Foreword -- Editorial -- Introduction -- Part I Empirical Economic Research -- Hebbel, Steuer: Decomposition of Time Series Using the Generalised Berlin Method (VBV) -- Badagián, Kaiser, Peña: Time Series Segmentation Procedures to Detect, Locate and Estimate Change-Points -- Schauberger, Tutz: Regularization Methods in Economic Forecasting -- Bruckner, Jeske: Investigating Bavarian Beer Consumption -- McElroy, Pang: The Algebraic Structure of Transformed Time Series -- Maravall, López Pavón, Pérez Cañete: Reliability of the Automatic Identification of ARIMA Models in Program TRAMO -- Schneeweiss, Ronning, Schmid: Panel Model with Multiplicative Measurement Errors -- Hartung, Elpelt-Hartung, Knapp: A Modified Gauss Test for Correlated Samples with Application to Combining Dependent Tests or P-Values -- Michels: Panel Research on the Demand of Organic Food in Germany: Challenges and Practical Solutions -- Ng, Smith: The Elasticity of Demand for Gasoline: A Semi-Parametric Analysis -- Dehon, Desbordes, Verardi: The Pitfalls of Ignoring Outliers in Instrumental Variables Estimations: An Application to the Deep Determinants of Development -- Schlittgen: Evaluation of Job Centre Schemes - Ideal Types Versus Statistical Twins -- Wilrich: The Precision of Binary Measurement Methods -- Part II Empirical Financial Research -- Beran, Feng, Ghosh: On EFARIMA and ESEMIFAR Models -- Allende, Ulloa, Allende-Cid: Prediction Intervals in Linear and non-Linear Time Series with Sieve Bootstrap Methodology -- Assenmacher, Czudaj: Do Industrial Metals Prices exhibit Bubble Behavior? -- Lütkepohl: Forecasting Unpredictable Variables -- Hamerle, Scherr: Dynamic Modeling of the Correlation Smile -- Abberger, Nierhaus: Findings of the Signal Approach - A Case Study for Kazakhstan -- Peitz, Feng: Double Conditional Smoothing of High-Frequency Volatility Surface under a Spatial model -- Pflaumer: Zillmer’s Population Model: Theory and Application -- Part III New Econometric Approaches -- Koenker: Adaptive Estimation of Regression Parameters for the Gaussian Scale Mixture Model -- Deistler, Scherrer, Anderson: The Structure of Generalized Linear Dynamic Factor Models -- Giraitis, Kapetanios, Mansur, Price: Forecasting under Structural Change -- Hassler, Hosseinkouchack: Distribution of the Durbin-Watson Statistic in Near Integrated Processes -- Grote, Sibbertsen: Testing for Cointegration in a Double-LSTR Framework -- McElroy, Findley: Fitting Constrained Vector Autoregression Models -- Krumbholz, Starke: Minimax Versions of the Two-Step Two-Sample-Gauß- and t-Test -- Samarov: Dimensionality Reduction Models in Density Estimation and Classification -- Baksalary, Trenkler: On a Craig–Sakamoto Theorem for Orthogonal Projectors -- A Note of Appreciation.