Foreword.- Editorial.- Introduction.- Part I Empirical Economic Research.- Hebbel, Steuer: Decomposition of Time Series Using the Generalised Berlin Method (VBV).- Badagian, Kaiser, Pena: 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, Lopez Pavon, Perez Canete: 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?.- Lutkepohl: 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.