A statistical analysis of time trends in atmospheric ethane
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- Marina Friedrich & Eric Beutner & Hanno Reuvers & Stephan Smeekes & Jean-Pierre Urbain & Whitney Bader & Bruno Franco & Bernard Lejeune & Emmanuel Mahieu, 2020. "A statistical analysis of time trends in atmospheric ethane," Climatic Change, Springer, vol. 162(1), pages 105-125, September.
References listed on IDEAS
- Wei Biao Wu & Zhibiao Zhao, 2007. "Inference of trends in time series," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 69(3), pages 391-410, June.
- Jushan Bai & Pierre Perron, 1998.
"Estimating and Testing Linear Models with Multiple Structural Changes,"
Econometrica, Econometric Society, vol. 66(1), pages 47-78, January.
- Perron, P. & Bai, J., 1995. "Estimating and Testing Linear Models with Multiple Structural Changes," Cahiers de recherche 9552, Universite de Montreal, Departement de sciences economiques.
- Perron, P. & Bai, J., 1995. "Estimating and Testing Linear Models with Multiple Structural Changes," Cahiers de recherche 9552, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Friedrich, Marina & Smeekes, Stephan & Urbain, Jean-Pierre, 2020.
"Autoregressive wild bootstrap inference for nonparametric trends,"
Journal of Econometrics, Elsevier, vol. 214(1), pages 81-109.
- Friedrich, Marina & Smeekes, Stephan & Urbain, Jean-Pierre, 2017. "Autoregressive Wild Bootstrap Inference for Nonparametric Trends," Research Memorandum 010, Maastricht University, Graduate School of Business and Economics (GSBE).
- Marina Friedrich & Stephan Smeekes & Jean-Pierre Urbain, 2018. "Autoregressive Wild Bootstrap Inference for Nonparametric Trends," Papers 1807.02357, arXiv.org, revised Nov 2019.
- Ross R. McKitrick & Timothy J. Vogelsang, 2014. "HAC robust trend comparisons among climate series with possible level shifts," Environmetrics, John Wiley & Sons, Ltd., vol. 25(7), pages 528-547, November.
- Hausman, Jerry, 2015.
"Specification tests in econometrics,"
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 38(2), pages 112-134.
- Hausman, Jerry A, 1978. "Specification Tests in Econometrics," Econometrica, Econometric Society, vol. 46(6), pages 1251-1271, November.
- J. A. Hausman, 1976. "Specification Tests in Econometrics," Working papers 185, Massachusetts Institute of Technology (MIT), Department of Economics.
- Andrews, Donald W K, 1993.
"Tests for Parameter Instability and Structural Change with Unknown Change Point,"
Econometrica, Econometric Society, vol. 61(4), pages 821-856, July.
- Donald W.K. Andrews, 1990. "Tests for Parameter Instability and Structural Change with Unknown Change Point," Cowles Foundation Discussion Papers 943, Cowles Foundation for Research in Economics, Yale University.
- Chetverikov, Denis, 2019. "Testing Regression Monotonicity In Econometric Models," Econometric Theory, Cambridge University Press, vol. 35(4), pages 729-776, August.
- Isobel J. Simpson & Mads P. Sulbaek Andersen & Simone Meinardi & Lori Bruhwiler & Nicola J. Blake & Detlev Helmig & F. Sherwood Rowland & Donald R. Blake, 2012. "Long-term decline of global atmospheric ethane concentrations and implications for methane," Nature, Nature, vol. 488(7412), pages 490-494, August.
- Ting Zhang & Wei Biao Wu, 2011. "Testing parametric assumptions of trends of a nonstationary time series," Biometrika, Biometrika Trust, vol. 98(3), pages 599-614.
- Kapetanios, George, 2008. "Bootstrap-based tests for deterministic time-varying coefficients in regression models," Computational Statistics & Data Analysis, Elsevier, vol. 53(2), pages 534-545, December.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- C. Vladimir Rodr'iguez-Caballero & Esther Ruiz, 2024. "Temperature in the Iberian Peninsula: Trend, seasonality, and heterogeneity," Papers 2406.14145, arXiv.org.
- Wenxin Zhang & Xuan Zhang & Bryce W. Edwards & Lei Zhong & Huajian Gao & Michael J. Malaska & Robert Hodyss & Julia R. Greer, 2022. "Deformation characteristics of solid-state benzene as a step towards understanding planetary geology," Nature Communications, Nature, vol. 13(1), pages 1-10, December.
