Trends in distributional characteristics: existence of global warming

DOI10.1016/J.JECONOM.2019.05.009MaRDI QIDQ2280607zbMATH OpenOpenAlexWikidataFDO

Authors Yanyan Li

Publication date 19 December 2019

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10016/24121

zbMATH Keywords

trendquantileclimate changetemperature distributiondistributional characteristicfunctional stochastic processglobal-local warming

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Applications of statistics to environmental and related topics (62P12) Climate science and climate modeling (86A08)

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Cites work

• scientific article; zbMATH DE number 3131469 (Why is no real title available?)
• scientific article; zbMATH DE number 777596 (Why is no real title available?)
• scientific article; zbMATH DE number 3357844 (Why is no real title available?)
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Challenges of trending time series econometrics
• Characterization of weak convergence for smoothed empirical and quantile processes under \(\varphi\)-mixing
• Consideration of trends in time series
• DENSITY ESTIMATION FOR CLUSTERED DATA
• Distribution of the Estimators for Autoregressive Time Series With a Unit Root
• Functional regression of continuous state distributions
• Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
• Linear processes in function spaces. Theory and applications
• Local inference for locally stationary time series based on the empirical spectral measure
• Local linear quantile estimation for nonstationary time series
• Modeling and Forecasting Realized Volatility
• Nonparametric statistics for stochastic processes. Estimation and prediction.
• Nonstationarity in time series of state densities
• Summability of stochastic processes -- a generalization of integration for non-linear processes
• TESTING FOR TREND
• Testing Models of Low-Frequency Variability
• Testing for unit roots in heterogeneous panels.
• Trend Function Hypothesis Testing in the Presence of Serial Correlation
• Trend stationarity versus long-range dependence in time series analysis
• Trends versus Random Walks in Time Series Analysis
• UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
• Unit root tests in panel data: asymptotic and finite-sample properties
• Using Least Squares to Approximate Unknown Regression Functions
• Weak and strong uniform consistency of the kernel estimate of a density and its derivatives

Cited in

(2)

• Nonparametric quantile regression for time series with replicated observations and its application to climate data
• Polar amplification in a moist energy balance model: a structural econometric approach to estimation and testing

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