Publications in Econometrics and Business Analytics

The list below contains all publications from 2020-2025 written or edited by members of the Econometrics and Business Analytics section at the Department of Economics and Business Economics.

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Blasques, F., Koopman, S. J., Mingoli, G. & Telg, S. (2025). A Novel Test for the Presence of Local Explosive Dynamics. Journal of Time Series Analysis, 46(5), 966-980. https://doi.org/10.1111/jtsa.70001

Jäger, G. & Turkensteen, M. (2025). Computation of lower tolerances of combinatorial bottleneck problems. Discrete Optimization, 56, Article 100887. https://doi.org/10.1016/j.disopt.2025.100887

Birch, C. R., Paaske, S. E., Jensen, M. B., Baunwall, S. M. D., Ehlers, L. H. & Hvas, C. L. (2025). Cost-effectiveness of faecal microbiota transplantation compared with vancomycin monotherapy for early Clostridioides difficile infection: economic evaluation alongside a randomized controlled trial. Journal of Hospital Infection, 155(1), 145-149. https://doi.org/10.1016/j.jhin.2024.11.003

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

Bellia, M., Christensen, K., Kolokolov, A., Pelizzon, L. & Renò, R. (2025). Do designated market makers provide liquidity during downward extreme price movements? Journal of Financial Markets, Article 100988. Advance online publication. https://doi.org/10.1016/j.finmar.2025.100988

Guo, Y., Zhu, R., Li, W., Boulaksil, Y. & Allaoui, H. (2025). Dynamic pick-up point recommendation with multi-modal deep forest and incentive-based adaptive Kuhn-Munkres Algorithm. Knowledge-Based Systems, 330, Article 114543. https://doi.org/10.1016/j.knosys.2025.114543

Clausen, J., Li, H. & Forget, N. J. (2025). Empirical risk minimization for big data driven prescriptive analytics: An exploration of two-stage stochastic programs with recourse. Expert Systems with Applications, 261, Article 125503. https://doi.org/10.1016/j.eswa.2024.125503

Bodilsen, S. T. & Lunde, A. (2025). Exploiting News Analytics for Volatility Forecasting. Journal of Applied Econometrics, 40(1), 18-36. https://doi.org/10.1002/jae.3095

Pedersen, C., Wulff, J. & Villadsen, A. R. (2025). Exploring the Relevance of Two-Part Models in Innovation Research: Towards a Better Understanding of Innovation Sales. International Journal of Innovation Management, 29(1-2), Article 2550007. https://doi.org/10.1142/S1363919625500070

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

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Full lists of individual section members' publications can be found via the section's faculty list.

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An overview of publications from all three sections of the Department of Economics and Business Economics can be found on 'Publication overview'.

Publication overview

Revised 06.10.2025

Birgitte Højklint Nielsen