16 citations · 27 across the 10 of their papers we have counts for
10 papers
Cointegration by Parts: Locating Cointegration in Time
Olivia Kvist, J. Eduardo Vera-Valdés
Tests for cointegration are typically applied to a single window spanning the entire sample, assuming that the long-run relationship holds throughout. When it holds over only a par…
The kinematics of global warming: Semiparametric analysis of warming level, rate, and acceleration
Mikkel Bennedsen, J. Eduardo Vera-Valdés
We develop a semiparametric kinematic state-space framework for estimating the latent dynamics of global warming from noisy monthly temperature observations. The framework estimate…
Spatial emergence of acceleration in global warming
Tanja Korsten Bugajski, Nicolai Peder Bulow Pedersen, J. Eduardo Vera-Valdes
Whether global warming is accelerating remains contested because internal variability and spatial heterogeneity can obscure changes in warming rates. Here we use a Bayesian hierarc…
Detecting acceleration in global mean temperature using supralinear trends
J. Eduardo Vera-Valdés, J. Eduardo Vera-Valdes
Whether global mean surface temperature has accelerated has received opposite answers in quick succession, reported as undetectable on data to 2023 and as significant on data to 20…
Leveraging Multi-Model Land-Use Emissions Reveals a Rising Airborne Fraction of Atmospheric Over the Past Six Decades
J. Eduardo Vera-Valdes
The airborne fraction, the share of anthropogenic emissions that remains in the atmosphere rather than being taken up by land and ocean, is a compact diagnostic of sink effi…
Breaching 1.5°C: Give me the odds
J. Eduardo Vera-Valdés, Olivia Kvist
Climate change communication is crucial to raising awareness and motivating action. In the context of breaching the limits set out by the Paris Agreement, we argue that climate sci…
Robust estimation of carbon dioxide airborne fraction under measurement errors
J. Eduardo Vera-Valdés, Charisios Grivas
This paper discusses the effect of measurement errors in the estimation of the carbon dioxide (CO) airborne fraction. We are the first to present regression-based estimates and…
LongMemory.jl: Generating, Estimating, and Forecasting Long Memory Models in Julia
J. Eduardo Vera-Valdés
LongMemory.jl is a package for time series long memory modelling in Julia. The package provides functions to generate long memory, estimate model parameters, and forecast. Generati…
Nonfractional Memory: Filtering, Antipersistence, and Forecasting
J. Eduardo Vera-Valdés
The fractional difference operator remains to be the most popular mechanism to generate long memory due to the existence of efficient algorithms for their simulation and forecastin…
On Long Memory Origins and Forecast Horizons
J. Eduardo Vera-Valdés
Most long memory forecasting studies assume that the memory is generated by the fractional difference operator. We argue that the most cited theoretical arguments for the presence…