Jesper Riis-Vestergaard Sørensen

Jesper Riis-Vestergaard Sørensen is a Tenure Track Assistant Professor in the Department of Economics at the University of Copenhagen, which is part of the Faculty of Social Sciences. His work focuses on developing advanced econometric methods for analyzing complex economic data.

His academic background includes:

• PhD in Economics from University of California at Los Angeles (2012-2018), with dissertation titled "Essays on Nonparametric and High-Dimensional Econometrics"

Sørensen's research centers on methodological innovations in econometrics, particularly addressing challenges in high-dimensional data analysis. His work on semiparametric and nonparametric estimation provides economists with flexible tools that avoid restrictive assumptions about functional forms. His contributions to generalized entropy models offer innovative approaches to modeling economic choices that balance theoretical rigor with empirical adaptability. He has also made significant advances in specification testing for semiparametric models and discrete choice modeling under uncertainty, bridging economic theory with practical applications in consumer behavior analysis.

His publication record from 2011-2025 reveals a clear progression from foundational work on household demand analysis toward increasingly sophisticated methodological contributions in high-dimensional econometrics. Recent publications (2021-2025) demonstrate particular expertise in parameter selection methods for complex models, with his 2025 paper on vector autoregressions representing cutting-edge work in time series analysis. A recurring theme across his work is the integration of mathematical optimization techniques (particularly convex analysis) with econometric methodology, as exemplified by his research connecting McFadden's discrete choice theory with Rockafellar's optimization principles.

Sørensen has been actively engaged with the professional community through presentations at major conferences including the Econometric Society European Meeting (2021), Econometric Society North American Summer Meeting (2021), and the Econometric Society/Bocconi University Virtual World Congress (2020). His invited talk at Duke University's Class of 2018 Microeconometrics Conference highlights recognition of his expertise in specialized methodological areas.