Publications - CREATES https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Bcontroller%5D=Publications&cHash=44b207b3696d642bf5ff0d324cd26b04 en-us PURE Extension typo3support@science.au.dk (Web Department) 30 <![CDATA[Reallocation of Mutual Fund Managers and Capital Raising Ability]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=974ed3d9-baea-4875-aeb8-907b740c1ba3&tx_pure_pure5%5BshowType%5D=pub&cHash=55c37c468fb1a1e8afb26ffb8cefa495 Xu, Y. Research Wed, 07 Sep 2022 19:16:56 +0200 974ed3d9-baea-4875-aeb8-907b740c1ba3 <![CDATA[Parametric Estimation of Long Memory in Factor Models]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=4b96a2a1-144c-48b9-85ba-a79afb2ce2a1&tx_pure_pure5%5BshowType%5D=pub&cHash=a737e9898e0ba021d9c5fef9992d1344 Ergemen, Y. E. Research Fri, 24 Jun 2022 19:16:56 +0200 4b96a2a1-144c-48b9-85ba-a79afb2ce2a1 <![CDATA[A Neural Network Approach to the Environmental Kuznets Curve]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=cd40cc56-8874-402f-a95d-11f55cfac259&tx_pure_pure5%5BshowType%5D=pub&cHash=442aa26bdbb2d513ada4a259170c2ef1 Bennedsen, M., Hillebrand, E., Jensen, S. M. Research Tue, 24 May 2022 19:16:56 +0200 cd40cc56-8874-402f-a95d-11f55cfac259 <![CDATA[Cluster-Robust Inference: A Guide to Empirical Practice]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=a2ead423-74f8-441c-a4a0-9e3c1506d9b9&tx_pure_pure5%5BshowType%5D=pub&cHash=c7c7278617f4b62f11e25913a1603913 Mackinnon, J. G., Nielsen, M. Ø. Research Thu, 21 Apr 2022 19:16:56 +0200 a2ead423-74f8-441c-a4a0-9e3c1506d9b9 <![CDATA[Truncated sum-of-squares estimation of fractional time series models with generalized power law trend]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=4bb1c93e-61d1-455d-a01e-b151547f3fdb&tx_pure_pure5%5BshowType%5D=pub&cHash=2ff5ce96ef2513a946cd65b6766b6d91 Hualde, J., Nielsen, M. Ø. Research Mon, 11 Apr 2022 19:16:56 +0200 4bb1c93e-61d1-455d-a01e-b151547f3fdb <![CDATA[Betting on mean reversion in the VIX? Evidence from ETP flows]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=54c8153b-d2ea-4af4-bcbd-5cde4d2df685&tx_pure_pure5%5BshowType%5D=pub&cHash=b4a08ad499a8dcf86d5a5eb1d08c173d Nielsen, O. L., Posselt, A. M. Research Mon, 24 Jan 2022 19:16:56 +0100 54c8153b-d2ea-4af4-bcbd-5cde4d2df685 <![CDATA[The Prior Adaptive Group Lasso and the Factor Zoo]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=46ff6395-13bb-431a-8bc4-0be1440adb18&tx_pure_pure5%5BshowType%5D=pub&cHash=1ea107ecd57a1de20acb7d7370415807 Bertelsen, K. P. Research Mon, 24 Jan 2022 19:16:56 +0100 46ff6395-13bb-431a-8bc4-0be1440adb18 <![CDATA[Inference on the dimension of the nonstationary subspace in functional time series]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=1feac89b-c468-4c86-9a47-258637883c3d&tx_pure_pure5%5BshowType%5D=pub&cHash=02621902c4fde03be1791e52162d5a57 Nielsen, M. Ø., Seo, W., Seong, D. Research Mon, 24 Jan 2022 19:16:56 +0100 1feac89b-c468-4c86-9a47-258637883c3d <![CDATA[Spillovers of Senior Mutual Fund Managers’ Capital Raising