Econometrics and Business Analytics
Welcome to the Econometrics and Business Analytics section. Overall, the section conducts research within the fields of business analytics, business intelligence and econometrics.
Our focus on business intelligence, econometrics, and operations management is supported by a team of 40 faculty members and 15 PhD students. We run two research seminars: One in business statistics and econometrics, and another in operations research and logistics. We collaborate closely within our group and with the international research community.
The section hosts the DNFR Chair in Econometrics
Recent publications
Marks, K. P., Birkebæk, N. H., Pouwer, F., Ibfelt, E. H., Thastum, M. & Jensen, M. B. (2023). Adherence in Diabetes Questionnaire (ADQ) score as predictor of 11-year HbA1c trajectories in children and adolescents with type 1 diabetes: A population-based longitudinal study. Diabetes Research and Clinical Practice, 197, Article 110558. https://doi.org/10.1016/j.diabres.2023.110558
Bolko, A. E., Christensen, K., Pakkanen, M. S. & Veliyev, B. (2023). A GMM approach to estimate the roughness of stochastic volatility. Journal of Econometrics, 235(2), 745-778. https://doi.org/10.1016/j.jeconom.2022.06.009
Fischer, V. & Wøhlk, S. (2023). A logic-based Benders decomposition solution approach for two covering problems that consider the underlying transportation. Computers and Operations Research, 160, Article 106393. https://doi.org/10.1016/j.cor.2023.106393
Christensen, K., Siggaard, M. V. & Veliyev, B. (2023). A machine learning approach to volatility forecasting. Journal of Financial Econometrics, 21(5), 1680-1727. Article nbac020. https://doi.org/10.1093/jjfinec/nbac020
Bennedsen, M., Hillebrand, E. & Jensen, S. (2023). A neural network approach to the environmental Kuznets curve. Energy Economics, 126, Article 106985. https://doi.org/10.1016/j.eneco.2023.106985
Dilling-Hansen, M. (2023). Anvendelse af personlighedstest til etablering af studiegrupper. In P. Linde (Ed.), Symposium i anvendt statistik 2023 (pp. 124-133). Copenhagen Business School. http://www.statistiksymposium.dk/Symposium i anvendt stalistik 2023_Web.pdf
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
Wøhlk, S. (2023). Brug af sensorer og simple beslutningsregler – Forsøg i Gentofte. Aarhus University. Technical Report
