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• W2596367283 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 González and Teräsvirta (2008). Univariate models are first fitted to each series by using the QuickShift methodology. Full information maximum likelihood estimates of a bivariate system of temperature equations are then obtained and asymptotic properties of the corresponding estimators considered. The system is then used to perform formal tests of co-movements, called co-shifting, in the series. The results show evidence of co-shifting in the two series." @default.
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• W2596367283 date "2020-01-01" @default.
• W2596367283 modified "2023-10-11" @default.
• W2596367283 title "Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis" @default.
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• W2596367283 doi "https://doi.org/10.1016/j.jeconom.2019.05.011" @default.
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