Editorial announcement

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.