> Publishers' series
-
2022, 12:
Estimation of continuous-time linear DSGE models from discrete-time measurements Bent Jesper Christensen, Luca Neri and Juan Carlos Parra-Alvarez
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2023]
-
2022, 06:
Betting on mean reversion in the VIX? evidence from ETP flows Ole Linnemann Nielsen and Anders Merrild Posselt
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2022]
-
2022, 08:
Cluster-robust inference a guide to empirical practice James MacKinnon and Morten Ørregaard Nielsen
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2022]
-
2022, 07:
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend Javier Hualde and Morten Ørregaard Nielsen
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2022]
-
2022, 01:
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model Jian Kang, Johan Stax Jakobsen, Annastiina Silvennoinen, Timo Teräsvirta and Glen Wade
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2022
-
2022, 04:
Inference on the dimension of the nonstationary subspace in functional time series Morten Ørregaard Nielsen, Wonk-ki Seo and Dakyung Seong
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2022
-
2022, 05:
The prior adaptive group lasso and the Factor Zoo Kristoffer Pons Bertelsen
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2022]
-
2022, 03:
Spillovers of senior mutual fund managers' capital raising ability job market paper Yue Xu
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2022]
-
2022, 09:
A neural network approach to the environmental Kuznets curve Mikkel Bennedsen, Eric Hillebrand and Sebastian Jensen
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2022]
-
2022, 10:
Parametric estimation of long memory in factor models Yunus Emre Ergemen
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2022]
-
2022, 11:
Reallocation of mutual fund managers and capital raising ability Yue Xu
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2022]
-
2021, 02:
Now- and backcasting initial claims with high-dimensional daily internet search-volume data Daniel Borup, David E. Rapach and Erik Christian Montes Schütte
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2021]
-
2021, 04:
Semiparametric tests for the order of integration in the possible presence of level breaks Fabrizio Iacone, Morten Ørregaard Nielsen and Robert Taylor
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2021]
-
2021, 14:
Estimating the variance of a combined forecast bootstrap-based approach Ulrich Hounyo and Kajal Lahiri
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2021
-
2021, 15:
Long and short memory in dynamic term structure models Salman Huseynov
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2021]
-
2021, 13:
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model Anthony D. Hall, Annastiina Silvennoinen and Timo Teräsvirta
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2021
-
2021, 01:
The New Keynesian model and bond yields Martin M. Andreasen
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2021]
-
2021, 03:
A machine learning approach to volatility forecasting Kim Christensen, Mathias Siggaard and Bezirgen Veliyev
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2021]
-
2022, 02:
Fractional integration and cointegration Javier Haulde and Morten Ørregaard Nielsen
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2021
-
2021, 11:
The incremental information in the yield curve about future interest rate risk Bent Jesper Christensen, Mads Markvart Kjær and Bezirgen Veliyev
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2021]
-
2021, 12:
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics Mikkel Bennedsen, Asger Lunde, Neil Shephard and Almut E. D. Veraart
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2021]
-
2021, 08:
Modelling and estimating large macroeconomic shocks during the pandemic Luisa Corrado, Stefano Grassi and Aldo Paolillo
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2021]
-
2021, 10:
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models Søren Johansen and Anders Ryghn Swensen
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2021]
-
2021, 05:
Asset pricing using block-cholesky GARCH and time-varying betas Stefano Grassi and Francesco Violante
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2021]
-
2021, 06:
Expecting the unexpected economic growth under stress Gloria González-Rivera, Carlos Vladimir Rodríguez-Caballero and Esther Ruiz Ortega
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2021]
-
2021, 07:
Is U.S. real output growth really non-normal? testing distributional assumptions in time-varying location-scale models Matei Demetrescu and Robinson Kruse-Becher
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2021]
-
2021, 09:
Economic vulnerability is state dependent Leopoldo Catania, Alessandra Luati and Pierluigi Vallarino
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2021]
-
2020, 18:
A statistical model of the global carbon budget Mikkel Bennedsen, Eric Hillebrand and Siem Jan Koopman
