Similar Search Results

Razzak, Weshah A. - 2022

temperature. Visually, there is a clear upward trend in both data. Time series analyses suggest that CO2 is difference …-stationary and temperature is trend-stationary. Thus, the moments (mean, variance, etc.) of the data in levels are functions of time … (and all greenhouse gases) are significantly smaller than the variance of temperature, hence they cannot explain the …

Persistent link: https://www.econbiz.de/10013193782

Data revisions and the statistical relation of global mean sea level and surface temperature

Hillebrand, Eric; Johansen, Søren; Schmith, Torben - In: Econometrics : open access journal 8 (2020) 4/41, pp. 1-19

We study the stability of estimated linear statistical relations of global mean temperature and global mean sea level … periods 1880-2001 and 1880-2013. We find that temperature and sea level updates and revisions have a substantial influence …

Persistent link: https://www.econbiz.de/10012312107

Structural change and environmental Kuznets curves

Horbach, Jens - 2002

The Environmental Kuznets Curve hypothesis (EKC) postulates an inverted u-shaped curve between important pollutants and per capita GDP analogous to the relationship between in-come inequality and income per capita which has been analysed by Kuznets in 1955. The arti-cle focuses on an empirical...

Persistent link: https://www.econbiz.de/10011598222

Financial Development and Energy Consumption Nexus in Malaysia : A Multivariate Time Series Analysis

Islam, S.M. - 2017

Despite a bourgeoning literature on the existence of a long-run relationship between energy consumption and economic growth, the findings have failed to establish clearly the direction of causation. A growing economy needs more energy, which is exacerbated by growing population. Evidence...

Persistent link: https://www.econbiz.de/10012959944

Frontiers in time series and financial econometrics : an overview

Ling, Shiqing; McAleer, Michael; Tong, Howell - 2015

Two of the fastest growing frontiers in econometrics and quantitative finance are time series and financial econometrics. Significant theoretical contributions to financial econometrics have been made by experts in statistics, econometrics, mathematics, and time series analysis. The purpose of...

Persistent link: https://www.econbiz.de/10010484894

Heteroskedasticity-and-autocorrelation-consistent bootstrapping

Davidson, Russell; Monticini, Andrea - 2014

In many, if not most, econometric applications, it is impossible to estimate consistently the elements of the white-noise process or processes that underlie the DGP. A common example is a regression model with heteroskedastic and/or autocorrelated disturbances,where the heteroskedasticity and...

Persistent link: https://www.econbiz.de/10011774249

From a rise in B to a fall in C? : SVAR analysis of environmental impact of biofuels

Ciaian, Pavel; Kancs, D'Artis; Pirolix, Giuseppe; … - 2015

This is the first paper that econometrically estimates the impact of rising Bioenergy production on global CO2 emissions. We apply a structural vector autoregression (SVAR) approach to time series from 1961 to 2009 with annual observation for the world biofuel production and global CO2...

Persistent link: https://www.econbiz.de/10011285425

A Dynamic Approach to the FDI-Environment Nexus : The Case of China and India

Baek, Jungho - 2017

direct investment (FDI), economic growth, and the environment in China and India. We find that, for China, FDI tends to … detrimental effect on the environment in the short-run, but has little effect in the long-run. Finally, it is found that income … growth in both countries tends to worsen the environment in both short- and long-run …

Persistent link: https://www.econbiz.de/10012942718

Forecasting Time Series by Functional Pca. Discussion of Several Weighted Approaches

Aguilera, Ana M.; Ocaña, Francisco A.; Valderrama, … - 1999

In this paper a functional principal component model is applied to forecast a continuous time series that has been observed only at discrete time points not necessarily equally spaced. To take into account the natural order among the sample paths obtained after cutting the series into pieces, a...

Persistent link: https://www.econbiz.de/10014181725

Variable Selection, Estimation and Inference for Multi-Period Forecasting Problems

Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2011

This paper conducts a broad-based comparison of iterated and direct multi-period forecasting approaches applied to both univariate and multivariate models in the form of parsimonious factor-augmented vector autoregressions. To account for serial correlation in the residuals of the multi-period...

Persistent link: https://www.econbiz.de/10014042344