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Department of Economics and Business Economics

Publications

2018

Contribution to journal

Cavaliere, G., Pedersen, R. S. & Rahbek, A. (2018). The Fixed Volatility Bootstrap for a Class of Arch(q) Models. Journal of Time Series Analysis, 39(6), 920-941. https://doi.org/10.1111/jtsa.12421

Cattaneo, M. D., Jansson, M. & Newey, W. K. (2018). Alternative asymptotics and the partially linear model with many regressors. Econometric Theory, 34(2), 277-301. https://doi.org/10.1017/S026646661600013X

Cattaneo, M. D., Jansson, M. & Newey, W. K. (2018). Inference in Linear Regression Models with Many Covariates and Heteroscedasticity. Journal of the American Statistical Association, 113(523), 1350-1361. https://doi.org/10.1080/01621459.2017.1328360

Cattaneo, M. D. & Jansson, M. (2018). Kernel-Based Semiparametric Estimators: Small Bandwidth Asymptotics and Bootstrap Consistency. Econometrica, 86(3), 955-995. https://doi.org/10.3982/ECTA12701

Cattaneo, M. D., Jansson, M. & Ma, X. (2018). Manipulation Testing Based on Density Discontinuity. The Stata Journal, 18(1), 234-261. https://doi.org/10.1177/1536867X1801800115

Catania, L. & Nonejad, N. (2018). Dynamic Model Averaging for Practitioners in Economics and Finance: The eDMA Package. Journal of Statistical Software, 84(11). https://doi.org/10.18637/jss.v084.i11

Catania, L. & Bernardi, M. (2018). Portfolio Optimisation Under Flexible Dynamic Dependence Modelling. Journal of Empirical Finance, 48(September), 1-18. https://doi.org/10.1016/j.jempfin.2018.05.002

Castelnuovo, E. & Pellegrino, G. (2018). Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation. Journal of Economic Dynamics and Control, 93, 277-296. https://doi.org/10.1016/j.jedc.2018.01.034

Caner, M. & Kock, A. B. (2018). Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso. Journal of Econometrics, 203(1), 143-168. https://doi.org/10.1016/j.jeconom.2017.11.005

Bybjerg-Grauholm, J., Hagen, C. M., Gonçalves, V. F., Bækvad-Hansen, M., Hansen, C. S., Hedley, P. L. ... Christiansen, M. (2018). Complex spatio-temporal distribution and genomic ancestry of mitochondrial DNA haplogroups in 24,216 Danes. PLOS ONE, 13(12), [e0208829]. https://doi.org/10.1371/journal.pone.0208829

Bukh, P. N. & Christensen, K. S. (2018). Effektbaseret økonomistyring. Nordisk Administrativt Tidsskrift, 95(2), 53-66.

Bukh, P. N. & Christensen, K. S. (2018). Ledelsesrummet er et ansvar - og det vokser. Offentlig Ledelse, (2).

Buhayenko, V., Ho, S. C. & Thorstenson, A. (2018). A variable neighborhood search heuristic for supply chain coordination using dynamic price discounts. EURO Journal on Transportation and Logistics, 7(4), 363-385. https://doi.org/10.1007/s13676-018-0122-2

Buccioli, A. & Kokholm, T. (2018). Constant Proportion Portfolio Insurance Strategies in Contagious Markets. Quantitative Finance, 18(2), 311-331. https://doi.org/10.1080/14697688.2017.1403157

Broberg, B. V., Sommer, I. E., Benros, M. E., Glenthøj, B. Y., Gasse, C. & Köhler-Forsberg, O. (2018). Glucocorticoids and the risk of schizophrenia spectrum disorder in childhood and adolescence - A Danish nationwide study. Schizophrenia Research, 199, 116-122. https://doi.org/10.1016/j.schres.2018.03.007

Brix, A. F., Lunde, A. & Wei, W. (2018). A generalized Schwartz model for energy spot prices — Estimation using a particle MCMC method. Energy Economics, 72, 560-582. https://doi.org/10.1016/j.eneco.2018.03.037

Brikell, I., Ghirardi, L., D'Onofrio, B. M., Dunn, D. W., Almqvist, C., Dalsgaard, S. ... Larsson, H. (2018). Familial Liability to Epilepsy and Attention-Deficit/Hyperactivity Disorder: A Nationwide Cohort Study. Biological Psychiatry, 83(2), 173-180. https://doi.org/10.1016/j.biopsych.2017.08.006

