Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration

DOI10.1016/j.jeconom.2020.09.005OpenAlexW3099469721MaRDI QIDQ2043252

Josep Lluís Carrion-i-Silvestre, Dukpa Kim

Publication date: 30 July 2021

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.09.005

zbMATH Keywords

global mean temperatureradiative forcing

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

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

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