Articles | Volume 4, issue 2
Peer-reviewed comment
22 Oct 2013
Peer-reviewed comment |  | 22 Oct 2013

Comment on "Polynomial cointegration tests of anthropogenic impact on global warming" by Beenstock et al. (2012) – some hazards in econometric modelling of climate change

F. Pretis and D. F. Hendry

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Cited articles

Arrhenius, S. A.: On the influence of carbonic acid in the air upon the temperature of the ground, London, Edinburgh, and Dublin Philosophical Magazine and Journal of Science (fifth series), 41,, last access: 29 May 2013, 237–275, 1896.
Banerjee, A., Dolado, J., Hendry, D. F. and Smith, G.: Exploring equilibrium relationships in econometrics through statistical models: some monte carlo evidence, Oxford Bull. Econom. Stat., 48, 253–277, 1986.
Beenstock, M., Reingewertz, Y., and Paldor, N.: Polynomial cointegration tests of anthropogenic impact on global warming, Earth Syst. Dynam., 3, 173–188,, 2012.
Castle, J. L. and Hendry, D. F.: Model selection in under-specified equations with breaks, J. Econometr.,, in press, 2013a.
Castle, J. L. and Hendry, D. F.: Semi-automatic non-linear model selection, in: Essays in Nonlinear Time Series Econometrics, edited by: Haldrup, N., Meitz, M., and Saikkonen, P., Oxford University Press, Oxford, 2013b.
Final-revised paper