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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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

Johansen, S. & Nielsen, M. Ø. (2024). Weak convergence to derivatives of fractional Brownian motion. Econometric Theory, 40(4), 859-874. https://doi.org/10.1017/S0266466622000639

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

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

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

Minder, B., Wolf, P., Baldauf, M. & Verma, S. (2023). Voice assistants in private households: a conceptual framework for future research in an interdisciplinary field. Humanities and social sciences communications, 10(1), Article 173. https://doi.org/10.1057/s41599-023-01615-z

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

Clausen, J. & Larsen, C. (2025). Using an iterative procedure of maximum likelihood estimations to solve the newsvendor problem with censored demand. Omega, 133(103273), Article 103273. https://doi.org/10.1016/j.omega.2024.103273

Chernozhukov, V., Huang, C. & Wang, W. (2025). Uniform Inference on High-dimensional Spatial Panel Networks. Journal of Business and Economic Statistics. Advance online publication. https://doi.org/10.1080/07350015.2025.2530122

Tudoran, A. A., Thomsen , C. & Thomasen , S. (2024). Understanding consumer behavior during and after a pandemic: Implications for customer lifetime value prediction models. Journal of Business Research, 174, Article 114527. https://doi.org/10.1016/j.jbusres.2024.114527

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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 12.11.2025

Birgitte Højklint Nielsen