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View articles from the current issue of The Econometrics Journal.

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Royal Economic Society Annual Conference 2014 Special Issue on Large Dimensional Models (pages Ci-Cii)

An overview of the estimation of large covariance and precision matrices (pages C1-C32)

Generalized dynamic factor models and volatilities: recovering the market volatility shocks (pages C33-C60)

Validity of Edgeworth expansions for realized volatility estimators (pages 1-32)

Asymptotic refinements of nonparametric bootstrap for quasi‐likelihood ratio tests for classes of extremum estimators (pages 33-54)

Nonparametric bootstrap tests for independence of generalized errors (pages 55-83)

Residuals‐based tests for cointegration with generalized least‐squares detrended data (pages 84-111)

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