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2020]
-
2020, 19:
Exchange rates and macroeconomic fundamentals evidence of instabilities from time-varying factor loadings Eric Hillebrand, Jakob Mikkelsen, Lars Spreng and Giovanni Urga
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2020]
-
2020, 14:
Origins of mutual fund skill market versus accounting based asset pricing anomalies Charlotte Christiansen, Ran Xing and Yue Xu
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2020]
-
2020, 15:
Air pollution and mobility in the Mexico City Metropolitan Area, what drives the COVID-19 death toll? Carlos Vladimir Rodríguez-Caballero and J. Eduardo Vera-Valdés
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2020]
-
2020, 16:
Temperature anomalies, long memory, and aggregation J. Eduardo Vera-Valdés
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2020]
-
2020, 02:
Risk matters breaking certainty equivalence Juan Carlos Parra-Alvarez, Hamza Polattimur and Olaf Posch
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2020]
-
2020, 03:
Targeting predictors in random forest regression Daniel Borup, Bent Jesper Christensen, Nicolaj N. Mühlbach and Mikkel S. Nielsen
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2020]
-
2020, 13:
To infinity and beyond efficient computation of ARCH(∞) models Morten Ørregaard Nielsen and Antoine L. Noël
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2020]
-
2020, 04:
Tree-based synthetic control methods consequences of moving the US embassy Nicolaj N. Mühlbach
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2020]
-
2020, 06:
Wild Bootstrap and Asymptotic Inference with Multiway Clustering James G. MacKinnon, Morten Ørregaard Nielsen and Matthew D. Webb
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2020]
-
2020, 09:
Predicting bond return predictability Daniel Borup, Jonas N. Eriksen, Mads M. Kjær and Martin Thyrsgaard
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2020]
-
2020, 12:
Roughness in spot variance? a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures Anine E. Bolko, Kim Christensen, Mikko S. Pakkanen and Bezirgen Veliyev
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2020]
-
2020, 10:
Optimal asset allocation for commodity sovereign wealth funds Alfonso A. Irarrazabal, Lin Ma and Juan Carlos Parra-Alvarez
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2020]
-
2020, 01:
Designing a sequential testing procedure for verifying global CO2 emissions Mikkel Bennedsen
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2020]
-
2020, 05:
Estimation of heterogeneous agent models a likelihood approach Juan Carlos Parra-Alvarez, Olaf Posch and Mu-Chun Wang
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2020]
-
2020, 07:
Truncated sum of squares estimation of fractional time series models with deterministic trends Javier Hualde and Morten Ørregaard Nielsen
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2020]
-
2020, 17:
Linking retirement age to life expectancy does not lessen the demographic implications of unequal lifespans Jesús-Adrián Álvarez, Malene Kallestrup-Lamb and Søren Kjærgaard
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2020]
-
2020, 08:
Adaptive inference in heteroskedastic fractional time series models Giuseppe Cavaliere, Morten Ørregaard Nielsen and Robert Taylor
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2020]
-
2020, 11:
Optimal control of investment, premium and deductible for a non-life insurance company Bent Jesper Christensen, Juan Carlos Parra-Alvarez and Rafael Serrano
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2020]
-
2019, 5:
Asymptotic theory and wild bootstrap inference with clustered errors Antoine A. Djogbenou, James G. MacKinnon and Morten Ørregaard Nielsen
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2019
-
2019, 6:
The analysis of marked and weighted empirical processes of estimated residuals Vanessa Berenguer-Rico, Søren Johansen and Bent Nielsen
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2019
-
2019, 10:
Bond risk premiums at the zero lower bound Martin Møller Andreasen, Kasper Jørgensen and Andrew Meldrum
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2019
-
2019, 3:
Estimating the price markup in the new Keynesian Model Martin M. Andreasen and Mads Dang
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2019
-
2019, 12:
Uniform consistency of marked and weighted empirical distributions of residuals Vanessa Berenguer-Rico, Søren Johansen and Bent Nielsen
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2019
-
2019, 7:
Forecasting causes of death using compositional data analysis the case of cancer deaths Søren Kjærgaard, Yunus Emre Ergemen, Kallestrup-Lamb, Jim Oeppen and Rune Lindahl-Jacobsen
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2019
-
2019, 9:
Demand and welfare analysis in discrete choice models with social interactions Debopam Bhattacharya, Pascaline Dupas and Shin Kanaya
