Publications in Econometrics and Business Analytics

The list below contains all publications from the past five years written or edited by members of the Econometrics and Business Analytics section at the Department of Economics and Business Economics.

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Murtiningrum, A. D., Darmawan, A. & Wong, H. (2022). The adoption of electric motorcycles: A survey of public perception in Indonesia. Journal of Cleaner Production, 379(Part 2), Article 134737. https://doi.org/10.1016/j.jclepro.2022.134737

Christensen, K., Oomen, R. & Renò, R. (2022). The drift burst hypothesis. Journal of Econometrics, 227(2), 461-497. https://doi.org/10.1016/j.jeconom.2020.11.004

Hurn, S., Johnson, N., Silvennoinen, A. & Teräsvirta, T. (2022). Transition from the Taylor rule to the zero lower bound. Studies in Nonlinear Dynamics & Econometrics, 26(5), 635-647. https://doi.org/10.1515/snde-2019-0102

Hualde, J. & Nielsen, M. Ø. (2022). Truncated sum-of-squares estimation of fractional time series models with generalized power law trend. Electronic Journal of Statistics, 16(1), 2884-2946. https://doi.org/10.1214/22-EJS2009

Forget, N. J., Gadegaard, S. L. & Relund, L. (2022). Warm-starting lower bound set computations for branch-and-bound algorithms for multi objective integer linear programs. European Journal of Operational Research, 302(3), 909-924. https://doi.org/10.1016/j.ejor.2022.01.047

Marks, K. P., Birkebæk, N. H., Pouwer, F., Ibfelt, E. H., Thastum, M. & Jensen, M. B. (2023). Adherence in Diabetes Questionnaire (ADQ) score as predictor of 11-year HbA1c trajectories in children and adolescents with type 1 diabetes: A population-based longitudinal study. Diabetes Research and Clinical Practice, 197, Article 110558. https://doi.org/10.1016/j.diabres.2023.110558

Bolko, A. E., Christensen, K., Pakkanen, M. S. & Veliyev, B. (2023). A GMM approach to estimate the roughness of stochastic volatility. Journal of Econometrics, 235(2), 745-778. https://doi.org/10.1016/j.jeconom.2022.06.009

Christensen, K., Siggaard, M. V. & Veliyev, B. (2023). A machine learning approach to volatility forecasting. Journal of Financial Econometrics, 21(5), 1680-1727. Article nbac020. https://doi.org/10.1093/jjfinec/nbac020

Bennedsen, M., Hillebrand, E. & Koopman, S. J. (2023). A multivariate dynamic statistical model of the global carbon budget 1959-2020. Journal of the Royal Statistical Society. Series A: Statistics in Society, 186(1), 20-42. https://doi.org/10.1093/jrsssa/qnac014

Bennedsen, M., Hillebrand, E. & Jensen, S. (2023). A neural network approach to the environmental Kuznets curve. Energy Economics, 126, Article 106985. https://doi.org/10.1016/j.eneco.2023.106985

Displaying results 71 to 80 out of 202

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 23.03.2026

Birgitte Højklint Nielsen