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
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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