Detecting volcanic eruptions in temperature reconstructions by designed break-indicator saturation
We present a methodology for detecting breaks at any point in time-series regression models using an indicator saturation approach, applied here to modelling climate change. Building on recent developments in econometric model selection for more variables than observations, we saturate a regression...
| Main Authors: | , , , |
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| Format: | Journal article |
| Published: |
Wiley
2016
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