My Year in Review 2011

I started the year as a "Visiting Fellow" (i.e. unemployed but with an office etc. at the university) and ended as a full professor (appointed 15th August). In between I was an associate professor (from 10th January to 15th August). Of course, until mid 2007 I was a tenured associate professor in the US so this wasn't quite as meteoric a rise as it might seem :) (though it's debatable whether a US associate prof is equivalent to Australian one or to an Australian senior lecturer). I gave a "foundation seminar" for the new position on 1st November. The other major career highlight for the year was getting my first ARC grant.



I went on four international trips in the year. In April I went to Austria to be interviewed for a full professor position at Graz, which I didn't blog about at the time. It was a fun trip though pretty tiring. In the end they hired Martin Wagner, who I think is much more suitable for the position than I would have been. In July, I went to Korea for the IPCC, Working Group III first lead author meeting. I also gave a presentation at KEEI and did some sightseeing. In August, another new country - India - for a workshop on climate change policy. The final trip of the year was in late September and October to Ann Arbor, Michigan for another workshop.

On the publication front there were three papers which were officially published in 2011 - my review of energy and growth in Ecological Economics Reviews, publication finally of my paper on elasticities of substitution, and a paper on malaria and climate change with Simon Hay. The latter two papers were each submitted to four journals I think till we got them accepted... A couple of papers were also accepted, which hopefully will be forthcoming soon: Where in the world is it cheapest to cut carbon emissions? and The role of energy in the industrial revolution and modern economic growth. Both of these were published at the first place we sent them, but after a lot of revision. I also wrote a chapter for the Encyclopedia of Environmetrics on ecological economics.

Between all this I did manage to do some teaching :) I taught an introductory microeconomics course - Economic Way of Thinking I and gave a guest lecture at the Treasury as well as a series of three lectures in our flagship CRWF 8000 course.

That's probably enough of me talking about myself! Tomorrow there'll be a post on the most popular blogposts of 2011.

Job Opportunities at University of Maryland

University of Maryland, College Park.

The College of Behavioral and Social Sciences is seeking (3) computational social scientists to expand Maryland's strengths in the computational aspects of global environmental change through interdisciplinary joint appointments. Rank will start at associate professor and tenure will be in the department closest to the applicant's background. Applicants should have disciplinary backgrounds in the social sciences and most importantly, have advanced computational skills which include experience integrating social science data into computational models.

One appointment will be in economics/geography. Experience is preferred in sustainability science in combination with one or more of the following: computational economics, economic geography, spatial modeling or data visualization. Individuals selected will lead their own research, including sustaining external funding through grants, but will participate in ongoing and future interdisciplinary, environmental projects within their departments, and across the college. Faculty hired under this search will be expected to develop a college-wide course on computational social science that would fit into a sequence taken by students to cultivate research and computational skills. Student mentoring and service to the university community will be expected.

Each applicant should submit a cover letter specifying the joint position for which they are applying, along with their relevant qualifications, a curriculum vita, names of three references, and one journal article. Material should be submitted electronically (reference position 117853). Review of applications will continue until the positions are filled, however applications received by February 3, 2012 will receive best consideration. Applicants will be notified prior to reference checks. For questions, please contact the search coordinator, Sarah Goff-Tlemsani. The University of Maryland is an affirmative action/equal opportunity employer and is proud of its diverse faculty, staff, and student body. Women, minorities, veterans, disabled veterans, and individuals with disabilities are encouraged to apply.

Shuang's Blog Has a New Name

It's still at the same URL but has a new title: "Collective decision-making under uncertainty" instead of "Bioinvasion and ecoservices", which reflects the evolution of her research interests over the last 4 years since coming to CSIRO.

Paper Accepted by The Energy Journal

My paper with Astrid Kander The Role of Energy in the Industrial Revolution and Modern Economic Growth has been accepted for publication in The Energy Journal. I discussed the paper when the working paper was added to RePEc. This is the first building block in the research program which is a large part of our ARC grant - the "past" energy transition. A couple more related papers are already in preparation and much more is planned.

