by Christian Zimmermann — Reposted by Cecilio Tamarit
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
ideas.repec.org/v/
#RePEc #EconSky
Economics Virtual Seminar Calendar | IDEAS/RePEc
ideas.repec.org
Reposted by Cecilio Tamarit
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
