Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis
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DOI: 10.1016/j.jeconom.2019.05.011
Abstract: This paper examines local changes in annual temperature data for the northern and southern hemispheres (1850–2017) by using a multivariate generalization of the shifting-meanautoregressive model of Gonzalez and Terasvirta (2008). Univariate models are first fitted… read more here.
Keywords: shifting vector; global hemispheric; hemispheric temperatures; temperatures shifting ... See more keywords