Bandingkan metode

	Data Frekuensi Tinggi dan Analisis Mikrostruktur Pasar	Regresi Kuadrat Terkecil Biasa (Ordinary Least Squares - OLS)
Bidang	Keuangan	Ekonometrika
Keluarga	Regression model	Regression model
Tahun asal	2007	2019
Pencetus	Hasbrouck (2007); Aït-Sahalia & Jacod (2014)	Wooldridge (textbook treatment); classical least squares
Tipe	Market microstructure / high-frequency econometrics	Linear regression
Sumber perintis	Hasbrouck, J. (2007). Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading. Oxford University Press. ISBN: 978-0195301649	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Alias	market microstructure, high-frequency financial econometrics, tick data analysis, Yüksek Frekanslı Veri ve Piyasa Mikro Yapısı	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Terkait	5	5
Ringkasan	Market microstructure analysis studies how prices form from tick-level trade and quote data, examining order-book dynamics, the bid-ask spread, and price discovery. The modern econometric framework was set out by Hasbrouck (2007) and extended for high-frequency data by Aït-Sahalia and Jacod (2014).	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).