3 papers
econ.EM2026
Inference on common trends in functional time series
Morten Ãrregaard Nielsen, Won-Ki Seo, Dakyung Seong
We study statistical inference on unit roots and cointegration for time series in a Hilbert space. We develop statistical inference on the number of common stochastic trends embedd…
stat.AP2026
The Global Carbon Budget as a cointegrated system
Mikkel Bennedsen, Eric Hillebrand, Morten Ãrregaard Nielsen
The Global Carbon Budget, maintained by the Global Carbon Project, summarizes Earth's global carbon cycle through four annual time series beginning in 1959: atmospheric CO conc…
econ.EM2026
Improved inference for nonparametric regression and regression-discontinuity designs
Giuseppe Cavaliere, SÃlvia Gonçalves, Morten Ãrregaard Nielsen +1
Nonparametric regression and regression-discontinuity designs suffer from smoothing bias that distorts conventional confidence intervals. Solutions based on robust bias correction…