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.
About the Author:

Jan Beran is a Professor of Statistics at the University of Konstanz (Department of Mathematics and Statistics). After completing his PhD in Mathematics at the ETH Zurich, he worked at several U.S. universities and the University of Zurich. He has a broad range of interests, from long-memory processes and asymptotic theory to applications in finance, biology and musicology.

Yuanhua Feng is a Professor of Econometrics at the University of Paderborn's Department of Economics. He previously worked at the Heriot-Watt University, UK, after completing his PhD and postdoctoral studies at the University of Konstanz. His research interests include financial econometrics, time series and semiparametric modeling.

Hartmut Hebbel is a Professor (emeritus) of Empirical Economic Research at the University of the Federal Armed Forces in Hamburg, Germany. He studied Mathematics at the Technische Universität Berlin and previously worked at different German universities after receiving his PhD and German PD in Statistics from the University of Dortmund. His research interests include space and time series analysis and applications of statistical methods in the natural and environmental sciences.