COINTEGRATING POLYNOMIAL REGRESSIONS: FULLY MODIFIED OLS ESTIMATION AND INFERENCE

By Martin Wagner, Seung-Hyun Hong. Econometric Theory, 2011

68 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/c75d95ff0ef702649af0e61006a779a5804c3098

Citations in the corpus

• The Link between Economic Complexity and Carbon Emissions in the European Union Countries: A Model Based on the Environmental Kuznets Curve (EKC) Approach (2019, unknown): “Discussion The paper validates a model predicting a quadratic dynamics of carbon emissions depending on the economic complexity in a panel of 25 countries through a cointegrating polynomial regression, as defined by Wagner and Hong (2016) [71].”