Ability]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=ff660cd4-3a04-4a69-a201-6dfc33589b03&tx_pure_pure5%5BshowType%5D=pub&cHash=355601c104f7a76ace2433a2b2d1e4e0 Xu, Y. Research Thu, 20 Jan 2022 19:16:56 +0100 ff660cd4-3a04-4a69-a201-6dfc33589b03 <![CDATA[Fractional integration and cointegration]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=638ec457-d507-4779-a965-15e3af72ca82&tx_pure_pure5%5BshowType%5D=pub&cHash=c0f5221f75636ed7bcf520830a1dd084 Haulde, J., Nielsen, M. Ø. Research Mon, 10 Jan 2022 19:16:56 +0100 638ec457-d507-4779-a965-15e3af72ca82 <![CDATA[A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=c86f55af-5946-4462-a68d-a0e83b40b57c&tx_pure_pure5%5BshowType%5D=pub&cHash=7c583481e7ec4d74fb2c3da8bd08d5bf Kang, J., Jakobsen, J. S., Silvennoinen, A., Teräsvirta, T., Wade, G. Research Tue, 04 Jan 2022 19:16:56 +0100 c86f55af-5946-4462-a68d-a0e83b40b57c <![CDATA[Long and short memory in dynamic term structure models]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=bb3d4068-8edf-4208-8bd5-b89449d75cad&tx_pure_pure5%5BshowType%5D=pub&cHash=ffc09f5b30e9aa4c0c6c84d138db992c Huseynov, S. Research Mon, 20 Dec 2021 19:16:56 +0100 bb3d4068-8edf-4208-8bd5-b89449d75cad <![CDATA[Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=08405422-df42-4728-b709-9e09f86e1835&tx_pure_pure5%5BshowType%5D=pub&cHash=d34f30406ae7fa5fe52b21e5adf6f27a Hounyo, U., Lahiri, K. Research Tue, 28 Sep 2021 19:16:56 +0200 08405422-df42-4728-b709-9e09f86e1835 <![CDATA[Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=d10304ed-e2bc-4684-b18a-139c3db2a296&tx_pure_pure5%5BshowType%5D=pub&cHash=8b081ccf4d4ea1d39b7b38fc72d3507d Hall, A. D., Silvennoinen, A., Teräsvirta, T. Research Tue, 28 Sep 2021 19:16:56 +0200 d10304ed-e2bc-4684-b18a-139c3db2a296 <![CDATA[Inference and forecasting for continuous-time integer-valued trawl processes and their use in financial economics]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=2af737d1-2edc-4262-81c8-887b63002a28&tx_pure_pure5%5BshowType%5D=pub&cHash=62fbd0b1cbccaf2bcd39ccc301cc8356 Bennedsen, M., Lunde, A., Shephard, N., Veraart, A. E. D. Research Tue, 27 Jul 2021 19:16:56 +0200 2af737d1-2edc-4262-81c8-887b63002a28 <![CDATA[The incremental information in the yield curve about future interest rate risk]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=84d14b53-698b-4747-b1b6-2622c10d8b2d&tx_pure_pure5%5BshowType%5D=pub&cHash=788608899dc71cd6fbc4527da77bdd14 Christensen, B. J., Kjær, M. M., Veliyev, B. Research Thu, 01 Jul 2021 19:16:56 +0200 84d14b53-698b-4747-b1b6-2622c10d8b2d <![CDATA[Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=7cfd1765-99bc-4652-8340-520d41f1ceb1&tx_pure_pure5%5BshowType%5D=pub&cHash=a86909f81f0b896469ad946041180e71 Johansen, S., Swensen, A. R. Research Thu, 01 Jul 2021 19:16:56 +0200 7cfd1765-99bc-4652-8340-520d41f1ceb1 <![CDATA[Economic vulnerability is state dependent]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=035aee0e-ee56-4dae-94d8-d5e6d9a964cb&tx_pure_pure5%5BshowType%5D=pub&cHash=1ec61094ea4b342b7261ccfa8ec3a480 Catania, L., Luati, A., Vallarino, P. Research Tue, 15 Jun 