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.

You can sort the list by either date, author or title.

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Audrino, F., Chassot, J., Huang, C., Knaus, M., Lechner, M. & Ortega, J.-P. (2024). How Does Post-Earnings Announcement Sentiment Affect Firms’ Dynamics? New Evidence from Causal Machine Learning. Journal of Financial Econometrics, 22(3), 575-604. https://doi.org/10.1093/jjfinec/nbac018
Bennedsen, M., Lunde, A., Shephard, N. & Veraart, A. E. D. (2023). Inference and forecasting for continuous-time integer-valued trawl processes. Journal of Econometrics, 236(2), Article 105476. https://doi.org/10.1016/j.jeconom.2023.105476
Hillebrand, E. & Griffiths, W. (2026). Introduction. In E. Hillebrand & W. Griffiths (Eds.), Teaching econometrics: A tribute to R. Carter Hill (pp. 1-9). Springer. https://doi.org/10.1007/978-3-031-97942-2_1

Full lists of individual section members' publications can be found via the section's faculty list.


An overview of publications from all three sections of the Department of Economics and Business Economics can be found on 'Publication overview'.