Department of Economics

  1. 2024
  2. Published

    TESTING A CLASS of SEMI- or NONPARAMETRIC CONDITIONAL MOMENT RESTRICTION MODELS USING SERIES METHODS

    Sørensen, Jesper Riis-Vestergaard, 2024, In: Econometric Theory.

    Research output: Contribution to journalJournal articlepeer-review

  3. Published

    Tail Behavior of ACD Models and Consequences for Likelihood-Based Estimation

    Cavaliere, G., Mikosch, Thomas Valentin, Rahbek, Anders & Rasmussen, Frederik Vilandt, 2024, In: Journal of Econometrics. 238, 2, 14 p., 105613.

    Research output: Contribution to journalJournal articlepeer-review

  4. Published

    Testing for salience effects in choices under risk

    Nielsen, Carsten Søren, Sebald, A. C. & Sørensen, Peter Norman, 2024, In: Review of Economics and Statistics.

    Research output: Contribution to journalJournal articlepeer-review

  5. Accepted/In press

    The validity of bootstrap testing for threshold autoregression

    Giannerini, S., Goracci, G. & Rahbek, Anders, 2024, (Accepted/In press) In: Journal of Econometrics.

    Research output: Contribution to journalJournal articlepeer-review

  6. Accepted/In press

    Tidy Finance with Python

    Voigt, Stefan, Scheuch, C., Weiss, P. & Frey, C., 2024, (Accepted/In press) Taylor & Francis. 272 p.

    Research output: Book/ReportBookpeer-review

  7. Published

    Understanding the Rise in Life Expectancy Inequality

    Dahl, G. B., Kreiner, Claus Thustrup, Nielsen, Torben Heien & Serena, B. L., 2024, In: The Review of Economics and Statistics. p. 1-33 33 p.

    Research output: Contribution to journalJournal articlepeer-review

  8. Published

    WEAK CONVERGENCE TO DERIVATIVES OF FRACTIONAL BROWNIAN MOTION

    Johansen, Søren & Nielsen, M. Ø., 2024, In: Econometric Theory. p. 1-16

    Research output: Contribution to journalJournal articlepeer-review

  9. Published

    What Explains the Disaster Preparedness of Micro-Enterprises? Examining Socio-Psychological Characteristics and Information Provision

    Berkel, H. M. & Tarp, Finn, 2024, 2024 ed., UNU-WIDER, (WIDER Working Paper Series; No. 2024, Vol. 2).

    Research output: Working paperResearch

  10. Published

    What Is Real and What Is Not in the Global FDI Network?

    Johannesen, Niels, 2024, In: Journal of International Money and Finance. 140

    Research output: Contribution to journalJournal articlepeer-review

  11. 2023
  12. Published

    Perturbed utility stochastic traffic assignment

    Yao, R., Fosgerau, Mogens, Paulsen, M. & Rasmussen, T. K., 1 Dec 2023.

    Research output: Working paperPreprintResearch

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