The analysis of nonstationary time series using regression, correlation and cointegration - with an application to annual mean temperature and sea level
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Other versions of this item:
- Søren Johansen, 2010. "The analysis of nonstationary time series using regression, correlation and cointegration with an application to annual mean temperature and sea level," CREATES Research Papers 2010-69, Department of Economics and Business Economics, Aarhus University.
- Søren Johansen, 2010. "The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration with an Application to Annual Mean Temperature and Sea Level," Discussion Papers 10-27, University of Copenhagen. Department of Economics.
References listed on IDEAS
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More about this item
KeywordsRegression correlation cointegration; model based inference; likelihood inference; annual mean temperature; sea level;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
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