Rasmus T. Varneskov

Latest Institution: Copenhagen Business School

All Institutions: Copenhagen Business School

Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Consistent Inference for Predictive Regressions in Persistent Economic Systems

Year: 2021
Journal: Journal of Econometrics
Authors: Torben G. Andersen; Rasmus T. Varneskov

Consistent Local Spectrum (LCM) Inference for Predictive Return Regressions

Year: 2021
Journal: No Journal Matched
Authors: Torben G. Andersen; Rasmus T. Varneskov

Testing for Parameter Instability and Structural Change in Persistent Predictive Regressions

Year: 2021
Journal: Journal of Econometrics
Authors: Torben G. Andersen; Rasmus T. Varneskov

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