2021 19:16:56 +0200 035aee0e-ee56-4dae-94d8-d5e6d9a964cb <![CDATA[Modelling and Estimating Large Macroeconomic Shocks During the Pandemic]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=bfe0e2be-f6cb-4158-9c8a-312cee741285&tx_pure_pure5%5BshowType%5D=pub&cHash=2a8c02ed23c6d2cd0a594c0391eef33e Corrado, L., Grassi, S., Paolillo, A. Research Tue, 15 Jun 2021 19:16:56 +0200 bfe0e2be-f6cb-4158-9c8a-312cee741285 <![CDATA[Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=6b7eb72b-f676-4ee5-b07c-c7c0b58913fa&tx_pure_pure5%5BshowType%5D=pub&cHash=dbd7ad79e4438b02450f41b26d24b4a9 Demetrescu, M., Kruse-Becher, R. Research Fri, 21 May 2021 19:16:56 +0200 6b7eb72b-f676-4ee5-b07c-c7c0b58913fa <![CDATA[Expecting the unexpected: economic growth under stress]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=751526ee-a64e-4d63-b9ee-38cb5e35d263&tx_pure_pure5%5BshowType%5D=pub&cHash=3513ed20d7ed5f186c64a2c9f3b858b5 Gonzalez-Rivera, G., Rodríguez-Caballero, C. V., Ortega, E. R. Research Mon, 15 Mar 2021 19:16:56 +0100 751526ee-a64e-4d63-b9ee-38cb5e35d263 <![CDATA[Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=40460b62-5a9f-45e9-a9d0-fc86d7294e75&tx_pure_pure5%5BshowType%5D=pub&cHash=b4c376161b4a23360b4902eb896e98ec Grassi, S., Violante, F. Research Mon, 01 Mar 2021 19:16:56 +0100 40460b62-5a9f-45e9-a9d0-fc86d7294e75 <![CDATA[Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=278737f6-e4da-4f9c-acb0-90f0e5e84ea6&tx_pure_pure5%5BshowType%5D=pub&cHash=2a72554b711d304d0c4078a6938d9e0f Iacone, F., Nielsen, M. Ø., Taylor, R. Research Wed, 17 Feb 2021 19:16:56 +0100 278737f6-e4da-4f9c-acb0-90f0e5e84ea6 <![CDATA[A machine learning approach to volatility forecasting]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=889c873d-4d03-4aa0-bc6f-0f54864a8131&tx_pure_pure5%5BshowType%5D=pub&cHash=9898561874d53bc1a2624f572ff370e0 Christensen, K., Siggaard, M. V., Veliyev, B. Research Mon, 18 Jan 2021 19:16:56 +0100 889c873d-4d03-4aa0-bc6f-0f54864a8131 <![CDATA[Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=cb4376c0-9ce3-45f8-a0f7-9727a173d0a7&tx_pure_pure5%5BshowType%5D=pub&cHash=6395ef69e7473d282c71643f159da255 Borup, D., Rapach, D. E., Montes Schütte, E. C. Research Mon, 11 Jan 2021 19:16:56 +0100 cb4376c0-9ce3-45f8-a0f7-9727a173d0a7 <![CDATA[The New Keynesian Model and Bond Yields]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=6424c0df-7d15-4d85-b537-f4b7c4a33edf&tx_pure_pure5%5BshowType%5D=pub&cHash=60627d49d031a7c35277e7dee93cf621 Andreasen, M. M. Research Sat, 09 Jan 2021 19:16:56 +0100 6424c0df-7d15-4d85-b537-f4b7c4a33edf <![CDATA[Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=ef5e0a9e-ebdd-457f-8f03-198db5b04150&tx_pure_pure5%5BshowType%5D=pub&cHash=aba2f8fc92ab07273649a0cf1be352c4 Hillebrand, E., Mikkelsen, J., Spreng, L., Urga, G. Research Wed, 01 Jan 2020 19:16:56 +0100 ef5e0a9e-ebdd-457f-8f03-198db5b04150 <![CDATA[A statistical model of the global carbon budget]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=fc7e5d58-8dbf-41eb-941a-7157cc5b1959&tx_pure_pure5%5BshowType%5D=pub&cHash=ce8bece33a4bb812268fa42718ea75e0 