Advances in Applied Econometrics

Call for Papers

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:

Lead Guest Editor

• Mike Tsionas, Athens University of Economics and Business, 113 62 Athens, Greece

Guest Editors

• William H. Greene, Toyota Motor Corporation, Stern School of Business, New York University, New York, NY 10012, USA
• Kajal Lahiri, University of Albany, State University of New York, 1400 Washington Avenue Albany, NY 12222, USA