Showing stat.MEShow all
2 papers · 1 filter
stat.ME2026
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…
stat.ME2026
Global Warming Has Been Accelerating Since At Least 1990
J. Eduardo Vera-Valdes
We investigate acceleration in global temperature, defining acceleration as a supralinear (greater-than-linear) increase over time. We develop a statistical framework to test for s…