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Unit roots, polynomial transformations and the environmental Kuznets curve

Properties of estimators of long-run parameters in a polynomial regression with nonstationary, strongly exogenous regressors are considered in the context of the Environmental Kuznets Curve using Monte Carlo simulations. Standard inferential procedures seem to work well in this context.
Year of publication:
2009
Authors: Liu, Gang ; Skjerpen, Terje ; Telle, Kjetil
Published in:
Applied Economics Letters. - Taylor & Francis Journals, ISSN 1350-4851. - Vol. 16.2009, 3, p. 285-288
Publisher: Taylor & Francis Journals
Extent:
text/html
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005471457
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