Cecilio Tamarit
@cecilio31.bsky.social
Catedrático Jean Monnet ad personam de Integración Económica en la Universidad de Valencia. Europeista convencido, preocupado por España.
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
March 12, 2025 at 12:42 PM
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
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
February 24, 2025 at 2:01 PM
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