This paper studies inference for the realized Laplace transform (RLT) of volatility in a fixed‐span setting using bootstrap methods. Specifically, since standard wild bootstrap procedures deliver inconsistent inference, we propose a local Gaussian (LG) bootstrap, establish its first‐order...

Brand Lift test is a widely deployed statistical tool for measuring the effectiveness of online advertisements on brand perception such as ad recall, brand familiarity and favorability. By formulating the problem of interest into a two-sample test on the binomial proportions from the control...

This paper introduces a new bootstrap approach to the construction of confidence regions for Average Treatment Effect (ATE) identified sets. Minimum Hausdorff distance bootstrap confidence regions are developed and shown to be valid under suitable regularity. A novel measure of the discrepancy...