Bredtmann, J. & Smith, N. (2018). Inequalities in Educational Outcomes: How Important Is the Family? Oxford Bulletin of Economics and Statistics, 80(6), 1117-1144. https://doi.org/10.1111/obes.12258

Braumann, E. C. (2018). Analyzing the Role of Risk Awareness in Enterprise Risk Management. Journal of Management Accounting Research, 30(2), 241-268. https://doi.org/10.2308/jmar-52084

Bollerslev, T., Hood, B., Huss, J. & Pedersen, L. H. (2018). Risk Everywhere: Modeling and Managing Volatility. The Review of Financial Studies, 31(7), 2729-2773. https://doi.org/10.1093/rfs/hhy041

Blumkin, T. & Danziger, L. (2018). Deserving poor and the desirability of a minimum wage. IZA Journal of Labor Economics, 7(1), [6]. https://doi.org/10.1186/s40172-018-0066-7

Bleses, D., Jensen, P., Højen, A. & Dale, P. (2018). An educator-administered measure of language development in young children. Infant Behavior and Development, 52, 104-113. https://doi.org/10.1016/j.infbeh.2018.06.002

Bleses, D., Højen, A., Dale, P., Justice, L. M., Piasta, S., Markussen-Brown, J. ... Kjærbæk, L. (2018). Scaling-Up Effective Language and Literacy Instruction: Evaluating the Importance of Scripting and Group Size Components. Early Childhood Research Quarterly, 42, 256-269. https://doi.org/10.1016/j.ecresq.2017.10.002

Bleses, D., Højen, A., Justice, L. M., Dale, P. S., Dybdal, L., Piasta, S. ... Ebad Fardzadeh, H. (2018). The Effectiveness of a Large-Scale Early Childhood Language and Pre-literacy Intervention: The SPELL Randomized-Controlled Trial in Denmark. Child Development, 89(4), e342-e363. https://doi.org/10.1111/cdev.12859

Blasques, F., Gorgi, P., Koopman, S. J. & Wintenberger, O. (2018). Feasible invertibility conditions and maximum likelihood estimation for observation-driven models. Electronic Journal of Statistics, 12(1), 1019-1052. https://doi.org/10.1214/18-EJS1416

Bjørnskov, C. (2018). Do Liberalising Reforms Harm the Environment? Evidence from the Post-Communist Transition. Economic Affairs, 38(1), 22-37. https://doi.org/10.1111/ecaf.12277

Bjørnskov, C. & Voigt, S. (2018). The Architecture of Emergency Constitutions. International Journal of Constitutional Law, 16(1), 101-127. https://doi.org/10.1093/icon/moy012

Bjørnskov, C. (2018). The Hayek-Friedman Hypothesis on the Press: Is there an Association between Economic Freedom and Press Freedom? Journal of Institutional Economics, 14(4), 617-638. https://doi.org/10.1017/S1744137417000364

Bjørnskov, C. & Voigt, S. (2018). Why Do Governments Call a State of Emergency? On the Determinants of Using Emergency Constitutions. European Journal of Political Economy, 54, 110-123. https://doi.org/10.1016/j.ejpoleco.2018.01.002

Bikic, A., Leckman, J. F., Christensen, T. Ø., Bilenberg, N. & Dalsgaard, S. (2018). Attention and executive functions computer training for attention-deficit/hyperactivity disorder (ADHD): results from a randomized, controlled trial. European Child & Adolescent Psychiatry, 27(12), 1563–1574. https://doi.org/10.1007/s00787-018-1151-y

Beuchert, L., Humlum, M., Nielsen, H. S. & Smith, N. (2018). The short-term effects of school consolidation on student achievement: Evidence of disruption? Economics of Education Review, 65(August), 31-47. https://doi.org/10.1016/j.econedurev.2018.05.004

Bernardi, M. & Catania, L. (2018). The Model Confidence Set package for R. International Journal of Computational Economics and Econometrics, 8(2), 144 - 158. https://doi.org/10.1504/IJCEE.2018.091037

Bergink, V., Pop, V. J. M., Nielsen, P. R., Agerbo, E., Munk-Olsen, T. & Liu, X. (2018). Comorbidity of autoimmune thyroid disorders and psychiatric disorders during the postpartum period: a Danish nationwide register-based cohort study. Psychological Medicine, 48(8), 1291-1298. https://doi.org/10.1017/S0033291717002732

Berggren, N., Bjørnskov, C. & Nilsson, T. (2018). Do Equal Rights for a Minority Affect General Life Satisfaction? Journal of Happiness Studies, 19(5), 1465–1483. https://doi.org/10.1007/s10902-017-9886-6

Bentzen, J., Thi Thanh Truc, N. & Sy Nam, T. (2018). A Social Cost-Benefit Analysis of Biogas Technologies using Rice Straw and Water Hyacinths as Feedstock. International Energy Journal, 18(4), 311-320.

