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
Unpublished Manuscripts: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), SSRN
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,