Comparing Author Citation Profile Services

There are now three leading services that provide author citation profiles online. I recently discussed the most recent entrant, Google Scholar Citations. The other two are Researcher ID (from the Web of Science) and Scopus Author Details. There are considerable differences between these services:



Google Scholar and Researcher ID require you to set up your profile yourself while Scopus does this for everyone automatically. To do this on Researcher ID you need to search for your publications on the Web of Science and so you will only add those that really belong to you. The profile does not update automatically and so there will be no noise from publications that don't belong to you but it will become out of date if you don't update it. Scopus profiles are usually very noisy unless your name is unique and there may be multiple profiles for the same author. You can request changes online but as the profile updates automatically noise is likely to be added again if your name is common. Google Scholar will suggest groups of articles that might be yours and you can search for missing articles and you can then self edit the profile. But because the profile updates automatically noise is likely to be added again. Google allows editing of the details of entries - you can correct titles, dates of publication etc. Scopus and Researcher ID only allow addition or deletion of articles as a whole. Automatic updating is really nice but it is noisy is the bottom line, especially if your name is something like S Liu.

Scopus profiles are not available publicly - only to other Scopus users which is a big downside for you as a researcher but because they are created automatically they are often my first place to look at a profile of someone. Researcher ID and Google Scholar profiles are still both rare in most fields. CSIRO requires staff to have a Researcher ID profile. I've also noted that in dinosaur paleontology several people have been able to list up to ten coauthors on their Google Scholar profile but this won't be common yet in other fields.

All three services allow you to sort the results by date or times cited. Google Scholar and Researcher ID also allow sorting by title.

The other features in the table are functions of the databases themselves. Google Scholar has the widest coverage of different types of publications. Scopus does include citations to books in the journals it covers but the author details does not. Google Scholar is limited by only looking for citations in materials that are online which does tend to favor recent citations. Do you really think that Einstein's citations increased by so much in recent years?* Scopus only has citations from post 1996 documents. The Web of Science has citations from documents going back to 1945 (if your institution subscribes that far back).

Bottom line is that Google is the most user friendly service but quite "noisy" and so far limited in who is covered. Researcher ID has the lowest noise level and is fairly user friendly. Scopus is noisy, non-public, and not very user friendly, but has the broadest coverage of researchers.

* If you think that Einstein has a lot of citations check out Pierre Bourdieu!

Transmission of Infectious Parasites Slows with Rising Temperatures, Researchers Find

So says a commentary in Nature on an article in Biology Letters*. This result is from a study with rodent malaria rather than human malaria. If this extends to human malaria it could be another factor explaining why we don't find a positive relationship between temperature and malaria.** Our assumption has been that interventions have been successful in overcoming the tendency to more malaria in warmer climates. But maybe that tendency is not so strong in the first place.

* Link to letter in Biology Letters from Nature is broken and I can't find it on their website.
** My coauthor, Simon Hay, is quoted in the Nature piece.

SNIP Doesn't Work (at least not for area studies)

It has been our practice at the Crawford School to highlight on the website etc. all journal articles that ranked as A or A* (the top 20% of journals) in the ARC's ERA journal ranking list. Unfortunately, the ARC abolished this ranking. We seem to be one of the few groups that were unhappy with that. Most Australian researchers seemed overjoyed.

So we had to look for a replacement listing. One option was Elsevier's SNIP which
I blogged about in May. SNIP is designed to take into account the varying citation practices in different fields. This is very important in an interdisciplinary school like Crawford. If we adopt a common metric like impact factor or article influence score then our colleagues in smaller and book-oriented fields will be disadvantaged relative to those in large journal-oriented fields like economics.

But we found that at least in the case of area studies, rather than ameliorating the problem, SNIP exacerbates it. Using an article influence score of 1 and above, I identified 78 economics journals out of a total of 305 in the Journal Citations Report and only 3 in area studies out of a total of 60 in the JCR. Using a SNIP of 2 or more, I identified 86 economics journals but only one * of the top 15 area studies journals from the JCR had a SNIP of 2 or more. So SNIP was 3 times as discriminatory against area studies than Article Influence Score.

So, reluctantly, we have decided to continue using the ERA journal ranking list for the next year using judgement to decide whether new journals qualify as leading journals. We could use the top 25% of journals in each field in the JCR as an alternative but decided that that would be less transparent. Energy Economics would not be included in the top 25% because it is outside the top 25% in economics but Ecological Economics would be included because it is in the top 25% in environmental studies, though outside the top 25% in economics. This would end up confusing people. Maybe we'll try it in 2013, unless SNIP improves in the meantime.

