– §2.2.1 claims six papers on “high-dimensionality, volatility, and time-varying dynamics,” but only five are listed (Hiraki et al.; Tsionas et al.; Chan et al.; Chan & Qi; Lütkepohl et al.). Which is the missing sixth? Also, neither Hiraki et al. nor Tsionas et al. is a HAR model; the Tsionas et al. reference is a dynamic macro-panel SV model, not “high-frequency realized volatility/state-space HAR” .
– The same article number 106238 is assigned to both Bevilacqua et al. (2026) and Chan & Qi (2025). Second one is incorrect.
– Fig. 1 contains “INTERSECTION S” and places climate econometrics under “Microeconomics & Spatial”—is that intentional or a classification/typographical error?
– The “(Fig. 1)” citation in the future-research paragraph is misplaced: Fig. 1 is the taxonomy diagram, not an online-learning/real-time inference diagram.
