Working Papers

Estimating Dynamic Economic Models with Unobserved Heterogeneity,” (Preliminary, updated draft coming soon) with Jeppe Druedahl and Dennis Kristensen


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 (BibTexcode)

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