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Semiparametric estimation and testing of the trend of temperature series

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  • Jiti Gao
  • Kim Hawthorne

Abstract

The application of a partially linear model to global and hemispheric temperature series is proposed. Partially linear modelling allows the trend to take a very general form rather than imposing the restriction of linearity seen in existing studies. The removal of the linearity restriction is based on the fact that it is well accepted that a significant trend is present in global temperature series. The model will allow for the data to "speak for themselves" with regard to the form of the trend. The results initially reveal that a linear trend does not approximate well the behaviour of global or hemispheric temperature series. This is further confirmed through a formal testing procedure. Copyright Royal Economic Society 2006

Suggested Citation

  • Jiti Gao & Kim Hawthorne, 2006. "Semiparametric estimation and testing of the trend of temperature series," Econometrics Journal, Royal Economic Society, vol. 9(2), pages 332-355, July.
    • Handle: RePEc:ect:emjrnl:v:9:y:2006:i:2:p:332-355
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