ACE – Aarhus Center for Econometrics

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Research

Publications

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Brownlees, C. & Guðmundsson, G. S. (2025). Performance of Empirical Risk Minimization for Linear Regression with Dependent Data. Econometric Theory, 41(2), 391-420. https://doi.org/10.1017/S0266466623000348
Christensen, B. J., Datta Gupta, N. & Gørtz, M. (2025). Long-Term Care in Denmark. In J. Gruber & K. McGarry (Eds.), Long-Term Care Around the World (pp. 69-106). University of Chicago Press.
Christensen, K., Timmermann, A. & Veliyev, B. (2025). Warp speed price moves: Jumps after earnings announcements. Journal of Financial Economics, 167, Article 104010. https://doi.org/10.1016/j.jfineco.2025.104010
Dong, H., Otsu, T. & Taylor, L. N. (2025). Inference in the Presence of Unknown Rates. Econometric Reviews, 44(5), 587-597. https://doi.org/10.1080/07474938.2024.2434189
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(1), 279–299. https://doi.org/10.1007/s11747-024-01055-4
MacKinnon, J. G., Nielsen, M. Ø. & Webb, M. D. (Accepted/In press). Cluster-robust jackknife and bootstrap inference for logistic regression models. Econometric Reviews.
Mikusheva, A. & Sølvsten, M. (2025). Linear regression with weak exogeneity. Quantitative Economics, 16(2), 367-403. https://doi.org/10.3982/QE2622

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Publications by external fellows

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Honoré, B. E., Muris, C. & Weidner, M. (2025). Dynamic ordered panel logit models. Quantitative Economics, 16(3), 899-945. https://doi.org/10.3982/QE2052
Honoré, B. E. & Weidner, M. (2025). Moment conditions for dynamic panel logit models with fixed effects. The Review of Economic Studies, 92(5), 3112-3137. https://doi.org/10.1093/restud/rdae097
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

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Solveig Nygaard Sørensen