In the last three decades, the time series analysis has been a research field crossing statistics, econometrics and empirical finance. It has created a great impact to economics and financial industries. The relative research areas include arch-type models, change-points problem, high dimensional times series, long memory time series, nonlinear time series, non-parametric time series, non-stationary time series, panel data, and threshold time series models, among many others. The purpose of this workshop on time series econometrics is to bring leading experts in statistics, econometric, financial econometric, mathematical finance and empirical finance together for exchanging ideas and exploring possible directions of future research in these areas, and to bring young researchers to have a deep academic interaction with these leading experts

Topics of this workshop include:

(a). Unit Root Tests and Co-integration

(b). ARCH-type Models

(c). Threshold Time Series Models

(d). Change-points in Time Series Models