EPGE is organizing the "Econometrics in Rio" conference on time series, panel data, and quantile regression. The conference will take place at Vargas Foundation (FGV) in Rio de Janeiro, Brazil, from July-20 (Thurs) to July-22 (Sat), 2006. The event will have the participation of the keynote speakers Gary Chamberlain (Harvard University), Bruce Hansen (University of Wisconsin), Roger Koenker (University of Illinois), Whitney Newey (MIT), and Lars Hansen (University of Chicago). We also have confirmed the presence of three invited speakers: Victor Chernozhukov (MIT), Jack Porter(University of Wisconsin), and Zhijie Xiao (Boston College). We would like to invite you to submit a paper to the conference. The submission deadline is March-15, and the committee will be selecting the contributed papers by April 5th. Contributed papers will follow the keynote and invited lectures. More information can be obtained in the conference's website.