Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration (Q2043252): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending
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+Detection and attribution of climate change through econometric methods
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+Point optimal tests of the null hypothesis of cointegration
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+Tests for a mean shift with good size and monotonic power
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+Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures
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+Test for the null hypothesis of cointegration with reduced size distortion
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+Canonical Cointegrating Regressions
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+Econometric modelling of climate systems: the equivalence of energy balance models and cointegrated vector autoregressions
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