The Journal of Time Series Econometrics is an academic journal that focuses on time series data analysis and econometric methods. This magazine provides a platform for economists, statisticians, financial analysts, and other researchers in related fields to publish and exchange the latest research findings.

The magazine covers the theory and applications of time series analysis, including but not limited to dynamic economic models, cointegration analysis, volatility modeling, forecasting methods, seasonal adjustments, nonlinear time series models, and long-term memory processes. In addition, the magazine also focuses on empirical research in econometrics, particularly those that use time series data to test economic theories or evaluate the impact of economic policies.