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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Johnsen, D. B., Lomholt, J. J., Heyne, D., Jensen, M. B., Jeppesen, P., Silverman, W. K. & Thastum, M. (2024). The Effectiveness of Modular Transdiagnostic Cognitive Behavioral Therapy Versus Treatment as Usual for Youths Displaying School Attendance Problems: A Randomized Controlled Trial. Research on Child and Adolescent Psychopathology, 52(9), 1397–1412. https://doi.org/10.1007/s10802-024-01196-8

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

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

Johansen, S. & Nielsen, M. Ø. (2024). Weak convergence to derivatives of fractional Brownian motion. Econometric Theory, 40(4), 859-874. https://doi.org/10.1017/S0266466622000639

Marks, K. P., Birkebæk, N. H., Pouwer, F., Ibfelt, E. H., Thastum, M. & Jensen, M. B. (2023). Adherence in Diabetes Questionnaire (ADQ) score as predictor of 11-year HbA1c trajectories in children and adolescents with type 1 diabetes: A population-based longitudinal study. Diabetes Research and Clinical Practice, 197, Article 110558. https://doi.org/10.1016/j.diabres.2023.110558

Bolko, A. E., Christensen, K., Pakkanen, M. S. & Veliyev, B. (2023). A GMM approach to estimate the roughness of stochastic volatility. Journal of Econometrics, 235(2), 745-778. https://doi.org/10.1016/j.jeconom.2022.06.009

Christensen, K., Siggaard, M. V. & Veliyev, B. (2023). A machine learning approach to volatility forecasting. Journal of Financial Econometrics, 21(5), 1680-1727. Article nbac020. https://doi.org/10.1093/jjfinec/nbac020

Bennedsen, M., Hillebrand, E. & Koopman, S. J. (2023). A multivariate dynamic statistical model of the global carbon budget 1959-2020. Journal of the Royal Statistical Society. Series A: Statistics in Society, 186(1), 20-42. https://doi.org/10.1093/jrsssa/qnac014

Bennedsen, M., Hillebrand, E. & Jensen, S. (2023). A neural network approach to the environmental Kuznets curve. Energy Economics, 126, Article 106985. https://doi.org/10.1016/j.eneco.2023.106985

Dilling-Hansen, M. (2023). Anvendelse af personlighedstest til etablering af studiegrupper. In P. Linde (Ed.), Symposium i anvendt statistik 2023 (pp. 124-133). Copenhagen Business School. http://www.statistiksymposium.dk/Symposium i anvendt stalistik 2023_Web.pdf

Displaying results 61 to 70 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