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Is Climate Change Time-Reversible?
2022
Econometrics
This paper proposes strategies to detect time reversibility in stationary stochastic processes by using the properties of mixed causal and noncausal models. It shows that they can also be used for non-stationary processes when the trend component is computed with the Hodrick–Prescott filter rendering a time-reversible closed-form solution. This paper also links the concept of an environmental tipping point to the statistical property of time irreversibility and assesses fourteen climate
doi:10.3390/econometrics10040036
fatcat:q75ftmz6mngcdntt3yt45lxfjy