Eric Hillebrand
Eric Hillebrand is Professor at Aarhus University and Director of CREATES. He received his PhD (Dr. rer. pol.) from the University of Bremen, Germany, in 2003. Before joining Aarhus University, he was an associate (2009-2011) and assistant (2003-2009) professor at the Department of Economics at Louisiana State University in Baton Rouge and a visiting researcher (2001-2003) at the Department of Mathematics at Stanford University in Palo Alto. His primary research interests are time series econometrics, financial econometrics, and mathematics in economics and finance. Eric Hillebrand is a senior editor of the Advances in Econometrics series
Bennedsen, M., Hillebrand, E. & Koopman, S. J. (2023). A 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
Hillebrand, E., Lukas, M. & Wei, W. (2021). Bagging weak predictors. International Journal of Forecasting, 37(1), 237-254. https://doi.org/10.1016/j.ijforecast.2020.05.002
Bennedsen, M., Hillebrand, E. & Koopman, S. J. (2021). Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors. Energy Economics, 96, [105118]. https://doi.org/10.1016/j.eneco.2021.105118
Hillebrand, E., Johansen, S. & Schmith, T. (2020). Data revisions and the statistical relation of global mean sea level and surface temperature. Econometrics, 8(4), 1-19. [41]. https://doi.org/10.3390/econometrics8040041
Mikkelsen, J. G., Hillebrand, E. & Urga, G. (2019). Consistent estimation of time-varying loadings in high-dimensional factor models. Journal of Econometrics, 208(2), 535-562. https://doi.org/10.1016/j.jeconom.2018.09.020
Bennedsen, M., Hillebrand, E. & Jan Koopman, S. (2019). Trend analysis of the airborne fraction and sink rate of anthropogenically released CO2. Biogeosciences, 16(18), 3651-3663. https://doi.org/10.5194/bg-16-3651-2019
Hillebrand, E., Huang, H., Lee, T. H. & Li, C. (2018). Using the entire yield curve in forecasting output and inflation. Econometrics, 6(3), [40]. https://doi.org/10.3390/econometrics6030040
Hillebrand, E. & Proietti, T. (2017). Phase changes and seasonal warming in early instrumental temperature records. Journal of Climate, 30(17), 6795-6821. https://doi.org/10.1175/JCLI-D-16-0747.1
Proietti, T. & Hillebrand, E. (2017). Seasonal changes in central England temperatures. Journal of the Royal Statistical Society, Series A (Statistics in Society), 180(3), 769-791. https://doi.org/10.1111/rssa.12229
Hillebrand, E. & Medeiros, M. C. (2016). Nonlinearity, Breaks, and Long-Range Dependence in Time Series Models. Journal of Business and Economic Statistics, 34(1), 23-41. https://doi.org/10.1080/07350015.2014.985828
Hillebrand, E., Medeiros, M. & Xu, J. (2013). Asymptotic theory for regressions with smoothly changing parameters. Journal of Time Series Econometrics, 5(2), 133-162. https://doi.org/10.1515/jtse-2012-0024
Grassi, S., Hillebrand, E. & Ventosa-Santaularia, D. (2013). The statistical relation of sea-level and temperature revisited. Dynamics of Atmospheres and Oceans, 64, 1-9. https://doi.org/10.1016/j.dynatmoce.2013.07.001
Craioveanu, M. & Hillebrand, E. (2012). Level changes in volatility models. Annals of Finance, 8(2-3), 277-308. https://doi.org/10.1007/s10436-010-0163-5
Hillebrand, E. & Tae-Hwy, L. (2012). Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors. Advances in Econometrics, 30, 171-196. https://doi.org/10.1108/S0731-9053(2012)0000030011
Hillebrand, E., Sengupta, A. N. & Xu, J. (2012). Temporal Correlation of Defaults in Subprime Securitization. Communications on Stochastic Analysis, 6(3), 487-511.
