Bennedsen, M., Hillebrand, E., Nielsen, M., The Global Carbon Budget as a Cointegrated System, https://arxiv.org/abs/2412.09226
Bennedsen, M., Hillebrand, E., Koopman, S.J., Larsen, K., Continuous-time state space methods for delta-O-18 and delta-C-13, https://arxiv.org/abs/2404.05401, paper web site
Bennedsen, M., Hillebrand, E., Koopman, S.J., Larsen, K., Lupien, R., Estimating Breakpoints Between Climate States in Paleoclimate Data, https://arxiv.org/abs/2404.08336
Bennedsen, M., Hillebrand, E., Zhou Lykke, J., Energy, economy, and emissions: A non-linear state space approach to projections, https://arxiv.org/abs/2312.06600
Bennedsen, M., Hillebrand, E. Koopman, S.J., A statistical reduced complexity climate model for probabilistic analyses and projections, https://arxiv.org/abs/2407.04351
Unpublished Manuscripts:
Craioveanu, M. and E. Hillebrand, Why it is OK to use the HAR-RV(1,5,21) model (download here)
Hillebrand, E., Mean-Reversion Expectations and the 1987 Stock-Market Crash (download here)
Other activities:
Discussion of ``When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness and Volume", by F.X. Diebold, G.D. Rudebusch, M. Goebel, P. Goulet Coulombe, and B. Zhang, Conference on Climate Risk, Society for Financial Econometrics, April 17, 2023,