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Aarhus Center for Econometrics

Working papers

Working papers

Bennedsen, M., Hillebrand, E. & Koopman, S. J. (2026). Auditing the Global Carbon Budget: Exploring the 2024--2025 Vintage Shift.

Bennedsen, M., Hillebrand, E., Larsen, K., Koopman, S. J. & Lupien, R. (2026). Continuous-time state space analysis of d18O, d13C, and CO2 in the Cenozoic Era.

Bennedsen, M. & Vera-Valdés, J. E. (2026). The kinematics of global warming: Semiparametric analysis of warming level, rate, and acceleration.

Bennedsen, M., Christensen, K., Christensen, P. K., Yu, J. & Zhang, C. (2026). The "Rough" HAR Model. arxiv.org. https://doi.org/10.48550/arXiv.2609.21587

Cavaliere, G., Nielsen, M. Ø., Gonçalves, S. & Zanelli, E. (2026). Improved inference for nonparametric regression and regression-discontinuity designs. https://arxiv.org/pdf/2512.00566

Chernozhukov, V., Fernández-Val, I., Huang, C. & Wang, W. (2026). Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models.

Dong, Y. & Heiler, P. (2026). Sharp Bounds and Inference in Sample Selection Models with Treatment Endogeneity. arxiv.org. https://doi.org/10.48550/arXiv.2606.09223

Karim, S. R., Nielsen, M. Ø., MacKinnon, J. G. & Webb, M. D. (2026). Improved Inference for CSDID Using the Cluster Jackknife. http://arxiv.org/pdf/2602.12043

Sunada, K. (2026). Closed-form estimation and uniform inference in additively separable triangular models with a nonseparable first stage. arxiv.org. https://doi.org/10.48550/arXiv.2608.22605

Sunada, K., Matsushita, Y. & Otsu, T. (2026). Power enhancement via cross-fit variance estimation: Applications to specification, veridentification, and many-restriction testing. arxiv.org. https://doi.org/10.48550/arXiv.2610.06119

Displaying results 1 to 10 out of 12

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Working papers by external fellows

Berenguer-Rico, V. & Nielsen, B. (2026). Normality testing after outlier removal. Econometrics and Statistics, 38, 74-96. https://doi.org/10.1016/j.ecosta.2023.06.001

Chetverikov, D., Sørensen, J. R.-V. & Honoré, B. (2026). Asymptotic Variance Theory for Trimmed Least Squares and Trimmed Least Absolute Deviations in Censored Panel Models with Fixed Effects. https://arxiv.org/abs/2605.17052

Chetverikov, D., Sørensen, J. R.-V. & Tsyvinski, A. (2026). Triple/Double-Debiased Lasso. https://arxiv.org/abs/2603.20134

Fosgerau, M. & Sørensen, J. R.-V. (2026). Convex Duality in Perturbed Utility Route Choice. https://arxiv.org/abs/2604.20220

Freeman, H. & Kristensen, D. (2026). Inference on Linear Regressions with Two-Way Unobserved Heterogeneity. https://arxiv.org/pdf/2605.06491

Hao, O. & Nielsen, B. (2026). Robustness Properties of Least Trimmed Squares with Categorial Covariates. Nuffield College . https://www.nuffield.ox.ac.uk/economics/Papers/2026/2026-W01Hao_Nielsen_LTS_ET.pdf

Andreasen, M. M. & Kristensen, D. (2025). Estimating State Space Models: Simple Corrections for Finite Sample Bias. https://doi.org/10.2139/ssrn.5382755

Berenguer-Rico, V. & Nielsen, B. (2025). Least Trimmed Squares: Cointegration and outliers. University of Oxford. https://www.nuffield.ox.ac.uk/economics/Papers/2025/2025-W03LTS_cointegration_2025june2.pdf

Cattaneo, M. D., Jansson, M. & Nagasawa, K. (2025). Robust Inference for Convex Pairwise Difference Estimators. https://arxiv.org/abs/2510.05991

Dano, K., Honoré, B. E. & Weidner, M. (2025). Binary choice logit models with general fixed effects for panel and network data. https://doi.org/10.48550/arXiv.2508.11556

Displaying results 1 to 10 out of 12

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Revised 25.08.2026

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Solveig Nygaard Sørensen