Bentzen, J. & Smith, V. (2018). Structural Changes in the Consumption of Beer, Wine and Spirits in OECD Countries from 1961 to 2014. Beverages, 4(8). https://doi.org/10.3390/beverages4010008

Bauer, A. E., Maegbaek, M. L., Liu, X., Wray, N. R., Sullivan, P. F., Miller, W. C. ... Munk-Olsen, T. (2018). Familiality of Psychiatric Disorders and Risk of Postpartum Psychiatric Episodes: A Population-Based Cohort Study. The American Journal of Psychiatry, 175(8), 783-791. https://doi.org/10.1176/appi.ajp.2018.17111184

Batsaikhan, M. & Tumennasan, N. (2018). Output decisions and price matching: Theory and experiment. Management Science, 64(8), 3609-3624. https://doi.org/10.1287/mnsc.2017.2788

Basse-O'Connor, A., Heinrich, C. & Podolskij, M. (2018). On limit theory for Lévy semi-stationary processes. Bernoulli, 24(4A), 3117-3146. https://doi.org/10.3150/17-BEJ956

Barra, I., Borowska, A. & Koopman, S. J. (2018). Bayesian Dynamic Modeling of High-Frequency Integer Price Changes. Journal of Financial Econometrics, 16(3), 384-424. https://doi.org/10.1093/jjfinec/nby010

Barletta, A. & Santucci de Magistris, P. (2018). Analyzing the Risks Embedded in Option Prices with rndfittool. Risks, 6(2), [28]. https://doi.org/10.3390/risks6020028

Barletta, A. & Nicolato, E. (2018). Orthogonal Expansions for VIX Options Under Affine Jump Diffusions. Quantitative Finance, 18(6), 951-967. https://doi.org/10.1080/14697688.2017.1371322

Banerjee, R., Gupta, N. D. & Villeval, M. C. (2018). The spillover effects of affirmative action on competitiveness and unethical behavior. European Economic Review, 101, 567-604. https://doi.org/10.1016/j.euroecorev.2017.10.022

Baharad, E. & Danziger, L. (2018). Voting in Hiring Committees: Which “Almost” Rule is Optimal? Group Decision and Negotiation, 27(1), 129-151. https://doi.org/10.1007/s10726-017-9553-7

Generation Scotland & Major Depressive Disorder Working Group of the Psychiatric Genomics Consortium (2018). Genome-wide interaction study of a proxy for stress-sensitivity and its prediction of major depressive disorder. PLOS ONE, 13(12), [e0209160]. https://doi.org/10.1371/journal.pone.0209160

Ardia, D., Boudt, K. & Catania, L. (2018). Downside Risk Evaluation with the R Package GAS. The R Journal, 10(2), 410-421. https://doi.org/10.32614/RJ-2018-064

Ardia, D., Bluteau, K., Boudt, K. & Catania, L. (2018). Forecasting Risk with Markov-Switching GARCH Models: A large-scale performance study. International Journal of Forecasting, 34(4), 733-747. https://doi.org/10.1016/j.ijforecast.2018.05.004

Brainstorm Consortium (2018). Analysis of shared heritability in common disorders of the brain. Science, 360(6395), eaap8757. [8757]. https://doi.org/10.1126/science.aap8757

Andrews, S. V., Sheppard, B., Windham, G. C., Schieve, L. A., Schendel, D. E., Croen, L. A. ... Ladd-Acosta, C. (2018). Case-control meta-analysis of blood DNA methylation and autism spectrum disorder. Molecular Autism, 9(1), [40]. https://doi.org/10.1186/s13229-018-0224-6

Andreasen, M. M., Fernández-Villaverde, J. & Rubio-Ramírez, J. F. (2018). The pruned state-space system for non-linear DSGE models: Theory and empirical applications. Review of Economic Studies, 85(1), 1-49. https://doi.org/10.1093/restud/rdx037

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Birgitte Højklint Nielsen

Revised 15.08.2019