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Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.; Leirvik, Thomas; Storelvmo, Trude - In: Journal of econometrics 214 (2020) 1, pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
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Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures
Kim, Dukpa; Oka, Tatsushi; Estrada, Francisco; Perron, … - In: Journal of econometrics 214 (2020) 1, pp. 130-152
Persistent link: https://www.econbiz.de/10012438315
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Global temperatures and greenhouse gases : a common features approach
Li, Chen; Gao, Jiti; Vahid, Farshid - In: Journal of econometrics 230 (2022) 2, pp. 240-254
Persistent link: https://www.econbiz.de/10013463801
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Convergence and divergence : a new approach, new data, and new results
Battisti, Michele; Di Vaio, Gianfranco; Zeira, Joseph - In: Macroeconomic dynamics 26 (2022) 4, pp. 945-978
Persistent link: https://www.econbiz.de/10013270223
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Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration
Carrion i Silvestre, Josep Lluís; Kim, Dukpa - In: Journal of econometrics 224 (2021) 1, pp. 22-38
Persistent link: https://www.econbiz.de/10013275377
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An integrated panel data approach to modelling economic growth
Feng, Guohua; Gao, Jiti; Peng, Bin - In: Journal of econometrics 228 (2022) 2, pp. 379-397
Persistent link: https://www.econbiz.de/10013441803
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The effects of fiscal shocks in a new Keynesian model with useful government spending
D'Auria, Francesca - In: Macroeconomic dynamics 19 (2015) 6, pp. 1380-1399
Persistent link: https://www.econbiz.de/10011439799
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K-state switching models with time-varying transition distributions : does loan growth signal stronger effects of variables on inflation?
Kaufmann, Sylvia - In: Journal of econometrics 187 (2015) 1, pp. 82-94
Persistent link: https://www.econbiz.de/10011498759
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Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu; McAleer, Michael - In: Journal of econometrics 187 (2015) 2, pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
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Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; … - In: Journal of econometrics 187 (2015) 2, pp. 557-579
Persistent link: https://www.econbiz.de/10011499761