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| Titel |
Comment on "Polynomial cointegration tests of anthropogenic impact on global warming" by Beenstock et al. (2012) – some hazards in econometric modelling of climate change |
| VerfasserIn |
F. Pretis, D. F. Hendry |
| Medientyp |
Artikel
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| Sprache |
Englisch
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| ISSN |
2190-4979
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| Digitales Dokument |
URL |
| Erschienen |
In: Earth System Dynamics ; 4, no. 2 ; Nr. 4, no. 2 (2013-10-22), S.375-384 |
| Datensatznummer |
250084958
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| Publikation (Nr.) |
 copernicus.org/esd-4-375-2013.pdf |
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| Zusammenfassung |
| We outline six important hazards that can be encountered in econometric
modelling of time-series data, and apply that analysis to demonstrate errors
in the empirical modelling of climate data in Beenstock et al. (2012). We show that
the claim made in Beenstock et al. (2012) as to the different degrees of
integrability of CO2 and temperature is incorrect. In particular, the
level of integration is not constant and not intrinsic to the process.
Further, we illustrate that the measure of anthropogenic forcing in
Beenstock et al. (2012), a constructed "anthropogenic anomaly", is not appropriate
regardless of the time-series properties of the data. |
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