Asymptotic F test in regressions with observations collected at high frequency over long span
Daniel Pellatt and Yixiao Sun
| Year of publication: |
2020
|
|---|---|
| Authors: | Pellatt, Daniel ; Sun, Yixiao |
| Institutions: | University of California, San Diego / Department of Economics (issuing body) |
| Publisher: |
San Diego : Department of Economics, UC San Diego |
| Subject: | continuous time model | F distribution | high frequency regression | long run variance estimation | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Statistischer Test | Statistical test |
freely available
| Extent: | 1 Online-Ressource (circa 42 Seiten) Illustrationen |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012504149