Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
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Cited by:
- He, Changli & Kang, Jian & Teräsvirta, Timo & Zhang, Shuhua, 2021.
"Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model,"
Energy Economics, Elsevier, vol. 97(C).
- Changli He & Jian Kang & Timo Teräsvirta & Shuhua Zhang, 2019. "Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model," CREATES Research Papers 2019-19, Department of Economics and Business Economics, Aarhus University.
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More about this item
Keywords
Changing seasonality; nonlinear model; vector smooth transition; autoregression;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- Q54 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Climate; Natural Disasters and their Management; Global Warming
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2019-11-11 (Econometrics)
- NEP-ENV-2019-11-11 (Environmental Economics)
- NEP-ETS-2019-11-11 (Econometric Time Series)
- NEP-ORE-2019-11-11 (Operations Research)
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