He has published his research in <i>Journal of Financial Econometrics</i>, <i>Journal of Time Series Analysis</i>, <i>The Econometrics Journal</i>, among others.</p><p>James Duffy is an Associate Professor in Economics at the University of Oxford. His research is focused on strongly dependent time series, particularly with respect to: non-parametric estimation and inference; nonlinear generalizations of cointegration; and the robustness of inferences to varying levels of persistence. He is also interested in problems of identification and inference in structural macroeconomic models. His research has been published in the <i>Annals of Statistics</i>, the <i>Journal of Econometrics</i>, <i>Econometric Theory</i>, among others.</p><p>Liudas Giraitis is Professor of Econometrics at Queen Mary, University of London. His research interests cover long memory and integrated <i>I</i>(<i>d</i>) models, non-parametric methods for time series models with time-varying parameters, ARCH modeling, asymptotic theory for dependent variables and their statistical and econometric applications. He has published his research in <i>Annals of Statistics</i>, <i>Annals of Probability</i>, <i>Journal of Time Series Analysis</i>, <i>Econometric Theory</i>, <i>Journal of Econometrics</i>, among others.</p>","PeriodicalId":49973,"journal":{"name":"Journal of Time Series Analysis","volume":null,"pages":null},"PeriodicalIF":1.2000,"publicationDate":"2023-03-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1111/jtsa.12687","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.12687","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 Sam Astill, James Duffy and Liudas Giraitis to the editorial board of the Journal of Time Series Analysis. All three join as Associate Editors with effect from 1 March 2023. At the same time, I would like to thank Professor Konstantinos Fokianos, who steps down as an Associate Editor with effect from 1 March 2023, for his work for the journal in this capacity since 2013.
Sam Astill is a Senior Lecturer in Econometrics at Essex Business School. His research interests include theoretical and applied time series econometrics and financial econometrics, in particular asset price bubble detection and predictive regression. He has published his research in Journal of Financial Econometrics, Journal of Time Series Analysis, The Econometrics Journal, among others.
James Duffy is an Associate Professor in Economics at the University of Oxford. His research is focused on strongly dependent time series, particularly with respect to: non-parametric estimation and inference; nonlinear generalizations of cointegration; and the robustness of inferences to varying levels of persistence. He is also interested in problems of identification and inference in structural macroeconomic models. His research has been published in the Annals of Statistics, the Journal of Econometrics, Econometric Theory, among others.
Liudas Giraitis is Professor of Econometrics at Queen Mary, University of London. His research interests cover long memory and integrated I(d) models, non-parametric methods for time series models with time-varying parameters, ARCH modeling, asymptotic theory for dependent variables and their statistical and econometric applications. He has published his research in Annals of Statistics, Annals of Probability, Journal of Time Series Analysis, Econometric Theory, Journal of Econometrics, among others.
我很高兴地欢迎Sam Astill, James Duffy和Liudas Giraitis加入《时间序列分析杂志》的编辑委员会。三人将于2023年3月1日起出任副主编。同时，我要感谢Konstantinos Fokianos教授，他将于2023年3月1日卸任副主编一职，感谢他自2013年以来为本刊所做的工作。山姆·阿斯蒂尔是埃塞克斯商学院计量经济学高级讲师。他的研究兴趣包括理论和应用时间序列计量经济学和金融计量经济学，特别是资产价格泡沫检测和预测回归。他的研究成果发表在《Journal of Financial Econometrics》、《Journal of Time Series Analysis》、《The Econometrics Journal》等刊物上。詹姆斯·达菲(James Duffy)是牛津大学经济学副教授。他的研究主要集中在强依赖时间序列，特别是在以下方面:非参数估计和推理;协整的非线性推广;以及对不同持续程度的推断的稳健性。他还对结构宏观经济模型的识别和推理问题感兴趣。他的研究成果发表在《统计年鉴》、《计量经济学杂志》、《计量经济学理论》等刊物上。柳达斯·吉拉伊蒂斯是伦敦大学玛丽皇后学院计量经济学教授。主要研究方向为长记忆与集成I(d)模型、时变参数时间序列模型的非参数方法、ARCH建模、因变量渐近理论及其统计计量应用。他的研究成果发表在《统计年鉴》、《概率论年鉴》、《时间序列分析杂志》、《计量经济学理论》、《计量经济学杂志》等刊物上。
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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