Some fixed-\(b\) results for regressions with high frequency data over long spans (Q6664653)
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scientific article; zbMATH DE number 7968519
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some fixed-\(b\) results for regressions with high frequency data over long spans |
scientific article; zbMATH DE number 7968519 |
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Some fixed-\(b\) results for regressions with high frequency data over long spans (English)
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16 January 2025
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robust inference
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nonparametric kernel estimator
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long run variance
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cointegrating regression
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continuous time
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Wald statistic
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