- González-Rivera, Gloria & Rodríguez Caballero, Carlos Vladimir, 2023. "Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula," DES - Working Papers. Statistics and Econometrics. WS 37968, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Yicong Lin & Mingxuan Song, 2023. "Robust bootstrap inference for linear time-varying coefficient models: Some Monte Carlo evidence," Tinbergen Institute Discussion Papers 23-049/III, Tinbergen Institute.
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.- Casini, Alessandro & Perron, Pierre, 2024.
"Change-point analysis of time series with evolutionary spectra,"
Journal of Econometrics, Elsevier, vol. 242(2).
- Alessandro Casini & Pierre Perron, 2021. "Change-Point Analysis of Time Series with Evolutionary Spectra," Papers 2106.02031, arXiv.org, revised Aug 2024.
- John Geweke & Joel Horowitz & M. Hashem Pesaran, 2006.
"Econometrics: A Bird’s Eye View,"
CESifo Working Paper Series
1870, CESifo.
- Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem, 2006. "Econometrics: A Bird's Eye View," IZA Discussion Papers 2458, Institute of Labor Economics (IZA).
- Geweke, J. & Joel Horowitz & Pesaran, M.H., 2006. "Econometrics: A Bird’s Eye View," Cambridge Working Papers in Economics 0655, Faculty of Economics, University of Cambridge.
- Alaa Abi Morshed & Elena Andreou & Otilia Boldea, 2018.
"Structural Break Tests Robust to Regression Misspecification,"
Econometrics, MDPI, vol. 6(2), pages 1-39, May.
- Abi Morshed, Alaa & Andreou, E. & Boldea, Otilia, 2016. "Structural Break Tests Robust to Regression Misspecification," Other publications TiSEM 3b21f21c-2cef-49d7-bb9b-a, Tilburg University, School of Economics and Management.
- Abi Morshed, Alaa & Andreou, E. & Boldea, Otilia, 2016. "Structural Break Tests Robust to Regression Misspecification," Discussion Paper 2016-019, Tilburg University, Center for Economic Research.
- Dewan, Ambuj & Neligh, Nathaniel, 2020. "Estimating information cost functions in models of rational inattention," Journal of Economic Theory, Elsevier, vol. 187(C).
- Fatum, Rasmus & Hattori, Takahiro & Yamamoto, Yohei, 2023.
"Reserves and risk: Evidence from China,"
Journal of International Money and Finance, Elsevier, vol. 134(C).
- Rasmus Fatum & Takahiro Hattori & Yohei Yamamoto, 2020. "Reserves and Risk: Evidence from China," Globalization Institute Working Papers 387, Federal Reserve Bank of Dallas.
- Fatum, Rasmus & Hattori, Takahiro & Yamamoto, Yohei, 2020. "Reserves and Risk : Evidence from China," Discussion paper series HIAS-E-98, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Rasmus Fatum & Takahiro Hattori & Yohei Yamamoto, 2020. "Reserves and Risk: Evidence from China," GRU Working Paper Series GRU_2020_013, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Fu, Zhonghao & Hong, Yongmiao, 2019. "A model-free consistent test for structural change in regression possibly with endogeneity," Journal of Econometrics, Elsevier, vol. 211(1), pages 206-242.
- Bibinger, Markus & Jirak, Moritz & Vetter, Mathias, 2015. "Nonparametric change-point analysis of volatility," SFB 649 Discussion Papers 2015-008, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Tae‐Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022.
"Optimal forecast under structural breaks,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 965-987, August.
- Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Optimal Forecast under Structural Breaks," Working Papers 202208, University of California at Riverside, Department of Economics.
- Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Optimal Forecast under Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202207, University of Kansas, Department of Economics.
- Chen, Likai & Wang, Weining & Wu, Wei Biao, 2017. "Dynamic semiparametric factor model with a common break," SFB 649 Discussion Papers 2017-026, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Zifeng Zhao & Feiyu Jiang & Xiaofeng Shao, 2022. "Segmenting time series via self‐normalisation," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(5), pages 1699-1725, November.
- Emanuela Ciapanna & Marco Taboga, 2019.
"Bayesian Analysis of Coefficient Instability in Dynamic Regressions,"
Econometrics, MDPI, vol. 7(3), pages 1-32, June.
