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Publications by Rasmus T. Varneskov

Inference for Local Distributions at High Sampling Frequencies: A Bootstrap Approach

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

Unified Inference for Nonlinear Factor Models From Panels With Fixed and Large Time Span

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

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Comments On: High-Dimensional Simultaneous Inference With the Bootstrap

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Bayesian Inference for Double Seasonal Moving Average Models: A Gibbs Sampling Approach

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Bootstrap Confidence Interval for Model Based Sampling

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The Local Bootstrap for Markov Processes

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Inference From High-Frequency Data: A Subsampling Approach

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On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study

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