Journal of Econometrics, April 2019

Green Table of Contents

 

Volume 209, Issue 2

Pages 145-206

 

Portal nodes screening for large scale social networks

Xuening Zhu, Xiangyu Chang, Runze Li, Hansheng Wang

Pages 145-157

Green copy not found

 

Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book

Markus Bibinger, Christopher Neely, Lars Winkelmann

Pages 158-184

Link to preprint

 

 

Weak  sigma -convergence: Theory and applications

Jianning Kong, Peter C.B. Phillips, Donggyu Sul

Pages 185-207

Lin to preprint

 

Random coefficient continuous systems: Testing for extreme sample path behavior

Yubo Tao, Peter C.B. Phillips, Jun Yu

Pages 208-237

Link to preprint

 

Priors about observables in vector autoregressions

Marek Jarociński, Albert Marcet

Pages 238-255

Link to preprint

 

A new delta expansion for multivariate diffusions via the Itô-Taylor expansion

Nian Yang, Nan Chen, Xiangwei Wan

Pages 256-288

Link to preprint

 

 

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

Pages 289-337

Link to preprint

 

Testing for randomness in a random coefficient autoregression model

Lajos Horváth, Lorenzo Trapani

Pages 338-352

Link to preprint

 

Functional GARCH models: The quasi-likelihood approach and its applications

Clément Cerovecki, Christian Francq, Siegfried Hörmann, Jean-Michel Zakoïan

Pages 353-375

Link to preprint

 

Identifying the effect of a mis-classified, binary, endogenous regressor

Francis J. DiTraglia, Camilo García-Jimeno

Pages 376-390

Link to preprint

 

Forecasting using random subspace methods

Tom Boot, Didier Nibbering

Pages 391-406

Link to preprint