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Panel cointegrating polynomial regressions : group-mean fully modified OLS estimation and inference

Wagner, Martin; Reichold, Karsten - In: Econometric reviews 42 (2023) 4, pp. 358-392

Persistent link: https://www.econbiz.de/10014305520

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

Knorre, Fabian; Wagner, Martin; Grupe, Maximilian - 2020

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

Persistent link: https://www.econbiz.de/10012405301

A cointegrating polynomial regression analysis of the material Kuznets curve hypothesis

Frondel, Manuel; Grabarczyk, Peter; Sommer, Stephan; … - 2016

Persistent link: https://www.econbiz.de/10011569485

Integrated modified OLS estimation for cointegrating polynomial regressions - with an application to the environmental Kuznets curve for CO 2 emissions

Frondel, Manuel; Grabarczyk, Peter; Wagner, Martin - 2016

Persistent link: https://www.econbiz.de/10011569486

Natural gas rents and institutions as co-growth drivers : evidence from Gas Exporting Countries Forum with a panel 2SLS approach

Ajayi, Temitope Abraham - In: International journal of energy sector management 18 (2024) 3, pp. 474-499

Persistent link: https://www.econbiz.de/10014513130

Impact of urbanization on environmental eminence : moderating role of renewable energy

Kusiyah; Mushtaq, Mansoor; Ahmed, Shabbir; Abbas, Ansar; … - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 2, pp. 244-257

Persistent link: https://www.econbiz.de/10014496199

Environment and development : penalized non-parametric inference of global trends in deforestation, pollution and carbon

Andrée, Bo Pieter Johannes; Spencer, Phoebe; Chamorro, … - 2019

This paper revisits the issue of environment and development raised in the 1992 World Development Report, with new analysis tools and data. The paper discusses inference and interpretation in a machine learning framework. The results suggest that production gradually favors conserving the...

Persistent link: https://www.econbiz.de/10012008015

Identifying the Determinants of European Carbon Allowances Prices : A Novel Robust Partial Least Squares Method for Open-High-Low-Close Data

HUANG, Wenyang; Wang, Huiwen; Wei, Yigang - 2023

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...

Persistent link: https://www.econbiz.de/10014353157

Identifying the determinants of European carbon allowances prices : a novel robust partial least squares method for open-high-low-close data

Huang, Wenyang; Wang, Huiwen; Wei, Yigang - In: International review of financial analysis 90 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014470516

Dynamic panel modeling of climate change

Phillips, Peter C. B. - In: Econometrics : open access journal 8 (2020) 3/30, pp. 1-28

standard dynamic panel regression and cointegration techniques that have been used in earlier research. The findings reveal … station level adjustment mechanisms in dynamic panel regressions with climate data. The paper provides asymptotic analyses … massive bias in system GMM estimation of the dynamic panel regression parameters, which arise from fixed effect heterogeneity …

Persistent link: https://www.econbiz.de/10012265695