Investigation of Climatic Variability with Hybrid Statistical Analysis
Author
Abstract
Suggested Citation
DOI: 10.1007/s11269-016-1530-4
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Linyin Cheng & Amir AghaKouchak & Eric Gilleland & Richard Katz, 2014. "Non-stationary extreme value analysis in a changing climate," Climatic Change, Springer, vol. 127(2), pages 353-369, November.
- Mahsa Jahandideh-Tehrani & Omid Bozorg Haddad & Hugo Loáiciga, 2015. "Hydropower Reservoir Management Under Climate Change: The Karoon Reservoir System," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 29(3), pages 749-770, February.
- Jesús Otero & Jeremy Smith, 2007.
"The KPSS Test with Outliers,"
Computational Economics, Springer;Society for Computational Economics, vol. 29(3), pages 423-423, May.
- Jesús Otero & Jeremy Smith, 2005. "The KPSS Test with Outliers," Computational Economics, Springer;Society for Computational Economics, vol. 26(3), pages 59-67, November.
- Otero, Jesus & Smith, Jeremy, 2003. "The KPSS test with outliers," Economic Research Papers 269574, University of Warwick - Department of Economics.
- Otero, Jesus & Smith, Jeremy, 2003. "The KPSS Test with Outliers," The Warwick Economics Research Paper Series (TWERPS) 690, University of Warwick, Department of Economics.
- Francisco Estrada & Pierre Perron, "undated". "Detection and attribution of climate change through econometric methods," Boston University - Department of Economics - Working Papers Series 2013-015, Boston University - Department of Economics.
- Schwert, G William, 2002.
"Tests for Unit Roots: A Monte Carlo Investigation,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 5-17, January.
- Schwert, G William, 1989. "Tests for Unit Roots: A Monte Carlo Investigation," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(2), pages 147-159, April.
- G. William Schwert, 1988. "Tests For Unit Roots: A Monte Carlo Investigation," NBER Technical Working Papers 0073, National Bureau of Economic Research, Inc.
- Newey, Whitney & West, Kenneth, 2014.
"A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix,"
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 33(1), pages 125-132.
- Newey, Whitney K & West, Kenneth D, 1987. "A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix," Econometrica, Econometric Society, vol. 55(3), pages 703-708, May.
- Whitney K. Newey & Kenneth D. West, 1986. "A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix," NBER Technical Working Papers 0055, National Bureau of Economic Research, Inc.
- Ralf Becker & Walter Enders & Junsoo Lee, 2006. "A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(3), pages 381-409, May.
- Y. Bolouri-Yazdeli & O. Bozorg Haddad & E. Fallah-Mehdipour & M. Mariño, 2014. "Evaluation of Real-Time Operation Rules in Reservoir Systems Operation," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 28(3), pages 715-729, February.
- Peter Sephton, 2008. "On the finite sample size and power of the generalized KPSS test in the presence of level breaks," Applied Economics Letters, Taylor & Francis Journals, vol. 15(11), pages 833-843.
- O. Haddad & M. Tabari & E. Fallah-Mehdipour & M. Mariño, 2013. "Groundwater Model Calibration by Meta-Heuristic Algorithms," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 27(7), pages 2515-2529, May.
- M. Ahmadi & Omid Bozorg Haddad & M. Mariño, 2014. "Extraction of Flexible Multi-Objective Real-Time Reservoir Operation Rules," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 28(1), pages 131-147, January.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Parisa-Sadat Ashofteh & Omid Bozorg-Haddad & Hugo A. Loáiciga, 2017. "Multi-Criteria Environmental Impact Assessment of Alternative Irrigation Networks with an Adopted Matrix-Based Method," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 31(3), pages 903-928, February.
- Omid Bozorg-Haddad & Mahboubeh Zarezadeh-Mehrizi & Mehri Abdi-Dehkordi & Hugo A. Loáiciga & Miguel A. Mariño, 2016. "A self-tuning ANN model for simulation and forecasting of surface flows," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 30(9), pages 2907-2929, July.
- Elahe Fallah-Mehdipour & Omid Bozorg Haddad & Saeed Alimohammadi & Hugo Loáiciga, 2015. "Development of Real-Time Conjunctive Use Operation Rules for Aquifer-Reservoir Systems," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 29(6), pages 1887-1906, April.
- Bierens, H.J. & Broersma, L., 1991. "The relation between unemployment and interest rate : some international evidence," Serie Research Memoranda 0112, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Vicente Esteve & Manuel Navarro-Ibáñez & María A. Prats, 2013.
"The present value model of US stock prices revisited: long-run evidence with structural breaks, 1871-2010,"
Working Papers
04/13, Instituto Universitario de Análisis Económico y Social.
- Esteve García, Vicente & Navarro Ibáñez, Manuel & Prats Albentosa, María Asuncíon, 2017. "The present value model of U.S. stock prices revisited: Long-run evidence with structural breaks, 1871-2012," Economics Discussion Papers 2017-93, Kiel Institute for the World Economy (IfW Kiel).
- Arai, Yoichi, 2016.
"Testing For Linearity In Regressions With I(1) Processes,"
Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 57(1), pages 111-138, June.
- Yoichi Arai, 2004. "Testing for Linearity in Regressions with I(1) processes," CIRJE F-Series CIRJE-F-303, CIRJE, Faculty of Economics, University of Tokyo.
- Yoichi Arai, 2015. "Testing for Linearity in Regressions with I(1) Processes," GRIPS Discussion Papers 15-11, National Graduate Institute for Policy Studies.
- Yoichi Arai, 2004. "Testing for Linearity in Regressions with I (1) processes," CARF F-Series CARF-F-014, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Crowder, William J., 1995. "Covered interest parity and international capital market efficiency," International Review of Economics & Finance, Elsevier, vol. 4(2), pages 115-132.
