Asymptotic F test in regressions with observations collected at high frequency over long span

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Publication:6108300

DOI10.1016/j.jeconom.2022.10.007OpenAlexW3101557302MaRDI QIDQ6108300

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Publication date: 29 June 2023

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2022.10.007






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