Understanding regressions with observations collected at high frequency over long span
Year of publication: |
September 13, 2018
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Authors: | Chang, Yoosoon ; Lu, Ye ; Park, Joon Y. |
Publisher: |
[Bloomington, IN] : CAEPR, Center for Applied Economics and Policy Research |
Subject: | high frequency regression | spurious regression | continuous time model | asymptotics | longrun variance estimation | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (circa 38 Seiten) Illustrationen |
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Series: | CAEPR working papers. - Bloomington, Ind., ZDB-ID 2407655-7. - Vol. #2019, 001 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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