* This journal - African Affairs - was ranked C by the ARC!

More Musings about Schmith et al.

I got an e-mail from Søren Johansen about my post about the Schmith et al. paper that he coauthored. In response I thought a bit more about whether there could be a long run relationship between atmospheric temperature, sea level, and radiative forcing. I had said that that didn't make much physical sense to me and proposed a statistical explanation for what they found. But the fact is that atmospheric temperature is in equilibrium with the temperature of the ocean surface or the mixed layer (generally the top few tens of metres of the ocean). But heat is being slowly transmitted to the deep ocean and ocean height reflects the temperature of the entire ocean. So the relation between ocean height and atmospheric temperature might need the forcing variable to complete it over the length of the annual time series available. Also of course the oceans are not simply rising from thermal expansion but due to meltwater from glaciers and ice sheets.

Some Kind of Deal is Agreed in Durban

So Kyoto will be extended but be restricted to Europe. In the meantime most other countries have their Copenhagen pledges to fulfill. Negotiations will proceed to agree a global treaty with "legal force" (whatever that means) by 2015 to come into force in 2020.

This is good, assuming things stay on track because we know that China needs to peak emissions by at least 2020.

I'm not too concerned about whether countries' commitments would limit climate change to 3.5C or 2C. The main thing is to continue the momentum that will foster the innovation that will solve this problem at a reasonable cost. We are seeing this technological change happening in a significant way.

Economics of the Singularity

I recently read part of this book: "The Lights in the Tunnel". I don't think it makes a lot of sense in terms of the outcome - the economy collapses from lack of demand as unemployment rises. But the basic idea is intriguing. Up till now machines and computers have taken over many tasks but they have acted as "q-complements" to labor in general and particularly skilled labor.* But could the future be one where all simple tasks are automated and the remaining jobs are too hard for people of ordinary ability to do?** And what happens when/if the "Singularity" occurs - when computers become more intelligent than humans? Does inequality continue to grow beyond anything we see today? Will redistribution increase? Is there a middle way? Is this whole idea totally mistaken? Or will humans be enhanced by genetic manipulation or implanting of non-biological computers?

There are economists and entrepreneurs/technologists who have thought about this. But I don't think anyone has any real answers yet.

* If an increase in an input increases the marginal product of another input then those two inputs are q-complements.
** More precisely the most that anyone is willing to pay for a human to do these automatable tasks is less than the minimum amount needed for subsistence.

Microsoft Academic Search

It turns out that Microsoft already had my idea of computing H-Indices for Institutions. I've got no idea how they calculate it, though. Probably based on the number of publications from that institution cited h times rather than the number of researchers cited h times as I suggested.

Microsoft Academic Search is another citation service that is apparently little known outside of library science circles. I only just discovered it despite being a citations junkie. According to them I have only 691 citations, which is just a bit above my count on RePEc and less than half my count on the Web of Science. They also think I'm still at RPI. But that is just my main entry. A whole bunch of my publications seem to be listed under separate identities at the University of Michigan and ANU as well as some smaller entries. So, I'm a bit skeptical about this service.

Contrary to some blogs I read, this service still seems to be under development.

CCEP Working Papers in November 2011

Downloads were still good this month after relaxing from last month's craziness:



The two top papers from last month continued to get a lot of hits. We added one new paper by Paul Burke. There is a second paper dated November that didn't quite squeeze into the sample. More details of the new papers below:

The National-Level Energy Ladder and its Carbon Implications

Paul J. Burke

Abstract: This paper documents an energy ladder that nations ascend as their per capita incomes increase. On average, economic development results in an overall substitution from the use of biomass to fulfill energy needs to energy sourced from fossil fuels, and then toward nuclear power and certain low-carbon modern renewables such as wind power. The results imply an inverse-U shaped relationship between per capita income and the carbon intensity of energy, which is borne out in the data. Fossil fuel-poor countries are more likely to climb to the upper rungs of the national-level energy ladder and experience reductions in the carbon intensity of energy as they develop than fossil fuel-rich countries. Leapfrogging to low-carbon energy sources on the upper rungs of the national-level energy ladder is one route via which developing countries can reduce the magnitudes of their expected upswings in carbon dioxide emissions.

