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Dear gouluan:

I am pleased to inform you that I have decided to conditionally accept your submission ECTJ MS#1634-2 entitled:

"Semiparametric Estimation of a Generalized Threshold Regression Model under Conditional Quantile Restriction"

for publication in The Econometrics Journal. If you are able to deal with a small number of remaining changes, your manuscript should then be suitable for publication in The Econometrics Journal.

I would like you to carry out a final set of recommended revisions detailed in the attached decision letter and referee reports. These changes should all be achievable without major delays or effort on your part.

For what should be the final version of your paper, you should consult the instructions for the final preparation of your manuscript to be found at the The Econometrics Journal webpage http://www.res.org.uk/econometrics/econometricshome.asp to ensure your final submission conforms to all of the style guidelines of The Econometrics Journal.

On receipt of the revision, I will review it myself without further consultation of the referees.

I look forward to receiving what should be the final version of your paper in due course and then seeing your article appear in a future issue of The Econometrics Journal. I would be grateful if you would also send details of how you have revised your paper in response to my and the referees' suggestions.

Thank you for sending your research to The Econometrics Journal.

Yours sincerely. Oliver Linton

Editor. The Econometrics Journal

e-mail: obl20@cam.ac.uk