Journal of Econometrics

Green Table of Contents

 

 

Volume 214, Issue 1,

Pages 1-294 (January 2020)

 

Econometric estimates of Earth’s transient climate sensitivity

    Peter C.B. Phillips, Thomas Leirvik, Trude Storelvmo

    Pages 6-32

Link to preprint

 

 

Modeling time series when some observations are zero

    Andrew Harvey, Ryoko Ito

    Pages 33-45

Link to preprint

 

Long-term forecasting of El Niño events via dynamic factor simulations

    Mengheng Li, Siem Jan Koopman, Rutger Lit, Desislava Petrova

    Pages 46-66

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Statistical approximation of high-dimensional climate models

    Alena Miftakhova, Kenneth L. Judd, Thomas S. Lontzek, Karl Schmedders

    Pages 67-80

Open Access

 

 

Autoregressive wild bootstrap inference for nonparametric trends

    Marina Friedrich, Stephan Smeekes, Jean-Pierre Urbain

    Pages 81-109

Link to preprint

 

Expected utility and catastrophic risk in a stochastic economy–climate model

    Masako Ikefuji, Roger J.A. Laeven, Jan R. Magnus, Chris Muris

    Pages 110-129

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Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures

    Dukpa Kim, Tatsushi Oka, Francisco Estrada, Pierre Perron

    Pages 130-152

Link to preprint

 

 

Trends in distributional characteristics: Existence of global warming

    María Dolores Gadea Rivas, Jesús Gonzalo

    Pages 153-174

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A multicointegration model of global climate change

    Stephan B. Bruns, Zsuzsanna Csereklyei, David I. Stern

    Pages 175-197

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Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis

    Matthew T. Holt, Timo Teräsvirta

    Pages 198-215

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Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions

    Martin Wagner, Peter Grabarczyk, Seung Hyun Hong

    Pages 216-255

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Econometric modelling of climate systems: The equivalence of energy balance models and cointegrated vector autoregressions

    Felix Pretis

    Pages 256-273

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Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate

    Yoosoon Chang, Robert K. Kaufmann, Chang Sik Kim, J. Isaac Miller, ... Sungkeun Park

    Pages 274-294

 Link to preprint