Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
Year of publication: |
2021
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Authors: | He, Changli ; Kang, Jian ; Teräsvirta, Timo ; Zhang, Shuhua |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 97.2021, p. 1-14
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Subject: | Climate change | Changing seasonality | Long monthly Chinese temperature series | Nonlinear model | Nonlinear time series | Time-varying correlation | Time-varying variance | Time-varying vector smooth transition autoregression | Zeitreihenanalyse | Time series analysis | Klimawandel | China | Nichtlineare Regression | Nonlinear regression | Saisonale Schwankungen | Seasonal variations | Korrelation | Correlation | Volatilität | Volatility | VAR-Modell | VAR model | Schätzung | Estimation | ARCH-Modell | ARCH model | Theorie | Theory |
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