The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772–2016
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DOI: 10.1016/j.ecosta.2019.05.005
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- Changli He & Jian Kang & Timo Teräsvirta & Shuhua Zhang, 2018. "The Shifting Seasonal Mean Autoregressive Model and Seasonality in the Central England Monthly Temperature Series, 1772-2016," CREATES Research Papers 2018-15, Department of Economics and Business Economics, Aarhus University.
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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.
- He, Changli & Kang, Jian & Silvennoinen, Annastiina & Teräsvirta, Timo, 2024.
"Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model,"
Journal of Econometrics, Elsevier, vol. 239(1).
- Changli He & Jian Kang & Timo Teräsvirta & Shuhua Zhang, 2019. "Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model," CREATES Research Papers 2019-18, Department of Economics and Business Economics, Aarhus University.
- He, Changli & Kang, Jian & Silvennoinen, Annastiina & Teräsvirta, Timo, 2023.
"Long monthly European temperature series and the North Atlantic Oscillation,"
Energy Economics, Elsevier, vol. 126(C).
- Changli He & Jian Kang & Annastiina Silvennoinen & Timo Teräsvirta, 2023. "Long Monthly European Temperature Series and the North Atlantic Oscillation," Economics Working Papers 2023-03, Department of Economics and Business Economics, Aarhus University.
- Proietti, Tommaso & Pedregal, Diego J., 2023.
"Seasonality in High Frequency Time Series,"
Econometrics and Statistics, Elsevier, vol. 27(C), pages 62-82.
- Tommaso Proietti & Diego J. Pedregal, 2021. "Seasonality in High Frequency Time Series," CEIS Research Paper 508, Tor Vergata University, CEIS, revised 11 Mar 2021.
- Webel, Karsten, 2022. "A review of some recent developments in the modelling and seasonal adjustment of infra-monthly time series," Discussion Papers 31/2022, Deutsche Bundesbank.
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More about this item
Keywords
Global warming; Nonlinear time series; Changing seasonality; Smooth transition; Testing constancy; Time-varying error variance;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- 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
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