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On Multivariate Model Selection Involving Time Series of Environmental Kuznets Curve
Luleå University of Technology, Department of Business Administration, Technology and Social Sciences, Social Sciences.ORCID iD: 0000-0002-9832-7866
2016 (English)In: International Journal of Ecological Economics and Statistics, ISSN 0973-1385, E-ISSN 0973-7537, Vol. 37, no 3, p. 20-29Article in journal (Refereed) Published
Abstract [en]

This paper studies a generalized version of the relation between the sample correlation matrices of errors and their residuals. The results suggest confidence bands to select a proper multivariate time series model. The literature of Environmental Kuznets Curve received particular interest, however, the empirical research on the Environmental Kuznets Curve has mainly used a reduced form approach. Therefore, the proposed techniques can be applied to identify the multivariate relation between economic growth, environmental degradation and population. A real data application is provided for the case of Sweden.

Place, publisher, year, edition, pages
2016. Vol. 37, no 3, p. 20-29
National Category
Economics
Research subject
Economics
Identifiers
URN: urn:nbn:se:ltu:diva-10964Local ID: 9dc8939c-f113-4891-b29d-26352b730863OAI: oai:DiVA.org:ltu-10964DiVA, id: diva2:983912
Note
Validerad; 2016; Nivå 1; 20160808 (huongu)Available from: 2016-09-29 Created: 2016-09-29 Last updated: 2017-11-24Bibliographically approved

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Thu, Huong Nguyen

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