cointegrated

If you look at the CO2 forcing above it looks pretty linear, but how about the total radiative forcing, because, our new hero's are claiming that.......greenhouse gas forcing, global temperature and solar irradiance are not polynomially cointegrated and AGW is refuted.

Idiots Delight EliRabett 2010

If you look at the CO2 forcing above it looks pretty linear, but how about the total radiative forcing, because, our new hero's are claiming that.......greenhouse gas forcing, global temperature and solar irradiance are not polynomially cointegrated and AGW is refuted.

Archive 2010-03-01 EliRabett 2010

From a statistical point of view, at the MSA level, house prices and incomes are not cointegrated (see Josh Gallin's 2006 paper in Real Estate Economics).

Explaining Rent-Home Price Ratios 2008

So I constructed an econometric approach to estimation and testing of cointegrated systems.

Robert F. Engle III - Autobiography 2004

This is a generalization of factor analysis that has applications to cointegrated systems, multivariate ARCH models and many areas of economics.

Robert F. Engle III - Autobiography 2004

What is meant by “Union and temperature cointegrated”?

Juckes – Meet the Durbin-Watson Statistic « Climate Audit 2006

The two series are not cointegrated because the residuals look to be strongly I1.

Juckes – Meet the Durbin-Watson Statistic « Climate Audit 2006

Here, they present a test of the hypothesis that a number of nonstationary variables are not cointegrated, as well as a two-step method for estimating the error-correction model.

The Prize in Economics 2003 - Information for the Public 2003

Granger also demonstrated that the joint dynamics among cointegrated variables may be expressed in a so-called error-correction model.

The Prize in Economics 2003 - Information for the Public 2003

“the GHG forcings are l(2) and temperatures are l(1) so they cannot be cointegrated, as this makes them asymptotically independent.”

Idiots Delight EliRabett 2010