In Search of a New Effective International Climate Framework for Post-2020: A Proposal for an Upstream Global Carbon Market

Mutsuyoshi Nishimura and Akinobu Yasumoto

Abstract: Given the urgency and the magnitude of emission cuts required to arrest the global temperature rise at an acceptable level (like 2 degrees Celsius), it is imperative that action to mitigate climate change is taken at the lowest cost. This can be done if a cost effective set of policy tools with a focus on carbon pricing is applied as broadly as possible across all emission sources. In view of the emerging consensus on the temperature target like 2 degrees Celsius, it is imperative that climate scheme caps global emissions rather than allowing governments to arbitrarily pledge their intended cuts. Global emissions must be contained within the limit of carbon budget that achieves temperature objectives. Emission allowances must be issued in accordance with such limit and be sold to the global demand of emitters. Such sales of carbon budget give rise to both the most accurate carbon pricing as well as new revenue that can be used for much needed climate financing for developing countries. A new climate regime along those lines would stop global warming at an acceptable level, provide a new large climate funding that would integrate developing countries to a global low-carbon growth and transformation and keep all economies thriving, whether they are developing, emerging or developed. The post-2020 climate regime must be nimble and effective, not unwieldy and least burdensome. It must also be durable and fully congruent to the economic realities of the coming decades

Playing with Google Scholar Citations

Google Scholar Citations has only been public for 10 days but already an analysis has appeared. I hadn't thought of searching by institution myself but this is a good idea. For example:

Australian National University
CSIRO

This means that it is now easy to construct a kind of h-index for institutions: where h is the number of authors cited h times. ANU's h-index is 37: and CSIRO's is 58. Of course, this is very early days and not many people have signed up yet. Harvard scored 141. I suspect based on this that something along the lines of the Wu-index (Wu = n where n is the number of articles cited 10n times) or some other variant is going to be more useful.

Bob Gregory on the Mining Boom

Over the weekend I attended the 2011 PhD Conference in Economics and Business at the University of Queensland. This is an annual event held at ANU, UWA, and now UQ that has apparently been running for 24 years. Final year PhD students from across Australia present papers each of which has a faculty discussant. I was discussing Marjan Nazifi's paper on convergence (or lack of it) between EUA and CER permit prices on the European carbon exchange. My student Md Shahiduzzaman was also presenting a paper on interfuel substitution in Australia.

There was also a conference keynote given by Bob Gregory based on his paper with Peter Sheehan on the Australian mining boom. The key figure is this one:



which shows the gap that has opened up between Gross Domestic Income and Gross Domestic Product since 2003 due to the increase in the terms of trade. The increase in prices of minerals have boosted nominal mining income but this isn't reflected in the GDP numbers. I am still trying to get my head around the technicalities of this. It seems to be another case of where you need to be very careful about how national accounts are computed.

Debate on Australia's Coal Exports

I was featured along with Frank Jotzo and others in this blogpost on DotEarth by Andy Revkin. I'm still confused about why people want Australia to go beyond its obligations under the UNFCCC. And it's not as if China isn't doing its part too, though very soon China will need to start reducing emissions rather than just emissions intensity. Wait to be surprised on that count I think.

Daron Acemoglu on Publishing

Advice from Daron Acemoglu - editor of Econometrica and Clark Medal winner - on how to write papers and get published.

Tom Stanley's Presentation at the Wiley Online Economics Conference

See Tom Stanley's presentation on meta-analysis. There is also a commentary by Randall Rosenberger and a free "virtual issue" of the Journal of Economic Surveys.

Google Scholar Citations Now Open to All

Google Scholar Citations is a new academic profile service that is very similar to Researcher ID but using Google Scholar citations instead. The service has been in limited release but now is open to everyone. I found that I didn't need to make too many edits to my profile. The main issue is the entries which are prefaced by "[Citation]" in Google Scholar. These are sources that Google Scholar has found cited in publications but cannot find on the web. Most of these are not included in my profile and I couldn't add all of them. As a result my H-Index in the profile is one point lower than the number I computed direct from Google Scholar. The total citation count is 0.5% lower than what I found with my manual search in Google Scholar. Overall, I think this is a great innovation though I would like to be able to get a bit more access to the numbers of citations per year rather than just having a graph at the top of the profile. Still, I'm sure it is early days at this point.