Bennedsen, M., Hillebrand, E., Koopman, S. J. Research Tue, 01 Dec 2020 19:16:56 +0100 fc7e5d58-8dbf-41eb-941a-7157cc5b1959 <![CDATA[Linking retirement age to life expectancy does not lessen the demographic implications of unequal lifespans]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=1f5eb43c-a2ee-4ab3-b9a9-1301bd3725e1&tx_pure_pure5%5BshowType%5D=pub&cHash=f7845d25fc59ed2c174968429c1c0881 Álvarez, J., Kallestrup-Lamb, M., Kjærgaard, S. Research Tue, 01 Dec 2020 19:16:56 +0100 1f5eb43c-a2ee-4ab3-b9a9-1301bd3725e1 <![CDATA[Temperature Anomalies, Long Memory, and Aggregation]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=39182e68-6e5d-4dcc-89d0-b8491cf4c2c2&tx_pure_pure5%5BshowType%5D=pub&cHash=6172341abca8689c978592bcb9f62a01 Vera-Valdés, J. E. Research Tue, 01 Dec 2020 19:16:56 +0100 39182e68-6e5d-4dcc-89d0-b8491cf4c2c2 <![CDATA[Air pollution and mobility in the Mexico City Metropolitan Area, what drives the COVID-19 death toll?]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=5958ff26-958b-4efd-9a2a-240a63b79a50&tx_pure_pure5%5BshowType%5D=pub&cHash=9f8b8258f8988b2553ffd4ac79353773 Rodríguez-Caballero, C. V., Vera-Valdés, J. E. Research Tue, 01 Dec 2020 19:16:56 +0100 5958ff26-958b-4efd-9a2a-240a63b79a50 <![CDATA[Origins of Mutual Fund Skill]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=4a06c0e4-49f5-4d98-b4a2-00b011d3a688&tx_pure_pure5%5BshowType%5D=pub&cHash=09e34ded720024070524e59ff514d654 Christiansen, C., Xing, R., Xu, Y. Research Tue, 01 Dec 2020 19:16:56 +0100 4a06c0e4-49f5-4d98-b4a2-00b011d3a688 <![CDATA[To infinity and beyond]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=6cb0143a-6fac-45ba-87fa-ad7156df2f5f&tx_pure_pure5%5BshowType%5D=pub&cHash=2a07b000de52d1c1144c80eb00889956 Nielsen, M. Ø., L. Noël, A. Research Sun, 01 Nov 2020 19:16:56 +0100 6cb0143a-6fac-45ba-87fa-ad7156df2f5f <![CDATA[Roughness in spot variance?]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=5e327f89-995b-4fb1-be94-6ee1c9b857db&tx_pure_pure5%5BshowType%5D=pub&cHash=5fb27af80a1b5aa5e3ac655d99d841a0 Bolko, A. E., Christensen, K., Pakkanen, M., Veliyev, B. Research Thu, 01 Oct 2020 19:16:56 +0200 5e327f89-995b-4fb1-be94-6ee1c9b857db <![CDATA[Optimal control of investment, premium and deductible for a non-life insurance company]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=6548b5b6-0878-46ce-b046-39056c14bdd7&tx_pure_pure5%5BshowType%5D=pub&cHash=baa0ba66a2d548f3abea4b249936747d Christensen, B. J., Parra-Alvarez, J. C., Serrano, R. Research Thu, 01 Oct 2020 19:16:56 +0200 6548b5b6-0878-46ce-b046-39056c14bdd7 <![CDATA[Optimal Asset Allocation for Commodity Sovereign Wealth Funds]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=4ba9478b-86ea-440c-a1ea-6182f73b1c89&tx_pure_pure5%5BshowType%5D=pub&cHash=85c371cfa1a9f00dc3e511121d1942e2 Irarrazabal, A., Ma, L., Parra-Alvarez, J. C. Research Sat, 01 Aug 2020 19:16:56 +0200 4ba9478b-86ea-440c-a1ea-6182f73b1c89 <![CDATA[Predicting bond return