EMCC Journal of Econometrics Annals Issue

The Annals Issue of the Journal of Econometrics on Econometric Models of Climate Change is the January 2020 issue, 214(1) . Below is the list of papers with the DOI links.

The team of guest editors consists of Felix Pretis, University of Victoria and Oxford University, Tommaso Proietti, University of Rome "Tor Vergata", and myself. Many of the papers were presented at the first EMCC conference in Aarhus in 2016.

Hillebrand, E., Pretis, F. Proietti, T.: Econometric Models of Climate Change: Introduction by the Guest Editors. [DOI]

  1. Phillips, P.C.B., T. Leirvik, and T. Storelvmo: Econometric estimates of Earth's transient climate sensitivity [DOI]
  2. Harvey, A., and R. Ito: Modeling time series when some observations are zero [DOI]
  3. Li, M., S.J. Koopman, R. Lit, and D. Petrova: Long-term forecasting of El-Nino events via dynamic factor simulations [DOI]
  4. Miftakhova, A., K.L. Judd, T.S. Lontzek, and K. Schmedders: Statistical approximation of high-dimensional climate models [DOI]
  5. Friedrich, M., S. Smeekes, and J.-P. Urbain: Autoregressive wild bootstrap inference for nonparametric trends [DOI]
  6. Ikefuji, M., R.J.A. Laeven, J.R. Magnus, and C. Muris: Expected utility and catastrophic risk in a stochastic economy-climate model [DOI]
  7. Kim, D., T. Oka, F. Estrada, and P. Perron: Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures [DOI]
  8. Gadea Rivas, M.D. and J. Gonzalo: Trends in distributional characteristics: Existence of global warming [DOI]
  9. Bruns, S.P., Z. Csereklyei, and D. Stern: A multicointegration model of global climate change [DOI]
  10. Holt, M.T. and T. Teräsvirta: Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis [DOI]
  11. Wagner, M., P. Grabarczyk, and S.H. Hong: Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions [DOI]
  12. Pretis, F.: Econometric modelling of climate systems: The equivalence of energy balance models and cointegrated vector autoregression [DOI]
  13. Chang, Y., R.K. Kaufmann, C.S. Kim, J.I. Miller, J.Y. Park, S. Park: Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate [DOI]