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  • Search: subject:"Regression correlation cointegration"
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Year of publication
Subject
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annual mean temperature 3 likelihood inference 3 model based inference 3 sea level 3 Regression correlation cointegration 2 regression correlation cointegration 1
Online availability
All
Free 3
Type of publication
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Book / Working Paper 3
Language
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English 2 Undetermined 1
Author
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Johansen, Søren 3
Institution
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Dipartimento di Scienze Statistiche, Facoltà di Scienze Statistiche 1 School of Economics and Management, University of Aarhus 1 Økonomisk Institut, Københavns Universitet 1
Published in...
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CREATES Research Papers 1 DSS Empirical Economics and Econometrics Working Papers Series 1 Discussion Papers / Økonomisk Institut, Københavns Universitet 1
Source
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RePEc 3
Showing 1 - 3 of 3
Cover Image
The analysis of nonstationary time series using regression, correlation and cointegration - with an application to annual mean temperature and sea level
Johansen, Søren - Dipartimento di Scienze Statistiche, Facoltà di … - 2011
There are simple well-known conditions for the validity of regression and correlation as statistical tools. We analyse by examples the e¤ect of nonstationarity on inference using these methods and compare them to model based inference. Finally we analyse some data on annual mean temperature and...
Persistent link: https://www.econbiz.de/10010533621
Saved in:
Cover Image
The analysis of nonstationary time series using regression, correlation and cointegration with an application to annual mean temperature and sea level
Johansen, Søren - School of Economics and Management, University of Aarhus - 2010
There are simple well-known conditions for the validity of regression and correlation as statistical tools. We analyse by examples the effect of nonstationarity on inference using these methods and compare them to model based inference. Finally we analyse some data on annual mean temperature and...
Persistent link: https://www.econbiz.de/10008680680
Saved in:
Cover Image
The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration with an Application to Annual Mean Temperature and Sea Level
Johansen, Søren - Økonomisk Institut, Københavns Universitet - 2010
There are simple well-known conditions for the validity of regression and correlation as statistical tools. We analyse by examples the effect of nonstationarity on inference using these methods and compare them to model based inference. Finally we analyse some data on annual mean temperature and...
Persistent link: https://www.econbiz.de/10008682909
Saved in:
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