Econometrics and Business Analytics
Welcome to the Econometrics and Business Analytics section. Overall, the section conducts research within the fields of business intelligence, econometrics, operations management and operations research.
Our research and teaching is undertaken by a team of 40 faculty members and 15 PhD students. We foster close collaboration within our section and with the international research community. Our research activities are supported by seminar series in business analytics and econometrics.
The section hosts Aarhus Center for Econometrics (ACE), which is designated as a centre of excellence in econometrics.
Recent publications
Wei, C., Wøhlk, S. & Che, A. (2024). A multi-level capacitated arc routing problem with intermediate facilities in waste collection. Computers & Operations Research, 167, Article 106671. https://doi.org/10.1016/j.cor.2024.106671
Christensen, K. & Kolokolov, A. (2024). An unbounded intensity model for point processes. Journal of Econometrics, 244(1), Article 105840. https://doi.org/10.1016/j.jeconom.2024.105840
Bennedsen, M., Hillebrand, E. & Koopman, S. J. (2024). A regression-based approach to the CO2 airborne fraction. Nature Communications, 15(1), Article 8507. https://doi.org/10.1038/s41467-024-52728-1
Jaeger, G. & Turkensteen, M. (2024). Assessing the effect of multiple cost changes using reverse set tolerances. Discrete Applied Mathematics, 354, 279-300. https://doi.org/10.1016/j.dam.2022.10.018
Marks, K. P., Aalders, J., Liu, S., Broadley, M., Thastum, M., Jensen, M. B., Ibfelt, E. H., Birkebæk, N. H. & Pouwer, F. (2024). Associations between disordered eating behaviors and HbA1c in young people with type 1 diabetes: a systematic review and meta-analysis. Current Diabetes Reviews, 20(4), Article e220823220144 . https://doi.org/10.2174/1573399820666230822095939
Cavaliere, G., Gonçalves, S., Nielsen, M. Ø. & Zanelli, E. (2024). Bootstrap Inference in the Presence of Bias. Journal of the American Statistical Association, 119(548), 2908-2918. https://doi.org/10.1080/01621459.2023.2284980
Aabo, T., Pantzalis, C., Park, J. C., Trigeorgis, L. & Wulff, J. (2024). CEO personality traits, strategic flexibility, and firm dynamics. Journal of Corporate Finance, 84, Article 102524. https://doi.org/10.1016/j.jcorpfin.2023.102524
Silvennoinen, A. & Teräsvirta, T. (2024). Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model. Econometrics and Statistics, 32, 57-72. https://doi.org/10.1016/j.ecosta.2021.07.008