This special issue focuses on methodological breakthroughs in applied econometrics. Innovative theory and innovative applications are invited in the area. Potential topics include, but are not limited to:

• New techniques in the analysis of panel data, nonparametric regression, and quantile regression
• Advances in computationally intensive techniques (MCMC, Simulated likelihood, etc.)
• Innovative applications in banking, finance, credit risk analysis, and risk management
• Advances in methodology and applications in measurement of risk, the estimation of economic efficiency, and financial decision making
• The development of new computational or theoretical techniques to deal with panel data, empirical finance, and (co-)integrated data
• Empirical implementation of state-of-the-art models in econometrics

Before submission authors should carefully read over the journal's Author Guidelines, which are located at http://www.hindawi.com/journals/jps/guidelines/. Prospective authors should submit an electronic copy of their complete manuscript through the journal Manuscript Tracking System at http://mts.hindawi.com/ according to the following timetable: