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Cecilio Tamarit

@cecilio31.bsky.social

39 followers 51 following 0 posts

Catedrático Jean Monnet ad personam de Integración Económica en la Universidad de Valencia. Europeista convencido, preocupado por España.

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Economics 93%

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Reposted by Cecilio Tamarit

Christian Zimmermann @czimm-economist.bsky.social · Mar 12

You have an online seminar to advertise? Or you want to watch one? Go to the Economics Virtual Seminar Calendar

ideas.repec.org/v/

#RePEc #EconSky

Economics Virtual Seminar Calendar | IDEAS/RePEc

ideas.repec.org

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Reposted by Cecilio Tamarit

Quantitative Economics @qe-editors.bsky.social · Feb 24

High-frequency time series can lead to spurious regressions & inflated Wald stats when sampling interval → 0. But there's hope! Robust Wald test with appropriate long-run variance estimates prevents false positives, validated w/interest rate data https://buff.ly/40QJBT7

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