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The Gini-Frisch bounds partially identify the constant slope coefficient in a linear equation when the explanatory variable suffers from classical measurement error. This paper generalizes these quintessential bounds to accommodate nonparametric heterogenous effects. It provides suitable...
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SEMIFAR models introduced in Beran (1999) provide a semiparametric modelling framework that enables the data analyst to separate deterministic and stochastic trends as well as short- and long-memory components in an observed time series. A correct distinction between these components, and in...
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The paper investigates the linkages between temperature anomalies, radiative forcing and ENSO. By means of a new flexible trend modeling approach, we uncover a nonlinear linkage between radiative forcing and global temperature anomalies. The nonlinear trend closely tracks the low frequency...
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