Department of Economics

  1. 2024
  2. Published

    Penalized quasi-likelihood estimation and model selection with parameters on the boundary of the parameter space

    Rahbek, Anders & Nielsen, Heino Bohn, 2024, In: The Econometrics Journal.

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Accepted/In press

    Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price

    Nielsen, Heino Bohn, Bec, F., Guay, A. & Saïdi, S., 2024, (Accepted/In press) In: Studies in Nonlinear Dynamics and Econometrics.

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Accepted/In press

    Pricing carbon: Evidence from expert recommendations

    Drupp, M. A., Nesje, Frikk & Schmidt, R. C., 2024, (Accepted/In press) In: American Economic Journal: Economic Policy.

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    Skeptical Employers: Experimental Evidence on Biased Beliefs Constraining Firm Growth

    Caria, S. A. & Falco, Paolo, 2024, In: The Review of Economics and Statistics.

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary

    Cavaliere, G., Perera, I. & Rahbek, Anders, 2024, In: Journal of Business and Economic Statistics. p. 197-214

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. 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 articleResearchpeer-review

  8. 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 articleResearchpeer-review

  9. 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 articleResearchpeer-review

  10. E-pub ahead of print

    The causal effect of early retirement on medication use across sex and occupation: evidence from Danish administrative data

    Cremers, Jolien, Nielsen, Torben Heien & Ekstrøm, Claus Thorn, 2024, (E-pub ahead of print) In: European Journal of Health Economics.

    Research output: Contribution to journalJournal articleResearchpeer-review

  11. 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 articleResearchpeer-review