Global temperatures and greenhouse gases: a common features approach
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Recommendations
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Cites work
- A multicointegration model of global climate change
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- Automatic Lag Selection in Covariance Matrix Estimation
- Challenges of trending time series econometrics
- Co-Integration and Error Correction: Representation, Estimation, and Testing
- Discrete (Legendre) orthogonal polynomials-a survey
- Econometric modelling of climate systems: the equivalence of energy balance models and cointegrated vector autoregressions
- Efficient estimation of nonstationary factor models
- Efficient Tests for an Autoregressive Unit Root
- Evaluating trends in time series of distributions: a spatial fingerprint of human effects on climate
- Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression
- Global warming and local dimming: the statistical evidence
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures
- Long-run covariability
- New Tools for Understanding Spurious Regressions
- Nonlinear Regressions with Integrated Time Series
- Nonlinear time series. Nonparametric and parametric methods
- On the Robustness of Cointegration Methods When Regressors Almost Have Unit Roots
- Semiparametric estimation and testing of the trend of temperature series
- Statistical Inference in Instrumental Variables Regression with I(1) Processes
- Statistical Properties of the Two-Stage Least Squares Estimator Under Cointegration
- Testing multiple equation systems for common nonlinear components
- 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?
- Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate
- The Estimation of Economic Relationships using Instrumental Variables
- Trending time-varying coefficient time series models with serially correlated errors
Cited in
(5)- Greenhouse gas molecules: a mathematical perspective
- International greenhouse gas emissions when global warming is a stochastic process
- Testing for common trends and patterns in functional time series data
- Does Climate Sensitivity Differ Across Regions? A Varying–Coefficient Approach
- Model averaging for time-varying vector autoregressions
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