The Department of Economics of the University of Illinois at Urbana-Champaign is pleased to host the 26th Annual Meeting of the Midwest Econometrics Group (MEG 2016). The conference will begin with lunch at noon on Friday, October 21, 2016, and will conclude after lunch on Saturday, October 22, 2016. The conference keynote after dinner talk will be given by Frank Schorfheide of the University of Pennsylvania. Lunch and dinner on Friday and breakfast and lunch on Saturday will be provided as part of the conference. The conference program will include a mixture of contributed sessions, and poster sessions.