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Cointegrating Polynomial Regressions With Power Law Trends: Environmental Kuznets Curve or Omitted Time Effects?

Lin, Yicong; Reuvers, Hanno - 2022

The environmental Kuznets curve predicts an inverted U-shaped relationship between air pollution and economic growth. Current analyses frequently employ models that restrict nonlinearities in the data to be explained by economic growth only. We propose a Global Trend Augmented Cointegrating...

Persistent link: https://www.econbiz.de/10013463979

Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending

Carrion i Silvestre, Josep Lluís; Kim, Dukpa - In: Econometric reviews 38 (2019) 8, pp. 881-898

Persistent link: https://www.econbiz.de/10012181371

Identification and estimation of the environmental Kuznets curve : pairwise differencing to deal with nonlinearity and nonstationarity

Sen, Suphi; Melenberg, Bertrand; Vollebergh, Herman R. J. - 2016

We propose an estimation strategy that accounts for two major problems raised in the empirical literature testing for the prevalence of the inverted U-shaped relation between environmental degradation and economic activity, namely the Environmental Kuznets Curve (EKC) hypothesis. First, we use...

Persistent link: https://www.econbiz.de/10011447524

Monitoring cointegrating polynomial regressions : theory and application to the environmental Kuznets curves for carbon and sulfur dioxide emissions

Knorre, Fabian; Wagner, Martin; Grupe, Maximilian - In: Econometrics : open access journal 9 (2021) 1, pp. 1-35

This paper develops residual-based monitoring procedures for cointegrating polynomial regressions (CPRs), i.e., regression models including deterministic variables and integrated processes, as well as integer powers, of integrated processes as regressors. The regressors are allowed to be...

Persistent link: https://www.econbiz.de/10012503985

Modelling time-varying parameters in panel data state-space frameworks : an application to the Feldstein–Horioka puzzle

Camarero Olivas, Mariam; Sapena, Juan; Tamarit … - In: Computational economics 56 (2020) 1, pp. 87-114

Persistent link: https://www.econbiz.de/10012272020

Testing for multiple structural breaks in multivariate long memory regression models

Less, Vivien; Rodrigues, Paulo M. M.; Sibbertsen, Philipp - 2025

memory time series regression models, allowing for fractional cointegration. A likelihood-ratio based approach for estimating …

Persistent link: https://www.econbiz.de/10015200188

Cointegration with structural changes and classical model of inflation in Spain, 1830-1998

Congregado, Emilio; Esteve García, Vicente - In: Structural change and economic dynamics : SC+ED 60 (2022), pp. 376-388

Persistent link: https://www.econbiz.de/10013392148

50 years of capital mobility in the Eurozone : breaking the Feldstein-Horioka puzzle

Camarero Olivas, Mariam; Muñoz, Alejandro; Tamarit … - In: Open economies review 32 (2021) 5, pp. 867-905

Persistent link: https://www.econbiz.de/10013171814

Nonlinear cointegration analysis and the environmental Kuznets curve

Hong, Seung Hyun; Wagner, Martin - 2008

cointegration techniques. The EKC literature has failed to acknowledge that such regressions involve unit root nonstationary …-sample KPSS type cointegration test. We present simulation results illustrating the performance of the estimators and tests. In … modified estimation ; nonlinear cointegration analysis ; environmental Kuznets curve …

Persistent link: https://www.econbiz.de/10009735348

Nonlinear cointegration analysis and the environmental Kuznets curve

Hong, Seung Hyun; Wagner, Martin - 2008

Persistent link: https://www.econbiz.de/10003735935