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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Christensen, B. J., Kjær, M. M. & Veliyev, B. (2023). The incremental information in the yield curve about future interest rate risk. Journal of Banking and Finance, 155, Article 106973. https://doi.org/10.1016/j.jbankfin.2023.106973

Holgersen, L. A. (2025). The Influence of Priors: Assessing Transparency in Organizational Research. In Academy of Management Proceedings Academy of Management. https://journals.aom.org/doi/abs/10.5465/AMPROC.2025.22754abstract

Goorney, S., Karydi, E., Muñoz, B., Santesson, O., Seskir, Z. C., Tudoran, A. A. & Sherson, J. (2026). The quantum technology job market: data driven analysis of 3641 job posts. EPJ Quantum Technology, 13(1), Article 36. https://doi.org/10.1140/epjqt/s40507-026-00477-z

Hair, J. F., Sharma, P. N., Sarstedt, M., Ringle, C. M. & Liengaard, B. D. (2024). The shortcomings of equal weights estimation and the composite equivalence index in PLS-SEM. European Journal of Marketing, 58(13), 30-55. https://doi.org/10.1108/EJM-04-2023-0307

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

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

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

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

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

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

Displaying results 191 to 200 out of 213

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