Detection and attribution of climate change through econometric methods (Q2254700): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative / rank
 
Normal rank
Property / cites work
 
Property / cites work: Long memory processes and fractional integration in econometrics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Error-correction Mechanism Tests for Cointegration in a Single-equation Framework / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for an unstable root in conditional and structural error correction models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Intervention Analysis with Applications to Economic and Environmental Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES / rank
 
Normal rank
Property / cites work
 
Property / cites work: ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distribution of the Estimators for Autoregressive Time Series With a Unit Root / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Robustness of Cointegration Methods When Regressors Almost Have Unit Roots / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient Tests for an Autoregressive Unit Root / rank
 
Normal rank
Property / cites work
 
Property / cites work: Co-Integration and Error Correction: Representation, Estimation, and Testing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distributions of error correction tests for cointegration / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3574709 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pitfalls in testing for long run relationships / rank
 
Normal rank
Property / cites work
 
Property / cites work: AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends / rank
 
Normal rank
Property / cites work
 
Property / cites work: Unit roots and double smooth transitions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical analysis of cointegration vectors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Unit Roots, Cointegration, and Structural Change / rank
 
Normal rank
Property / cites work
 
Property / cites work: Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag / rank
 
Normal rank
Property / cites work
 
Property / cites work: LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power / rank
 
Normal rank
Property / cites work
 
Property / cites work: Trends and random walks in macroeconomic time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Further evidence on breaking trend functions in macroeconomic variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: A simple modification to improve the finite sample properties of Ng and Perron's unit root tests / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating deterministic trends with an integrated or stationary noise component / rank
 
Normal rank
Property / cites work
 
Property / cites work: Structural breaks with deterministic and stochastic trends / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Properties of Residual Based Tests for Cointegration / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for a unit root in time series regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Test Against Spurious Long Memory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for unit roots in autoregressive-moving average models of unknown order / rank
 
Normal rank

Latest revision as of 16:41, 9 July 2024

scientific article
Language Label Description Also known as
English
Detection and attribution of climate change through econometric methods
scientific article

    Statements

    Detection and attribution of climate change through econometric methods (English)
    0 references
    0 references
    0 references
    6 February 2015
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references