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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Bodilsen, S. T. (2025). Large-Dimensional Portfolio Selection with a High-Frequency-Based Dynamic Factor Model. Journal of Financial Econometrics, 23(2), Article nbae018. https://doi.org/10.1093/jjfinec/nbae018

Mikusheva, A. & Sølvsten, M. (2025). Linear regression with weak exogeneity. Quantitative Economics, 16(2), 367-403. https://doi.org/10.3982/QE2622

Bodilsen, S. T., Nielsen, S. A. & Rosholm, M. (2025). Measuring employment readiness for hard-to-place individuals. Humanities & Social Sciences Communications, 12(835), Article 835. https://doi.org/10.1057/s41599-025-04943-4

Letchford, A. N. & Sørensen, M. M. (2025). New facets of the clique partitioning polytope. Operations Research Letters, 59, Article 107242. https://doi.org/10.1016/j.orl.2025.107242

Johansen, S. G. & Thorstenson, A. (2025). Non-crossing vs. independent lead times in a lost-sales inventory system with compound Poisson demand. European Journal of Operational Research, 324(2), 466-476. https://doi.org/10.1016/j.ejor.2025.01.042

Brownlees, C. & Guðmundsson, G. S. (2025). Performance of Empirical Risk Minimization for Linear Regression with Dependent Data. Econometric Theory, 41(2), 391-420. https://doi.org/10.1017/S0266466623000348

Braun, K. T. D. & Wulff, J. (2025). Pioneering Automation in Agricultural Subsidy Processing through Deep Learning for Computer Vision. Journal of Business Analytics, 8(2), 93-115. https://doi.org/10.1080/2573234X.2024.2436578

Marand, A. J. & Hoseinpour, P. (2025). Profit maximization in congested hub location problems: Demand models and service level constraints. Transportation Research Part E: Logistics and Transportation Review, 195, Article 103995. https://doi.org/10.1016/j.tre.2025.103995

Catania, L. & Luati, A. (2025). Quasi Maximum Likelihood Estimation of Value at Risk and Expected Shortfall. Econometrics and Statistics, 33, 23-34. https://doi.org/10.1016/j.ecosta.2021.08.003

Tudoran, A. A. (2025). Rethinking Privacy in the Internet of Things: A Comprehensive Review of Consumer Studies and Theories. Internet Research, 35(2), 514-545. https://doi.org/10.1108/INTR-01-2023-0029

Displaying results 11 to 20 out of 211

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 06.10.2025

Birgitte Højklint Nielsen