Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures
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- Kim, Dukpa & Oka, Tatsushi & Estrada, Francisco & Perron, Pierre, 2020. "Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures," Journal of Econometrics, Elsevier, vol. 214(1), pages 130-152.
- Dukpa Kim & Tatsushi Oka & Francisco Estrada & Pierre Perron, 2018. "Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures," Papers 1805.09937, arXiv.org.
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Citations
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Cited by:
- C. Vladimir Rodr'iguez-Caballero & Esther Ruiz, 2024. "Temperature in the Iberian Peninsula: Trend, seasonality, and heterogeneity," Papers 2406.14145, arXiv.org.
- De Juan Fernández, Aránzazu & Poncela, Pilar & Rodríguez Caballero, Carlos Vladimir, 2022.
"Economic activity and climate change,"
DES - Working Papers. Statistics and Econometrics. WS
35044, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Ar'anzazu de Juan & Pilar Poncela & Vladimir Rodr'iguez-Caballero & Esther Ruiz, 2022. "Economic activity and climate change," Papers 2206.03187, arXiv.org, revised Jun 2022.
- Oka, Tatsushi & Perron, Pierre, 2018.
"Testing for common breaks in a multiple equations system,"
Journal of Econometrics, Elsevier, vol. 204(1), pages 66-85.
- Pierre Perron & Tatsushi Oka, 2011. "Testing for Common Breaks in a Multiple Equations System," Boston University - Department of Economics - Working Papers Series WP2011-057, Boston University - Department of Economics.
- Tatsushi Oka & Pierre Perron, 2018. "Testing for common breaks in a multiple equations system," Monash Econometrics and Business Statistics Working Papers 3/18, Monash University, Department of Econometrics and Business Statistics.
- Tatsushi Oka & Pierre Perron, 2016. "Testing for Common Breaks in a Multiple Equations System," Papers 1606.00092, arXiv.org, revised Jan 2018.
- Alessandro Casini & Pierre Perron, 2018.
"Structural Breaks in Time Series,"
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1805.03807, arXiv.org.
- Alessandro Casini & Pierre Perron, 2018. "Structural Breaks in Time Series," Boston University - Department of Economics - Working Papers Series WP2019-02, Boston University - Department of Economics.
- Carrion-i-Silvestre, Josep Lluís & Kim, Dukpa, 2021. "Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration," Journal of Econometrics, Elsevier, vol. 224(1), pages 22-38.
- Chen, Li & Gao, Jiti & Vahid, Farshid, 2022.
"Global temperatures and greenhouse gases: A common features approach,"
Journal of Econometrics, Elsevier, vol. 230(2), pages 240-254.
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- Li Chen & Jiti Gao & Farshid Vahid, 2019. "Global Temperatures and Greenhouse Gases: A Common Features Approach," Monash Econometrics and Business Statistics Working Papers 23/19, Monash University, Department of Econometrics and Business Statistics.
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More about this item
Keywords
Multiple Breaks; Common Breaks; Multivariate Regressions; Joined Segmented Trend.;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
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