Working Papers
“
Estimating Dynamic Economic Models with Unobserved Heterogeneity,” (Preliminary, updated draft coming soon)
with
Jeppe Druedahl and
Dennis Kristensen
Publications
“
Sensitivity to Calibrated Parameters” (
code: GitHub),
Review of Economics and Statistics, forthcoming
“
The Informativeness of Estimation Moments,” (
code: GitHub)
Journal of Applied Econometrics, 35(7), 797-813, 2020
with
Bo Honoré and
Áureo de Paula
“
Can Consumers Distinguish Persistent from Transitory Income Shocks?,” (
code: GitHub)
The Economic Journal, 130(632), 2410-2437, 2020
with
Jeppe Druedahl
“
Family Planning in a Life-Cycle Model with Income Risk,” (
code)
Journal of Applied Econometrics, 35(5), 567-586, 2020
with
Mette Ejrnæs
“
Robust Estimation of Finite Horizon Dynamic Economic Models,” (
code)
Computational Economics, 55(2), 499-509, 2020 with
Maxime Tô
“
Earmarked Paternity Leave and the Relative Income within Couples,”
Economics Letters, 180, 85–88, 2019 (July)
with
Mette Ejrnæs and
Jeppe Druedahl [
Press:
Vox EU;
Information, March 7, 2020 (Danish)]
“
Life-Cycle Consumption and Children: Evidence from a Structural Estimation,”
Oxford Bulletin of Economics and Statistics, 79(5), 717–746, 2017 (October)
“
The Endogenous Grid Method for Discrete-Continuous Dynamic Choice Models with (or without) Taste Shocks,”
Quantitative Economics, 8(2), 317–365 (lead article), 2017 (July) (
code)
with
Fedor Iskhakov,
John Rust and
Bertel Schjerning.
“
Persistent vs. Permanent Income Shocks in the Buffer-Stock Model,”
The B.E. Journal of Macroeconomics (Advances), 17(1) , 2017 (January) (
code)
with
Jeppe Druedahl
“
A General Endogenous Grid Method for Multi-Dimensional Models with Non-Convexities and Constraints,”
Journal of Economic Dynamics and Control, 74, 87–107, 2017 (January) (
code)
with
Jeppe Druedahl
“
Euler Equation Estimation: Children and Credit Constraints,”
Quantitative Economics, 7(3), 935–968, 2016 (November)
“
Structural Estimation of Continuous Choice Models: Evaluating the EGM and MPEC,”
Economics Letters, 119(3), 287–290, 2013 (
BibTex,
code)
Work in Progress (tentative titles)
“High Frequency Income Dynamics”
with
Jeppe Druedahl and
Michael Graber
“Human Capital Accumulation in Dual-Earner Households,”
with Katrine Jakobsen and Hamish Low
“Financial Knowledge and Wealth Inequality: Evidence from Denmark”
“Simple Estimation of Microeconometric Models With Dynamic Latent Variables,”
with Dennis Kristensen
“Economic Incentives, Gender Norms and the Division of Parental Leave,”
with Jakob Egholt Søgaard