Rendering a frame out to Photoshop

I looked through the documents and several of the linking generates a 404 page error. I was hoping someone could help answer the following question:

If I want to build a world and render a HDR frame out so that I can create a composite in photoshop is this possible and if so what file extension do I use.

Thanks

if you want HDR output, use EXR 16 bit and uncheck apply tone mapping curve in Color Options of Movie Render Que. See this video (its about using OCIO, but you can skip over that if you want).