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
Catania, L., Rossi, E. & Santucci de Magistris, P. (2025). Switching Regime Integer Autoregressions. Econometric Theory. Advance online publication. https://doi.org/10.1017/S0266466625100182
He, C., Kang, J., Silvennoinen, A. & Teräsvirta, T. (2025). The Effect of the North Atlantic Oscillation on Monthly Precipitation in Selected European Locations: A Non-Linear Time Series Approach. Environmetrics, 36(2), Article e2896. https://doi.org/10.1002/env.2896
Emde, S. & Tudoran, A. A. (2025). The first mile is the hardest: A deep learning-assisted matheuristic for container assignment in first-mile logistics. European Journal of Operational Research, 324(1), 335-350. https://doi.org/10.1016/j.ejor.2025.01.024
Holgersen, L. A. (2025). The Influence of Priors: Assessing Transparency in Organizational Research. In Academy of Management Proceedings Academy of Management. https://journals.aom.org/doi/abs/10.5465/AMPROC.2025.22754abstract
Turkensteen, M. & van den Heuvel, W. (2025). Uncapacitated multi-item lot sizing with shipment minimization. Computers & Operations Research, 183, Article 107169. https://doi.org/10.1016/j.cor.2025.107169
Clausen, J. & Larsen, C. (2025). Using an iterative procedure of maximum likelihood estimations to solve the newsvendor problem with censored demand. Omega, 133(103273), Article 103273. https://doi.org/10.1016/j.omega.2024.103273
Christensen, K., Timmermann, A. & Veliyev, B. (2025). Warp speed price moves: Jumps after earnings announcements. Journal of Financial Economics, 167, Article 104010. https://doi.org/10.1016/j.jfineco.2025.104010
Belenguer, J. M., Cubillos, M. & Wøhlk, S. (2024). A branch-and-cut algorithm for a skip pick-up and delivery problem. Computers & Operations Research, 168, Article 106705. https://doi.org/10.1016/j.cor.2024.106705