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2019
-
2019, 11:
Explaining bond return predictability in an estimated New Keynesian model Martin Møller Andreasen
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2019
-
2019, 13:
In search of a job forecasting employment growth using Google Trends Daniel Borup and Erik Christian Montes Schütte
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2019
-
2019, 4:
Assessing predictive accuracy in panel data models with long-range dependence Daniel Borup, Bent Jesper Christensen and Yunus Emre Ergemen
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2019
-
2019, 21:
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors Mikkel Bennedsen, Eric Hillebrand and Siem Jan Koopman
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2019]
-
2019, 23:
Wavelet estimation for dynamic factor models with time-varying loadings Duván Humberto Cataño, Carlos Vladimir Rodríguez-Caballero and Daniel Peña
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2019]
-
2019, 20:
Insight into stagnating life expectancy analysing cause of death patterns across socio-economic groups Malene Kallestrup-Lamb, Søren Kjærgaard and Carsten P. T. Rosenskjold
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2019]
-
2019, 2:
Resuscitating the co-fractional model of Granger (1986) Federico Carlini and Paolo Santucci de Magistris
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2019
-
2019, 15:
Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood Vanessa Berenguer-Rico, Søren Johansen and Bent Nielsen
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2019]
-
2019, 18:
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model Changli He, Jian Kang, Timo Teräsvirta and Shuhua Zhang
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2019]
-
2019, 19:
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model Changli He, Jian Kang, Timo Teräsvirta and Shuhua Zhang
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2019]
-
2019, 22:
The move towards riskier pensions the importance of mortality Anne G. Balter, Malene Kallestrup-Lamb and Jesper Rangvid
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2019]
-
2019, 8:
Longevity forecasting by socio-economic groups using compositional data analysis Søren Kjærgaard, Yunus Emre Ergemen, Marie-Pier Bergeron Boucher, Jim Oeppen and Malene Kallestrup-Lamb
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2019
-
2019, 1:
Defining, measuring and ranking energy vulnerability Andrea Gatto and Francesco Busato
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2019
-
2019, 14:
The Economic Value of VIX ETPs Kim Christensen, Charlotte Christiansen and Anders M. Posselt
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2019]
-
2019, 16:
Comparing tests for identification of bubbles Kristoffer Pons Bertelsen
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2019]
-
2019, 17:
Comprehensive testing of linearity against the smooth transition autoregressive model Dakyung Seong, Jin Seo Cho and Timo Teräsvirta
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, [2019]
-
2018, 22:
Time-varying parameters new test tailored to applications in finance and macroeconomics Russell Davidson and Niels S. Grønborg
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2018
-
2018, 23:
Forecasters' utility and forecast coherence Emilio Zanetti Chini
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2018
-
2018, 27:
Threshold regression with endogeneity for short panels Tue Gørgens and Allan H. Würtz
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2018
-
2018, 34:
Fast and wild bootstrap inference in stata using bottest James G. MacKinnon, Morten Ørregaard Nielsen, David Roodman and Matthew D. Webb
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2018
-
2018, 20:
Diffusion copulas identification and estimation Ruijun Bu, Kaddour Hadri and Dennis Kristensen
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2018
-
2018, 25:
In search of a job forecasting employment growth in the US using Google trends Erik Christian Montes Schütte
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2018
-
2018, 26:
State-dependent Hawkes processes and their application to limit order book modelling Maxime Morariu-Patrichi and Mikko Pakkanen
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2018
-
2018, 30:
State-space models on the Stiefel manifold with a new approach to nonlinear filtering Yukai Yang and Luc Bauwens
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2018
-
2018, 31:
Transition from the Taylor rule to the zero lower bound Stan Hurn, Nicholas Johnson, Annastiina Silvennoinen and Timo Teräsvirta
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2018
-
2018, 35:
Economic significance of commodity return forecasts from the fractionally cointegrated VAR model Sepideh Dolatabadim, Paresh Kumar Narayan, Morten Ørregaard Nielsen and Ke Xu
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2018
-
2018, 19:
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing Kim Christensen, Martin Thyrsgaard and Bezirgen Veliyev
