Sequential tests of causality between environmental time series: with application to the global warming theory

DOI10.1002/env.2646zbMATH Open1545.62786MaRDI QIDQ6626370

Carlo Grillenzoni, Elisa Carraro

Publication date: 28 October 2024

Published in: Environmetrics (Search for Journal in Brave)

zbMATH Keywords

recursive estimatorsnonstationary processesglobal warmingdynamic multiplierstests of causality

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12)

Cites Work

• Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
• Performance of adaptive estimators in slowly varying parameter models
• Recursive stability analysis of linear regression relationships. An exploratory methodology
• Testing for causality in real time
• Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models?
• Convergence analysis of the RLS identification algorithm with exponential forgetting in stationary ARX-structures
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Performance analysis of general tracking algorithms
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Anthropogenic global warming hypothesis: testing its robustness by Granger causality analysis
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