https://www.sciencedirect.com/journal/journal-of-econometrics/vol/209/issue/2

Portal nodes screening for large scale social networks
Xuening Zhu, Xiangyu Chang, Runze Li, Hansheng Wang

Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book
Markus Bibinger, Christopher Neely, Lars Winkelmann

Weak s-convergence: Theory and applications
Jianning Kong, Peter C.B. Phillips, Donggyu Sul

Random coefficient continuous systems: Testing for extreme sample path behavior
Yubo Tao, Peter C.B. Phillips, Jun Yu

Priors about observables in vector autoregressions
Marek Jarocinski, Albert Marcet

A new delta expansion for multivariate diffusions via the Itô-Taylor expansion
Nian Yang, Nan Chen, Xiangwei Wan

Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book
Simon Clinet, Yoann Potiron

Testing for randomness in a random coefficient autoregression model
Lajos Horváth, Lorenzo Trapani

Functional GARCH models: The quasi-likelihood approach and its applications
Clément Cerovecki, Christian Francq, Siegfried Hörmann, Jean-Michel Zakoïan

Identifying the effect of a mis-classified, binary, endogenous regressor
Francis J. DiTraglia, Camilo García-Jimeno

Forecasting using random subspace methods
Tom Boot, Didier Nibbering

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