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1 Siem Jan Koopman and Neil Shephard: Introduction; 2 Andrew Harvey: The Development of a Time Series Methodology: from Recursive Residuals to Dynamic Conditional Score Models; 3 Andrea Stella and James H. Stock: A State-Dependent Model for Inflation Forecasting; 4 Giuliano De Rossi: Measuring the Tracking Error of Exchange Traded Funds; 5 Francis X. Diebold and Kamil Yilmaz: Measuring the Dynamics of Global Business Cycle Connectedness; 6 Craig Ansley and Piet de Jong: Inferring and Predicting Global Temperature Trends; 7 Geert Mesters and Siem Jan Koopman: Forecasting the Boat Race; 8 Gabriele Fiorentini and Enrique Sentana: Tests for Serial Dependence in Static, Non-Gaussian Factor Models; 9 Tatjana Lemke and Simon J. Godsill: Inference for Models with Asymmetric α-Stable Noise Processes; 10 Neil Shephard: Martingale Unobserved Component Models; 11 Pilar Poncela and Esther Ruiz: More is Not Always Better: Kalman Filtering in Dynamic Factor Models; 12 Fabio Busetti: On Detecting End-of-Sample Instabilities; 13 Jouni Helske and Jukka Nyblom: Improved Frequentist Prediction Intervals for Autoregressive Models by Simulation; 14 Jun Ma and Charles R. Nelson: The Superiority of the LM Test in a Class of Econometric Models Where the Wald Test Performs Poorly; 15 Tommaso Proietti and Alessandra Luati: Generalised Linear Spectral Models

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