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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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

Turkensteen, M. & van den Heuvel, W. (2025). Uncapacitated multi-item lot sizing with shipment minimization. Computers & Operations Research, 183, Article 107169. https://doi.org/10.1016/j.cor.2025.107169

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

Hualde, J. & Nielsen, M. Ø. (2020). Truncated sum of squares estimation of fractional time series models with deterministic trends. Econometric Theory, 36(4), 751-772. https://doi.org/10.1017/S0266466619000161

Kock, A. B., Preinerstorfer, D. & Veliyev, B. (2023). Treatment recommendation with distributional targets. Journal of Econometrics, 234(2), 624-646. https://doi.org/10.1016/j.jeconom.2022.08.003

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

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

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

Orquin, J. L., Bagger, M., Lahm, E. S., Grunert, K. G. & Scholderer, J. (2020). The visual ecology of product packaging and its effects on consumer attention. Journal of Business Research, 111, 187-195. https://doi.org/10.1016/j.jbusres.2019.01.043

Turkensteen, M. & van den Heuvel, W. (2023). The trade-off between costs and carbon emissions from economic lot-sizing decisions. INFOR: Information Systems and Operational Research, 61(2), 169-198. https://doi.org/10.1080/03155986.2023.2169493

Displaying results 11 to 20 out of 230

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