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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Villadsen, A. R. & Wulff, J. (2021). Statistical Myths about Log-Transformed Dependent Variables and How to Better Estimate Exponential Models. British Journal of Management, 32(3), 779-796. https://doi.org/10.1111/1467-8551.12431

Darmawan, A., Wong, H. W. & Thorstenson, A. (2021). Supply chain network design with coordinated inventory control. Transportation Research. Part E: Logistics and Transportation Review, 145, Article 102168. https://doi.org/10.1016/j.tre.2020.102168

Jensen, C. E., Sørensen, S. S., Gudex, C., Jensen, M. B., Pedersen, K. M. & Ehlers, L. H. (2021). The Danish EQ-5D-5L Value Set: A Hybrid Model Using cTTO and DCE Data. Applied Health Economics and Health Policy, 19(4), 579-591. https://doi.org/10.1007/s40258-021-00639-3

Nielsen, M. O. & Noel, A. L. (2021). To infinity and beyond: Efficient computation of ARCH(infinity) models. Journal of Time Series Analysis, 42(3), 338-354. https://doi.org/10.1111/jtsa.12570

Heiler, P. & Kazak, E. (2021). Valid Inference for Treatment Effect Parameters under Irregular Identification and Many Extreme Propensity Scores. Journal of Econometrics, 222(2), 1083-1108. https://doi.org/10.1016/j.jeconom.2020.03.025

Aabo, T., Als, M., Thomsen, L. & Wulff, J. N. (2021). Watch me go big: CEO narcissism and corporate acquisitions. Review of Behavioral Finance, 13(5), 465-485. https://doi.org/10.1108/RBF-05-2020-0091

MacKinnon, J. G., Nielsen, M. Ø. & Webb, M. D. (2021). Wild Bootstrap and Asymptotic Inference With Multiway Clustering. Journal of Business and Economic Statistics, 39(2), 505-519. https://doi.org/10.1080/07350015.2019.1677473

Cubillos, M., Wøhlk, S. & Wulff, J. (2022). A bi-objective k-nearest-neighbors-based imputation method for multilevel data. Expert Systems with Applications, 204, Article 117298. https://doi.org/10.1016/j.eswa.2022.117298

Cavaliere, G., Nielsen, M. Ø. & Taylor, A. M. R. (2022). Adaptive Inference in Heteroscedastic Fractional Time Series Models. Journal of Business and Economic Statistics, 40(1), 50-65. https://doi.org/10.1080/07350015.2020.1773275

Tudoran, A. A. (2022). A machine learning approach to identifying decision‑making styles for managing customer relationships. Electronic Markets, 32(1), 351-374. https://doi.org/10.1007/s12525-021-00515-x

Displaying results 31 to 40 out of 203

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