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. (2022). A machine learning approach to identifying decision‑making styles for managing customer relationships. Electronic Markets, 32(1), 351-374. https://doi.org/10.1007/s12525-021-00515-x

Kang, J., Jakobsen, J. S., Silvennoinen, A., Teräsvirta, T. & Wade, G. (2022). A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model. Econometrics, 10(3), Article 30. https://doi.org/10.3390/econometrics10030030

Catania, L. (2022). A Stochastic Volatility Model with a General Leverage Specification. Journal of Business and Economic Statistics, 40(2), 678-689. https://doi.org/10.1080/07350015.2020.1855187

Clausen, J. & Li, H. J. (2022). Big data driven order-up-to level model: Application of machine learning. Computers & Operations Research, 139, Article 105641. https://doi.org/10.1016/j.cor.2021.105641

Forget, N., Gadegaard, S. L., Klamroth, K., Nielsen, L. R. & Przybylski, A. (2022). Branch-and-bound and objective branching with three or more objectives. Computers and Operations Research, 148, Article 106012. https://doi.org/10.1016/j.cor.2022.106012

Marks, K. P., Birkebæk, N., Pouwer, F., Ibfelt, E. H., Thastum, M. & Jensen, M. B. (2022). Caregiver-report Adherence in Diabetes Questionnaire is predictive of 10-year HbA1c trajectories in children and adolescents with type 1 diabetes: A population-based study. Diabetologia, 65(Suppl 1 ), S89. Article 170. https://doi.org/10.1007/s00125-022-05755-w

Brownlees, C., Gudmundsson, G. S. & Lugosi, G. (2022). Community Detection in Partial Correlation Network Models. Journal of Business and Economic Statistics, 40(1), 216-226. https://doi.org/10.1080/07350015.2020.1798241

Ehlers, L. H., Jensen, M. B. & Schack, H. (2022). Competitive tenders on analogue hospital pharmaceuticals in Denmark 2017–2020. Journal of Pharmaceutical Policy and Practice, 15, Article 69. https://doi.org/10.1186/s40545-022-00464-6

Seong, D., Cho, J. S. & Teräsvirta, T. (2022). Comprehensively testing linearity hypothesis using the smooth transition autoregressive model. Econometric Reviews, 41(8), 966-984. https://doi.org/10.1080/07474938.2022.2091713

Christensen, B. J., Kallestrup-Lamb, M. & Kennan, J. (2022). Consumption and Saving after Retirement. National Bureau of Economic Research. Working Paper Series, (29826). https://doi.org/10.3386/w29826

Displaying results 111 to 120 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 12.11.2025

Birgitte Højklint Nielsen