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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Hillebrand, E. (2026). Teaching Mathematics for Economists. In E. Hillebrand & W. Griffiths (Eds.), Teaching econometrics: A tribute to R. Carter Hill (pp. 365-399). Springer. https://doi.org/10.1007/978-3-031-97942-2_20

Bennedsen, M., Christensen, K. & Christensen, P. K. (2026). To be or not to be: Roughness or long memory in volatility? Journal of Econometrics, 254, Article 106193. https://doi.org/10.1016/j.jeconom.2026.106193

Chernozhukov, V., Huang, C. & Wang, W. (2026). Uniform Inference on High-dimensional Spatial Panel Networks. Journal of Business and Economic Statistics, 44(1), 348-359. https://doi.org/10.1080/07350015.2025.2530122

Catania, L., D'Innocenzo, E. & Luati, A. (2026). Unobserved Component Models, Approximate Filters and Dynamic Adaptive Mixture Models. Journal of Econometrics, 253, Article 106155. https://doi.org/10.1016/j.jeconom.2025.106155

Sherson, J., Rafner, J., Tudoran, A. A., Holm, A. & Marler, J. (2025). A 4P Hybrid Intelligent Development and Organisational Change Framework. In D. Pedreschi, M. Milano, I. Tiddi, S. Russell, C. Boldrini, L. Pappalardo, A. Passerini & S. Wang (Eds.), HHAI 2025 - Proceedings of the 4th International Conference on Hybrid Human-Artificial Intelligence (pp. 540-542). IOS Press. https://doi.org/10.3233/FAIA250687

Mikkelsen, J. B., Gadegaard, S. L. & Lysgaard, J. (2025). A Branch-and-Cut Algorithm for the Mixed Fleet Green Vehicle Routing Problem. European Journal of Operational Research. Advance online publication. https://doi.org/10.1016/j.ejor.2025.11.003

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

Bennedsen, M., Hillebrand, E. & Koopman, S. J. (2025). A Statistical Reduced Complexity Climate Model for Probabilistic Analyses and Projections. Journal of Climate, 38(21), 6329–6350. https://doi.org/10.1175/JCLI-D-24-0734.1

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

Displaying results 11 to 20 out of 229

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 05.02.2026

Birgitte Højklint Nielsen