New Journal: Ecosystem Services

A new journal from Elsevier with an editorial board with a lot of well-known names from ecological economics. From the homepage:

Ecosystem Services, associated with Ecosystem Services Partnership (ESP), is an international, interdisciplinary journal that deals with the science, policy and practice of Ecosystem Services in the following disciplines: ecology and economics, institutions, planning and decision making, economic sectors such as agriculture, forestry and outdoor recreation, and all types of ecosystems.

The aims of the journal are:
(1) to improve our understanding of the dynamics, benefits and social and economic values of ecosystem services,
(2) to provide insight in the consequences of policies and management for ecosystem services with special attention to sustainability issues,
(3) to create a scientific interface to policymakers in the field of ecosystem services assessment and practice, and
(4) to integrate the fragmented knowledge about ecosystem services, synergies and trade-offs, currently found in a wide field of specialist disciplines and journals.

From Correlation to Granger Causality Added to New Crawford School Research Papers Series

My paper From Correlation to Granger Causality has been added to the Crawford School Research Papers series on RePEc. I'm now working on revising the paper and doing new tests in collaboration with Kerstin Enflo. This version represents the conference paper I gave in Michigan at the "Annual Institute on Joint Outcomes for Sustainability" (which was not an annual institute but a once off workshop) organized by Arun Agrawal. Both Shuang and myself were invited to the workshop. Shuang's work was more directly relevant looking at decision-making for dealing with invasive species. I was asked to talk about "from correlation to causal inference" in a session of that topic where different econometric methods were discussed. Most relevant in that session to the topic at hand was Paul Ferraro's presentation on the effects of protected areas in Costa Rica on poverty in surrounding districts.

Google Scholar Continues to Improve

Every few months Google Scholar seems to undergo a rebuild of their database and housekeeping exercise. Before the exercise, lists of references are no longer in exact order of the number of citations they have received. Rather they are in order of the number they received at the last rebuild. Another rebuild has occurred today. In this rebuild they have managed to aggregate together stray citations much better than ever before. All the citations to my two most cited articles (both in World Development) have now been aggregated into single entries in the database rather than being spread across several entries with slightly different bibliographic data. I don't know whether accuracy has similarly improved in terms of number of citations. Previously, there could be some double counting of the same paper in the list of citations to an article. It's likely that that has improved too. There are still some split entries but it is much better than before and should be much more user-friendly for counting h-indices etc.

Schmith, Johansen, and Thejll on Atmospheric Temperature and Sea Level Rise

Three Danish researchers, including famous time series econometrician Soren Johansen, recently posted a paper on SSRN on a cointegration analysis of atmospheric temperature, sea level, and radiative forcing. The study has some odd results. From their abstract:

"We find a relationship between sea level and temperature and find that temperature causally depends on the sea level, which can be understood as a consequence of the large heat capacity of the ocean."

They find that sea level is an exogenous variable and drives atmospheric temperature. I think this is a plausible explanation for this result given that the data is annual and as they say later in the abstract:

"We hypothesize that this is due to a long adjustment time scale of the ocean and show that the number of years of data needed to build statistical models that have the relationship expected from physics exceeds what is currently available by a factor of almost ten."

The slow adjustment of the ocean to changes in radiative forcing is a major challenge for time series modelling of the global climate system using historical data. I debated Michael Beenstock on this issue last year on this blog and in an e-mail exchange with him. The problem is that as Schmith et al. find here the atmospheric temperature depends on the temperature of the ocean. Directly modelling the effect of radiative forcing on the atmospheric temperature using a short time series can result in biased estimates. My approach was to use ocean heat content as an additional variable that acts as a second transmission path for the effects of radiative forcing changes on atmospheric temperature. Using sea level might work in a similar way though it depends on glacier melt and other factors potentially as well as thermal expansion of the ocean. An advantage of sea level is that a much longer time series is available.

Schmith et al.'s stranger result is:

"In a second step, we use the total radiative forcing as an explanatory variable, but unexpectedly find that the sea level does not depend on the forcing."

I would have expected them to find an effect of radiative forcing on sea level. But using a Monte Carlo analysis they argue that it would take 1000 years of data to get a significant result.

