Econometric modelling of climate systems: the equivalence of energy balance models and cointegrated vector autoregressions

DOI10.1016/j.jeconom.2019.05.013zbMath1456.62265OpenAlexW2947012281WikidataQ127819958 ScholiaQ127819958MaRDI QIDQ2280616

Felix Pretis

Publication date: 19 December 2019

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2019.05.013

zbMATH Keywords

cointegrationenergy balancevector autoregressionclimateindicator saturation

Mathematics Subject Classification ID

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

Related Items (6)

Global temperatures and greenhouse gases: a common features approach ⋮ Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change ⋮ Multiple structural breaks in cointegrating regressions: a model selection approach ⋮ Statistical approximation of high-dimensional climate models ⋮ A multicointegration model of global climate change ⋮ Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration

Uses Software

• gets

Cites Work

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