Econometric Theory and Methods Unit (ETMU)
The econometric theory and methods unit studies econometric and statistical theory and methods with emphasis on applications in economics and finance. This includes, in particular, the development of new or improved methods and the underlying theory in areas such as financial econometrics, macroeconometrics, climate econometrics, and microeconometrics.
A series of seminars is organized in each term, which consists of classic research seminars, often in combination with a “pre-seminar” where an introduction to the topic is given by the speaker or a local faculty member, in order to allow non-experts to have a better background for the research seminar.
Recent contributions published in international journals by ETMU members include research in:
- Bootstrap methods applied in econometrics.
- Cointegration in low and high-dimensional systems.
- Duration time and point process modelling.
- High-dimensional analyses and problems.
- GARCH and (co)volatility modelling.
- (Uniformly) valid methods in non-standard testing problems.
- Heavy-tailed data.
Members from Econometrics Group are faculty members involved in teaching econometrics and statistics at the economics department.
Members are:
- Dalgaard, Carl-Johan Lars, Professor
- Ejrnæs, Mette, Professor
- Gørtz, Mette, Professor
- Leth-Petersen, Søren, Professor
- Munch, Jakob Roland, Professor
- Nielsen, Torben Heien, Associate Professor- Promotion Programme
- Pedersen, Rasmus Søndergaard, Associate Professor
- Rahbek, Anders, Professor
- Schjerning, Bertel, Professor
- Sørensen, Jesper Riis-Vestergaard, Tenure Track Assistant Professor
Members
| Name | Title | Image |
|---|---|---|
| Ejrnæs, Mette | Professor |
|
| Johansen, Søren | Professor Emeritus |
|
| Nielsen, Heino Bohn | Professor with special responsibilities |
|
| Pedersen, Rasmus Søndergaard | Associate Professor |
|
| Rahbek, Anders | Professor |
|
| Rasmussen, Frederik Vilandt | PhD Fellow |
|
| Sørensen, Jesper Riis-Vestergaard | Assistant Professor - Tenure Track |
|
| Voigt, Stefan | Assistant Professor - Tenure Track |
|
Contact
Centre coordinator
Professor
Anders Rahbek
Phone: (+45) 35 32 40 31
Administrative assistant/Web
Christel Brink Hansen
Phone: (+45) 35 32 30 17