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Title: The algebra of two scales estimation, and the S-TSRV: High frequency estimation that is robust to sampling times
Award ID(s):
1713129 1713118
PAR ID:
10124979
Author(s) / Creator(s):
; ;
Date Published:
Journal Name:
Journal of Econometrics
Volume:
208
Issue:
1
ISSN:
0304-4076
Page Range / eLocation ID:
101 to 119
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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