Econometric estimates of Earth's transient climate sensitivity
DOI10.1016/j.jeconom.2019.05.002zbMath1456.62264OpenAlexW2951181856WikidataQ108572512 ScholiaQ108572512MaRDI QIDQ2280594
Thomas Leirvik, Peter C. B. Phillips, Trude Storelvmo
Publication date: 19 December 2019
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://ink.library.smu.edu.sg/soe_research/2288
cointegrationunit rootclimate sensitivitycommon stochastic trendspatio-temporal modelidiosyncratic trend
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)
Cites Work
- Initial conditions and moment restrictions in dynamic panel data models
- Statistical Inference in Instrumental Variables Regression with I(1) Processes
- Estimating Long-Run Economic Equilibria
- A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
- Limit theory for moderate deviations from a unit root
- Asymptotics for linear processes
- Small sample bias properties of the system GMM estimator in dynamic panel data models
- Optimal estimation of cointegrated systems with irrelevant instruments
- Optimal Inference in Cointegrated Systems
- Asymptotic Properties of Residual Based Tests for Cointegration
- REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS
- Multiple Time Series Regression with Integrated Processes
- Linear Regression Limit Theory for Nonstationary Panel Data
- Fully Modified Least Squares and Vector Autoregression
- THE ASYMPTOTIC PROPERTIES OF THE SYSTEM GMM ESTIMATOR IN DYNAMIC PANEL DATA MODELS WHEN BOTH N AND T ARE LARGE
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Rejoinder
- Random forests
This page was built for publication: Econometric estimates of Earth's transient climate sensitivity