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2018
-
2018, 21:
The drift burst hypothesis Kim Christensen, Roel Oomen and Roberto Renò
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2018
-
2018, 28:
Edgeworth expansion for Euler approximation of continuous diffusion processes Mark Podolskij, Bezirgen Veliyev and Nakahiro Yoshida
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2018
-
2018, 33:
A multilevel factor approach for the analysis of CDS commonality and risk contribution Carlos Vladimir Rodríguez-Caballero and Massimiliano Caporin
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2018
-
2018, 24:
Disappearing money illusion Tom Engsted and Thomas Q. Pedersen
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2018
-
2018, 29:
Modelling time-varying income elasticities of health care expenditure for the OECD Isabel Casas, Jiti Gao and Shangyu Xie
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2018
-
2018, 32:
A mixed-frequency Bayesian vector autoregression with a steady-state prior Sebastian Ankargren, Måns Unosson and Yukai Yang
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2018
-
2018, 36:
Mutual fund selection for realistically short samples Charlotte Christiansen, Niels S. Grønborg and Ole L. Nielsen
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2018
-
2018, 8:
Short-term market risks implied by weekly options Torben G. Andersen, Nicola Fusari and Viktor Todorov
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2018
-
2018, 9:
Consistent inference for predictive regressions in persistent VAR economies Torben G. Andersen and Rasmus T. Varneskov
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2018
-
2018, 4:
Option panels in pure-jump settings Torben G. Andersen, Nicola Fusari, Viktor Todorov and Rasmus T. Varneskov
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2018
-
2018, 14:
Models with multiplicative decomposition of conditional variances and correlations Cristina Amado, Annastiina Silvennoinen and Timo Teräsvirta
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2018
-
2018, 17:
Nonstationary cointegration in the fractionally cointegrated VAR model Søren Johansen and Morten Ørregaard Nielsen
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2018
-
2018, 2:
The pricing of tail risk and the equity premium evidence from international option markets Torben G. Andersen, Nicola Fusari and Viktor Todorov
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2018
-
2018, 12:
Economic policy uncertainty and long-run stock market volatility and correlation Hossein Asgharian, Charlotte Christiansen and Ai Jun Hou
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2018
-
2018, 15:
The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772-2016 Changli He, Jian Kang, Timo Teräsvirta and Shuhua Zhang
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2018
-
2018, 6:
A parametric factor model of the term structure of mortality Niels Haldrup and Carsten P.T. Rosenskjold
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2018
-
2018, 1:
Forecaster' utility and forecasts coherence Emilio Zanetti Chini
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2018
-
2018, 3:
Unified inference for nonlinear factor models from panels with fixed and large time span Torben G. Andersen, Nicola Fusari, Viktor Todorov and Rasmus T. Varneskov
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2018
-
2018, 13:
Forecasting dynamically asymmetric fluctuations of the U.S. business cycle Emilio Zanetti Chini
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2018
-
2018, 16:
Inference for local distributions at high sampling frequencies a bootstrap approach Ulrich Hounyo and Rasmus T. Varneskov
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2018
-
2018, 5:
Time-varying periodicity in intraday volatility Torben G. Andersen, Martin Thyrsgaard and Viktor Todorov
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2018
-
2018, 7:
The risk premia embedded in index options Torben G. Andersen, Nicola Fusari and Viktor Todorov
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2018
-
2018, 10:
Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium Isabel Casas, Xiuping Mao and Helena Veiga
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2018
-
2018, 11:
Persistence heterogeneity testing in panels with interactive fixed effects Yunus emre Ergemen
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2018
-
2018, 18:
Cross-sectional noise reduction and more efficient estimation of integrated variance Giorgio Mirone
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2018
-
2018, 38:
The dynamics of factor loadings in the cross-section of returns Riccardo Borghi, Eric Hillebrand, Jakob Mikkelsen and Giovanni Urga
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2018
-
2018, 37:
Realizing correlations across asset classes Niels S. Grønborg, Asger Lunde, Kasper V. Olesen and Harry Vander Elst
Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2018