predictability]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=d9ef2c39-00db-44e2-a7e0-f4f7cb93c3b9&tx_pure_pure5%5BshowType%5D=pub&cHash=edd2e3eeec9fb22636b7603bb22a1ea2 Borup, D., Eriksen, J. N., Kjær, M. M., Thyrsgaard, M. Research Wed, 01 Jul 2020 19:16:56 +0200 d9ef2c39-00db-44e2-a7e0-f4f7cb93c3b9 <![CDATA[Adaptive Inference in Heteroskedastic Fractional Time Series Models]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=8257d7c1-1521-4fb0-b9c3-0bc01a3ce682&tx_pure_pure5%5BshowType%5D=pub&cHash=184bd567a5bb900c27790518652ee64f Cavaliere, G., Nielsen, M. Ø., Taylor, R. Research Sat, 01 Aug 2020 19:16:56 +0200 8257d7c1-1521-4fb0-b9c3-0bc01a3ce682 <![CDATA[Truncated sum of squares estimation of fractional time series models with deterministic trends]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=5247e829-242d-41a6-b1e8-f512659d2d7c&tx_pure_pure5%5BshowType%5D=pub&cHash=3a21a2f7be7b27a5981280705ba10fa1 Hualde, J., Nielsen, M. Ø. Research Wed, 01 May 2019 19:16:56 +0200 5247e829-242d-41a6-b1e8-f512659d2d7c <![CDATA[Wild Bootstrap and Asymptotic Inference with Multiway Clustering]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=b57b3b07-1511-4e1b-868a-18086295154c&tx_pure_pure5%5BshowType%5D=pub&cHash=f28f0b8af98288d177852f8d24c14be0 MacKinnon, J. G., Nielsen, M. Ø., Webb, M. D. Research Wed, 01 Jan 2020 19:16:56 +0100 b57b3b07-1511-4e1b-868a-18086295154c <![CDATA[Estimation of heterogeneous agent models: A likelihood approach]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=55d3931d-fe00-4f86-83a7-dee71db66644&tx_pure_pure5%5BshowType%5D=pub&cHash=b10fd65bdfc74321e9e508dd6d66a907 Parra-Alvarez, J. C., Posch, O., Wang, M. Research Fri, 01 May 2020 19:16:56 +0200 55d3931d-fe00-4f86-83a7-dee71db66644 <![CDATA[Tree-based Synthetic Control Methods]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=634837fe-b5ab-4ff5-8b66-b232c912bab8&tx_pure_pure5%5BshowType%5D=pub&cHash=75b49cff5cf79b25b1b04108375a7055 Mühlbach, N. N. Research Fri, 01 May 2020 19:16:56 +0200 634837fe-b5ab-4ff5-8b66-b232c912bab8 <![CDATA[Targeting predictors in random forest regression]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=d2b65dfb-dff6-44ba-8ea9-5cc5dd44351d&tx_pure_pure5%5BshowType%5D=pub&cHash=f72f4bc7cd0e5748ff972d3db880eadc Borup, D., Christensen, B. J., Mühlbach, N. N., Nielsen, M. S. Research Fri, 01 May 2020 19:16:56 +0200 d2b65dfb-dff6-44ba-8ea9-5cc5dd44351d <![CDATA[Risk Matters]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=eef83ac7-0cf7-4e7e-9d41-be6c6bb3ed93&tx_pure_pure5%5BshowType%5D=pub&cHash=9b96befe14f6f2eed54036fbc095927a Parra-Alvarez, J. C., Polattimur, H., Posch, O. Research Sun, 01 Mar 2020 19:16:56 +0100 eef83ac7-0cf7-4e7e-9d41-be6c6bb3ed93 <![CDATA[Functional Sequential Treatment Allocation with Covariates]]> https://econ.au.dk/research/researchcentres/creates?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=aa1e2aa6-2734-4fa5-b976-ea4ec303365c&tx_pure_pure5%5BshowType%5D=pub&cHash=c768408d66d8691051d8b9974ddbfd8f Kock, A. B., Preinerstorfer, D., Veliyev, B. Research Wed, 01 Jan 2020 19:16:56 +0100 aa1e2aa6-2734-4fa5-b976-ea4ec303365c