- Emanuela Ciapanna & Marco Taboga, 2011. "Bayesian analysis of coefficient instability in dynamic regressions," Temi di discussione (Economic working papers) 836, Bank of Italy, Economic Research and International Relations Area.
- Boot, Tom & Pick, Andreas, 2020. "Does modeling a structural break improve forecast accuracy?," Journal of Econometrics, Elsevier, vol. 215(1), pages 35-59.
- repec:hum:wpaper:sfb649dp2017-026 is not listed on IDEAS
- repec:hum:wpaper:sfb649dp2015-008 is not listed on IDEAS
- Tom Boot & Andreas Pick, 2017. "A near optimal test for structural breaks when forecasting under square error loss," Tinbergen Institute Discussion Papers 17-039/III, Tinbergen Institute.
- Bernard, Jean-Thomas & Idoudi, Nadhem & Khalaf, Lynda & Yelou, Clement, 2007. "Finite sample multivariate structural change tests with application to energy demand models," Journal of Econometrics, Elsevier, vol. 141(2), pages 1219-1244, December.
- Anne Morrison Piehl & Suzanne J. Cooper & Anthony A. Braga & David M. Kennedy, 2003.
"Testing for Structural Breaks in the Evaluation of Programs,"
The Review of Economics and Statistics, MIT Press, vol. 85(3), pages 550-558, August.
- Anne Morrison Piehl & Suzanne J. Cooper & Anthony A. Braga & David M. Kennedy, 1999. "Testing for Structural Breaks in the Evaluation of Programs," NBER Working Papers 7226, National Bureau of Economic Research, Inc.
- Cooper, Suzanne & Piehl, Anne Morrison & Braga, Anthony & Kennedy, David, 2001. "Testing for Structural Breaks in the Evaluation of Programs," Working Paper Series rwp01-019, Harvard University, John F. Kennedy School of Government.
- Blasques, F. & Francq, Christian & Laurent, Sébastien, 2024.
"Autoregressive conditional betas,"
Journal of Econometrics, Elsevier, vol. 238(2).
- F. Blasques & Christian Francq & Sébastien Laurent, 2024. "Autoregressive conditional betas," Post-Print hal-04676069, HAL.
- Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2018.
"Causality Between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis,"
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 135(1), pages 269-289, January.
- Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2015. "Causality between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis," Working Papers 201597, University of Pretoria, Department of Economics.
- Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2016. "Causality between Per Capita Real GDP and Income Inequality in the U.S.: Evidence from a Wavelet Analysis," Working papers 2016-14, University of Connecticut, Department of Economics.
- John M. Maheu & Stephen Gordon, 2008.
"Learning, forecasting and structural breaks,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(5), pages 553-583.
- John M. Maheu & Stephen Gordon, 2004. "Learning, Forecasting and Structural Breaks," Cahiers de recherche 0422, CIRPEE.
- John M Maheu & Stephen Gordon, 2007. "Learning, Forecasting and Structural Breaks," Working Papers tecipa-284, University of Toronto, Department of Economics.
- Benati, Luca, 2007.
"Drift and breaks in labor productivity,"
Journal of Economic Dynamics and Control, Elsevier, vol. 31(8), pages 2847-2877, August.
- Benati, Luca, 2006. "Drift and Breaks in Labour Productivity," CEPR Discussion Papers 5801, C.E.P.R. Discussion Papers.
- Benati, Luca, 2007. "Drift and breaks in labor productivity," Working Paper Series 718, European Central Bank.
- Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2014.
"Causality and contagion in EMU sovereign debt markets,"
International Review of Economics & Finance, Elsevier, vol. 33(C), pages 12-27.
- Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014. "Causality and contagion in EMU sovereign debt markets," Working Papers 2014-03, Universitat de Barcelona, UB Riskcenter.
- Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014. "“Causality and Contagion in EMU Sovereign Debt Markets”," IREA Working Papers 201403, University of Barcelona, Research Institute of Applied Economics, revised Feb 2014.
- Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014. "Causality and Contagion in EMU Sovereign Debt Markets," Working Papers 14-03, Asociación Española de Economía y Finanzas Internacionales.
More about this item
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2019-03-18 (Econometrics)
- NEP-ETS-2019-03-18 (Econometric Time Series)
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:arx:papers:1903.05403. 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: arXiv administrators (email available below). General contact details of provider: http://arxiv.org/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.