We propose a sieve bootstrap framework to conduct pointwise and simultaneous inference for time-varying coefficient regression models based on a nonparametric local linear estimator. The asymptotic validity of the sieve bootstrap in the presence of autocorrelation is established. We find that it...

This dataset comprises a detailed set of statistics on carbon dioxide (CO2) emissions estimates from fossil fuel combustion. It includes an extensive set of products emitting CO2 from combustion analyzed in terms of their respective industry flows (iron and steel, manufacturing industries,...

This study investigates whether energy prices and macroeconomic indicators are determinants of the European Union Allowance (EUA) prices and how their relationships changed in phase III of the European Union Emission Trading Schema (EU ETS). An innovative application of the partial least squares...