Econometrics and Statistics CALL FOR PAPERS
Special Issue on QUANTILE REGRESSION AND SEMIPARAMETRIC METHODS
http://www.elsevier.com/locate/ecosta
Quantile regression has gained its prominence in the statistics and econometrics literature because of its power in analyzing relationships that exhibit inherent heterogeneity. In the modern era of data deluge, understanding heterogeneity requires statistical models beyond full parametric specifications. Quantile regression and other seminparametric regression methods have found their wide applications in many scientific and social studies. This special issue on Quantile regression and semiparametric methods aims to feature research articles that extend the frontiers of quantile regression and other semiparametric regression in theory or in applications.
We welcome submissions in one or more of the following topics, but the list of topics is not meant to be exclusive: Bayesian quantile regression; censored quantile regression; inference for semiparametric regression; multi-output quantile models; quantile models for functional data; quantile model selection; quantile models with random effects; quantile regression with missing data; quantile treatment effects; semiparametric models for panel data, spatial data or clustered data; semiparametric time series models; single-index or multi-index models; expectile regression. Novel applications of quantile regression and other semiparametric regression models to interesting problems of social or scientific relevance are also welcome.
Submissions will be refereed according to standard procedures for Econometrics and Statistics. Information about the journal can be found at http://www.elsevier.com/locate/ecosta.
The deadline for submissions is *30 November 2016* . However, papers can be submitted at any time and once they are received, they will
enter the editorial system immediately. Papers for the special issue should be submitted using the Elsevier Electronic Submission tool EES: http://ees.elsevier.com/ecosta. In the EES, please choose the special issue on "QUANTILE REGRES & SEMIPAR".
The special issue editors:
Xuming He, University of Michigan, USA.
Email: xmhe@umich.edu
Thomas Kneib, Georg-August-Universitat Gottingen, Germany
Email: tkneib@uni-goettingen.de
Carlos Lamarche, University of Kentucky, USA.
Email: clamarche@uky.edu
Lan Wang, University of Minnesota, USA.
Email: wangx346@umn.edu
------------------------------
Xuming He
Professor
University of Michigan
------------------------------