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.

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

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Mackinnon, J. G., Nielsen, M. Ø. & Webb, M. D. (2023). Cluster-Robust Inference: A Guide to Empirical Practice. Journal of Econometrics, 232(2), 272-299. https://doi.org/10.1016/j.jeconom.2022.04.001
Wulff, J. N., Sajons, G. B., Pogrebna, G., Lonati, S., Bastardoz, N., Banks, G. C. & Antonakis, J. (2023). Common methodological mistakes. Leadership Quarterly, 34(1), Article 101677. https://doi.org/10.1016/j.leaqua.2023.101677
Jensen, M. B., Jensen, C. E., Gudex, C., Pedersen, K. M., Sørensen, S. S. & Ehlers, L. H. (2023). Danish population health measured by the EQ-5D-5L. Scandinavian Journal of Public Health, 51(2), 241-249. https://doi.org/10.1177/14034948211058060
Sharma, P. N., Liengaard, B., Sarstedt, M., Hair, J. F. & Ringle, C. (2023). Extraordinary Claims Require Extraordinary Evidence: A Comment on "Recent Developments in PLS". Communications of the Association for Information Systems, 52, 739-742. https://doi.org/10.17705/1CAIS.05234
MacKinnon, J. G., Nielsen, M. Ø. & Webb, M. D. (2023). Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference. Journal of Applied Econometrics, 38(5), 671-694. https://doi.org/10.1002/jae.2969
Hualde, J. & Nielsen, M. Ø. (2023). Fractional integration and cointegration. In Oxford Research Encyclopedias : Economics and Finance Oxford University Press. https://doi.org/10.1093/acrefore/9780190625979.013.639

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'.