Profile

Associate Professor

Head of Section: Econometrics and Business Analytics

Research Secretary: Solveig Nygaard Sørensen

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Education: PhD, Department of Economics, University of Iowa, 1996

Allan Würtz is Associate Professor at the Department of Economics and Business Economics. He had previously held positions at the Department of Political Science at Aarhus University, at the Economics Department of the University of New South Wales, and at the Economics Department of the University of Copenhagen. His research interests are the econometric theory of estimating and testing cross-sectional and panel data models. He teaches econometrics, quantitative research methods and data science.

Teaching Interests

• Econometric Theory
• Probability Theory and Statistics for Social Scientists
• Methods in Data Science

Research Interests

• Estimation of Panel Data Models
• Finite Sample Properties of Estimators and Tests
• Model Selection

Selected Publications

• Savin, N. E. and A. H. Würtz, 1999, Power of Tests in Binary Response Models, Econometrica.
• Blume, K., M. Ejrnæs, H. Skyt Nielsen and A. Würtz, 2008, Labor Market Transitions of Immigrants with Emphasis on Marginalization and Self-Employment, Journal of Population Economics.
• Jensen, P. S. and A. Würtz, 2011, Estimating the Effect of a Variable in a High-Dimensional Linear Model, Econometrics Journal
• Malchow-Møller, N. and A. Würtz, 2014, An Insight into Statistics, Hans Reitzels Forlag.