{"id":"W7117762390","doi":"10.1016/j.jeconom.2025.106175","title":"Introduction to the Issue on High Frequency Econometrics","year":2025,"lang":"en","type":"article","venue":"Journal of Econometrics","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"Centre for Interdisciplinary Research in Rehabilitation; Kellogg's (Canada)","funders":"","keywords":"Spatial econometrics; Estimation; Statistical analysis; Financial econometrics","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.002619335,0.0002066882,0.000663878,0.004479068,0.0002063421,0.0001835531,0.0006857899,0.0001482003,0.0005756966],"category_scores_gemma":[0.00371748,0.0001869859,0.0002714,0.004327211,0.00003807984,0.000410982,0.00008149099,0.000507903,0.0009023595],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005389709,"about_ca_system_score_gemma":0.00008742521,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001037812,"about_ca_topic_score_gemma":0.00001591285,"domain_scores_codex":[0.9975015,0.00002647647,0.001663276,0.0003965161,0.00007238043,0.0003398302],"domain_scores_gemma":[0.9978008,0.0003363589,0.000946937,0.0005623474,0.0002191049,0.0001344348],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","study_design_scores_codex":[0.0001277113,0.0004139353,0.06211021,0.00005968369,0.0002345758,0.000006223715,0.0003954583,0.0190627,0.000006068668,0.7337852,0.1268608,0.05693756],"study_design_scores_gemma":[0.0006333974,0.0004699107,0.05374415,0.00002408475,0.00002451385,0.000006865147,0.0001065025,0.00141186,0.00009348725,0.07272149,0.8704691,0.0002946733],"study_design_candidate":"not_applicable","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.7188398,0.01154199,0.1046884,0.09522493,0.02076529,0.0007417875,0.0002317584,0.00004651073,0.04791958],"genre_scores_gemma":[0.9864092,0.001134927,0.003548307,0.002507632,0.003938576,0.000009191154,0.000004648866,0.00002582903,0.00242167],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.7436083,"threshold_uncertainty_score":0.9998755,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.07501020894740586,"score_gpt":0.2373633052893146,"score_spread":0.1623530963419088,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}