- Martin D. Evans & Karen K. Lewis, 1992.
"Peso Problems and Heterogeneous Trading: Evidence from Excess Returns in Foreign Exchange and Euromarkets,"
Working Papers
92-13, New York University, Leonard N. Stern School of Business, Department of Economics.
- Martin D. Evans & Karen K. Lewis, 1992. "Peso Problems and Heterogeneous Trading: Evidence From Excess Returns in Foreign Exchange and Euromarkets," NBER Working Papers 4003, National Bureau of Economic Research, Inc.
- Singh, Tarlok, 2014. "On the regime-switching and asymmetric dynamics of economic growth in the OECD countries," Research in Economics, Elsevier, vol. 68(2), pages 169-192.
- Liu, Lin & Chang, Hsu-Ling & Su, Chi-Wei & Jiang, Chun, 2013. "Real interest rate parity in East Asian countries based on China with flexible Fourier stationary test," Japan and the World Economy, Elsevier, vol. 25, pages 52-58.
- Robert A. Amano & Simon van Norden, 1995. "Unit Root Tests and the Burden of Proof," Econometrics 9502005, University Library of Munich, Germany.
- Klaus Abberger & Michael Graff & Oliver Müller & Jan-Egbert Sturm, 2022. "Composite global indicators from survey data: the Global Economic Barometers," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 158(3), pages 917-945, August.
- repec:adr:anecst:y:1998:i:52:p:01 is not listed on IDEAS
- David Greasley & Les Oxley, 2010.
"Cliometrics And Time Series Econometrics: Some Theory And Applications,"
Journal of Economic Surveys, Wiley Blackwell, vol. 24(5), pages 970-1042, December.
- David Grreasley, 2010. "Cliometrics and Time Series Econometrics: Some Theory and Applications," Working Papers in Economics 10/56, University of Canterbury, Department of Economics and Finance.
- Mohammad Ehteram & Hojat Karami & Sayed Farhad Mousavi & Saaed Farzin & Alcigeimes B. Celeste & Ahmad-El Shafie, 2018. "Reservoir Operation by a New Evolutionary Algorithm: Kidney Algorithm," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 32(14), pages 4681-4706, November.
- Tao Bai & Lianzhou Wu & Jian-xia Chang & Qiang Huang, 2015. "Multi-Objective Optimal Operation Model of Cascade Reservoirs and Its Application on Water and Sediment Regulation," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 29(8), pages 2751-2770, June.
- Singh, Tarlok, 2010. "Does domestic saving cause economic growth? A time-series evidence from India," Journal of Policy Modeling, Elsevier, vol. 32(2), pages 231-253, March.
- Engel, Charles, 2000.
"Long-run PPP may not hold after all,"
Journal of International Economics, Elsevier, vol. 51(2), pages 243-273, August.
- Engel, C., 1996. "Long-Run PPP May Not Hold After All," Working Papers 96-05, University of Washington, Department of Economics.
- Charles Engel, 1998. "Long-Run PPP May Not Hold After All," Discussion Papers in Economics at the University of Washington 0050, Department of Economics at the University of Washington.
- Charles Engel, 1998. "Long-Run PPP May Not Hold After All," Working Papers 0050, University of Washington, Department of Economics.
- Engel, C., 1996. "Long-Run PPP May Not Hold After All," Discussion Papers in Economics at the University of Washington 96-05, Department of Economics at the University of Washington.
- Charles Engel, 1996. "Long-Run PPP May Not Hold After All," NBER Working Papers 5646, National Bureau of Economic Research, Inc.
- Vicente Esteve & Manuel Navarro-Ibáñez & María A. Prats, 2013.
"The present value model of U.S. stock prices revisited: long-run evidence with structural breaks, 1871-2010,"
Working Papers
1305, Department of Applied Economics II, Universidad de Valencia.
- Vicente Esteve & Manuel Navarro-Ibáñez & María A. Prats, 2013. "The present value model of U.S. stock prices revisited: long-run evidence with structural breaks, 1871-2010," Working Papers 13-04, Asociación Española de Economía y Finanzas Internacionales.
- Vicente Esteve & Manuel Navarro-Ibáñez & María A. Prats, 2013. "The present value model of US stock prices revisited: long-run evidence with structural breaks, 1871-2010," Working Papers 04/13, Instituto Universitario de Análisis Económico y Social.
- Gürtler, Marc & Paulsen, Thomas, 2018. "The effect of wind and solar power forecasts on day-ahead and intraday electricity prices in Germany," Energy Economics, Elsevier, vol. 75(C), pages 150-162.
- Esteve, Vicente & Navarro-Ibáñez, Manuel & Prats, María A., 2013.
"The Spanish term structure of interest rates revisited: Cointegration with multiple structural breaks, 1974–2010,"
International Review of Economics & Finance, Elsevier, vol. 25(C), pages 24-34.
- Vicente Esteve & Manuel Navarro-Ibáñez & María A. Prats, 2010. "The Spanish term structure of interest rates revisited: cointegration with multiple structural breaks, 1974-2010," Working Papers 10-08, Asociación Española de Economía y Finanzas Internacionales.
- Vicente Esteve & Manuel Navarro-Ibáñez & Maria A. Prats, 2010. "The Spanish term structure of interest rates revisited: cointegration with multiple structural breaks, 1974-2010," Working Papers 1001, Department of Applied Economics II, Universidad de Valencia.
More about this item
Keywords
Unit-root test; Stationary test; Hybrid statistical analysis (HSA) model; Stationarity; Long memory; Climate change;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:waterr:v:31:y:2017:i:1:d:10.1007_s11269-016-1530-4. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.