ICES Seminar in Experimental Economics and Game Theory
Autoregressive Modelling of Persistent Change on a Sphere, with Application to Global Near-surface Air Temperature
Friday, October 9, 2026 12:00 PM to 1:00 PM EDT
Vernon Smith Hall (formerly Metropolitan Building), 5183
The ICES Seminar in Experimental Economics and Game Theory of the Fall 2026 semester will feature:
University of Sydney
Autoregressive Modelling of Persistent Change on a Sphere, with
Application to Global Near-surface Air Temperature
Abstract
This article studies representation and inference for spherical autoregressive processes with one or more unit roots. The cointegrating structure of such processes is shown to be remarkably simple, being completely determined by the unit root multiplicities on harmonic subspaces. We develop pooled augmented Dickey–Fuller tests for distinguishing unit roots from trend-stationary alternatives. An application to global near surface air temperature favors trend-stationarity, with weaker evidence against a unit root in the global mean. The estimated trends describe geographically heterogeneous warming, particularly pronounced at high northern latitudes. A sparse harmonic reconstruction preserves the main geographical features.
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