The Program Committees invite submissions of high quality papers from academic, government, and business economists in the field of panel data economics. Proposals for the organization of Special Sessions on specific topics (including special applications to Chinese economy) are also welcome.

The Symposium's main area of interest is time series and panel data econometrics, but other econometrics research papers are also welcome whether they are applied or theoretical.

Time series forecasting is a challenge in many fields. In finance, experts forecast stock exchange courses or stock market indices; data processing specialists forecast the flow of information on their networks; producers of electricity forecast the load of the following day. ESTSP'07 is a...