Asymptotic F test in regressions with observations collected at high frequency over long span (Q6108300)
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scientific article; zbMATH DE number 7704493
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic F test in regressions with observations collected at high frequency over long span |
scientific article; zbMATH DE number 7704493 |
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Asymptotic F test in regressions with observations collected at high frequency over long span (English)
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29 June 2023
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continuous time model
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F distribution
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high-frequency regression
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long run variance estimation
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