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Editors’ Introduction
–Han Hong, Chung-Ming Kuan, Yoon-Jae Whang []

Semiparametric estimation of a truncated regression model
–Songnian Chen, Xianbo Zhou [] []

Treatment effects in sample selection models and their nonparametric estimation
–Myoung-jae Lee [] []

Confidence intervals for the quantile of treatment effects in randomized experiments
–Yanqin Fan, Sang Soo Park [] []

Quantile-based nonparametric inference for first-price auctions
–Vadim Marmer, Artyom Shneyerov [] []

Bayesian averaging, prediction and nonnested model selection
–Han Hong, Bruce Preston [] []

Testing for non-nested conditional moment restrictions using unconditional empirical likelihood
–Taisuke Otsu, Myung Hwan Seo, Yoon-Jae Whang [] []

Specification testing in nonparametric instrumental variable estimation
–Joel L. Horowitz [] []

Functional regression of continuous state distributions
–Joon Y. Park, Junhui Qian [] []

Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
–Zongwu Cai, Zhijie Xiao [] []

Local polynomial Whittle estimation of perturbed fractional processes
–Per Frederiksen, Frank S. Nielsen, Morten Ørregaard Nielsen [] []

Partial parametric estimation for nonstationary nonlinear regressions
–Chang Sik Kim, In-Moo Kim [] []

Semiparametric inference in a GARCH-in-mean model
–Bent Jesper Christensen, Christian M. Dahl, Emma M. Iglesias [] []

A semiparametric stochastic volatility model
–Jun Yu [] []

Estimating semiparametric panel data models by marginal integration
–Junhui Qian, Le Wang [] []

Lock-in and unobserved preferences in server operating systems: A case of Linux vs. Windows
–Seung-Hyun Hong, Leonardo Rezende [] []

Residual based tests for cointegration in dependent panels
–Yoosoon Chang, Chi Mai Nguyen [] []

Statistical inference on regression with spatial dependence
–Peter M. Robinson, Supachoke Thawornkaiwong [] []

Semiparametric GMM estimation of spatial autoregressive models
–Liangjun Su [] []

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