We analyze the influence of climate change on soybean yields in a multivariate time-series framework for a major soybean producer and exporter-Argentina. Long-run relationships are found in partial systems involving climatic, technological, and economic factors. Automatic model selection...

The purpose of this note is to contribute to modeling time series that may be characterized as integrated. In particular, a discussion about the use of standard distributions in regression models is included and some essential concepts are previously reviewed to this effect. The main objective...