ACE – Aarhus Center for Econometrics

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 Department of Economics and Business Economics ACE Research

Research

Publications from ACE will be displayed here as they are published.

Publications

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Wurtz, A. & Bennedsen, M. (2026). Cornerstones in Quantitative Empirical Methods: Volume 1: Foundations. (1 ed.) Chapman & Hall/CRC Press . https://doi.org/10.1201/9781003591191
Bennedsen, M., Christensen, K. & Christensen, P. K. (2026). To be or not to be: Roughness or long memory in volatility? Journal of Econometrics, 254, Article 106193. https://doi.org/10.1016/j.jeconom.2026.106193
Bennedsen, M., Christensen, K. & Christensen, P. K. (2026). To be or not to be: Roughness or long memory in volatility? Journal of Econometrics.
Chernozhukov, V., Huang, C. & Wang, W. (2026). Uniform Inference on High-dimensional Spatial Panel Networks. Journal of Business and Economic Statistics, 44(1), 348-359. https://doi.org/10.1080/07350015.2025.2530122
Taylor, L. N. & Kanaya, S. (Accepted/In press). Using a Special Regressor to Identify Type I and Type II Error Probabilities, with an Illustrative Application to Miscarriages of Justice. Journal of Business and Economic Statistics.
Bennedsen, M., Hillebrand, E. & Koopman, S. J. (2025). A Statistical Reduced Complexity Climate Model for Probabilistic Analyses and Projections. Journal of Climate, 38(21), 6329–6350. https://doi.org/10.1175/JCLI-D-24-0734.1
MacKinnon, J. G., Nielsen, M. Ø. & Webb, M. D. (Accepted/In press). Cluster-robust jackknife and bootstrap inference for logistic regression models. Econometric Reviews.
Liengaard, B. D., Becker, J.-M., Bennedsen, M., Heiler, P., Taylor, L. N. & Ringle, C. M. (2025). Dealing with regression models’ endogeneity by means of an adjusted estimator for the Gaussian copula approach. Journal of the Academy of Marketing Science, 53, 279–299. https://doi.org/10.1007/s11747-024-01055-4
Guðmundsson, G. S. (2025). Detecting Giver and Receiver Spillover Groups in Large Vector Autoregressions. Journal of Business and Economic Statistics, 44(1), 297-308. https://doi.org/10.1080/07350015.2025.2526430
Bennedsen, M., Hillebrand, E., Koopman, S. J., Larsen, K. B. & Lupien, R. (2025). Estimating breakpoints in the Cenozoic Era: an econometric approach. Climate of the Past, 21(11). https://doi.org/10.5194/cp-21-1981-2025

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Publications by external ACE members

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Kock, A. B., Pedersen, R. S. & Sørensen, J. R.-V. (2025). Data-Driven Tuning Parameter Selection for High-Dimensional Vector Autoregressions. Journal of the American Statistical Association. Advance online publication. http://10.1080/01621459.2025.2516190

Working papers

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Duarte, M., Magnolfi, L., Quint, D., Sølvsten, M. & Sullivan, C. (2025). Conduct and Scale Economies: Evaluating Tariffs in the US Automobile Market.
Mikusheva, A., Sølvsten, M. & Jing, B. (2025). Estimation in linear models with clustered data. https://arxiv.org/abs/2508.12860
Cavaliere, G., Nielsen, M. Ø., Gonçalves, S. & Zanelli, E. (2025). Improved inference for nonparametric regression. https://arxiv.org/pdf/2512.00566
Karim, S. R., Nielsen, M. Ø., MacKinnon, J. G. & Webb, M. D. (2026). Improved Inference for CSDID Using the Cluster Jackknife. https://arxiv.org/abs/2602.12043
Revised 25.02.2026
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Solveig Nygaard Sørensen