I'm not sure that this is the final word that can be said on this. They find only one long relationship between the three key variables.* This relationship is as follows:

zt = Tt - 1.4 St - 0.3 Ft

zt is the residual in year t, T is atmospheric temperature, S is sea level, and F is radiative forcing. My problem is that this doesn't make sense to me physically as an equilibrium relationship. It could make sense that there are long-run relationships between T and S, between S and F, and between T and F. But, as written, sea level can substitute for forcing in affecting atmospheric temperature and vice versa. I suspect that this result is because the volcanic events render the forcing series relatively stationary and, therefore, cointegration cannot be rejected for this relationship. The forcing series looks like this:



In my work, I instead assumed which variables had long-run relationships based on physical theory and I used a multicointegration type approach. So I'm not surprised that sea level doesn't react to this disequilibrium in their analysis. I would be interested in what results they get if they also test a forcing series without the volcanic effects or disaggregate the stationary (volcanics) and non-stationary (GHGs, aerosols, solar irradiation) forcing components.

Of course, this relationship might actually make sense and I could be totally wrong here. Let me know what you think.

I'm really happy, though, that time series analysis is increasingly being used now to investigate these questions. Robert Kaufmann and I pretty much pioneered this but I gave up as I found it hard to get much positive interest from climate modellers. I never published my final paper on the topic. Robert Kaufmann has continued to work on this with greater success.

* In the paper there is a typo where they say that the p-value for the test of one cointegrating vector against two is 0.01. It is in fact 0.9117 the authors tell me in an e-mail.

Paper Accepted by AJARE

My paper with Jack Pezzey and Ross Lambie: "Where in the world is it cheapest to cut carbon emissions?" has been accepted for publication by the Australian Journal of Agricultural and Resource Economics. It will be a while till it is available online. In the meantime there is a working paper version available here. The paper arose from the observation that countries like Australia which at first glance seem to use energy wastefully and have abundant opportunities to cut emissions at low costs can have high total costs of addressing climate change because they are so emissions intensive. Where it is cheap to cut emissions depends on whether we rank countries by marginal costs of reducing emissions or by total costs of reducing emissions.

In the paper, we test this idea using the results of the models that participated in the EMF-22 climate policy simulation exercise and the results seem to support this conjecture. This might explain both debates within countries about what to do about climate change and the different stances of countries in the international negotiations. For example environmentalists might look at the cheap ways (in the marginal sense) to cut emissions in countries like Australia and be outraged that they're not happening while business might look at the total costs of meeting a given policy...

Also the paper gives estimates of the marginal abatement cost curve for the 4 main countries/regions based on the consensus of existing models. They show that to get substantial cuts in emissions on the order of the Copenhagen pledges you would need carbon prices a lot above the $23 initial price of the Australian ETS. The models might be over-estimating the cost of abatement. But when you take into account the half of Australian abatement expected to come from offsets and the amount that will be removed by direct action (RET) the amount of remaining domestic abatement required is in the ballpark of this kind of price.

ARC Announces DECRAs and Future Fellows

Only two Future Fellowships were awarded in economics. Benno Torgler (QUT) got one for "The role of moral sentiments and emotions in human nature: an interdisciplinary empirical approach". Michael Smith at Uni Melbourne got one for an econometric theory project. Obviously, it wasn't the turn of economics...

John Tang at College of Business and Economics got a DECRA to work on "Understanding industrialisation, entrepreneurship, and technology adoption in emerging economies: new evidence from historical Japanese firms". This is the only economics award ANU got in this round of announcements.

Estimating Cointegration Models with Structural Breaks

The Johansen cointegration procedure is one of the most popular methods of testing for cointegration. The tests and estimation are carried out by restricting a vector autoregression model. One of the key issues is deciding on the types of time trends and constant terms to include in the model. This is important because the distribution of the test statistics is different for each possible combination. The basic versions of the procedure assume that any linear time trend has a constant slope. But in reality the slope of the trend - which might represent a variable such as technological change - might not be constant. Johansen et al., 2000 investigated this issue and derived test distributions for the case where there are known structural breaks that cause the trend to change slope as well as for shifts in the model intercepts too. If you use EViews there seems to be a fairly user friendly way of carrying out these tests and estimating the model provided by David Giles at University of Victoria (Canada). David also has a lengthy blogpost explaining how to carry out this kind of analysis.

Reference:

Johansen, S., Mosconi, R. and B. Nielsen (2000), Cointegration Analysis in the Presence of Structural Breaks in the Deterministic Trend, Econometrics Journal, 3, 216- 249.