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Published in 2017 at "Journal of Econometrics"
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…
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Keywords:
shifting vector;
global hemispheric;
hemispheric temperatures;
temperatures shifting ... See more keywords