Suggestions for a Covid-19 post-pandemic research agenda in environmental economics

RJR Elliott, I Schumacher, C Withagen - Environmental and Resource …, 2020 - Springer
In this article we draw upon early lessons from the 2020 Covid-19 crisis and discuss how
these may relate to a future research agenda in environmental economics. In particular, we …

Convergence of per capita CO2 emissions across the globe: insights via wavelet analysis

M Ahmed, AM Khan, S Bibi, M Zakaria - Renewable and Sustainable …, 2017 - Elsevier
This paper examines the convergence of per capita carbon dioxide (CO 2) emissions for 162
countries across the globe covering all income groups (high-income OECD, high-income …

[图书][B] Applied time series analysis: A practical guide to modeling and forecasting

TC Mills - 2019 - books.google.com
Written for those who need an introduction, Applied Time Series Analysis reviews
applications of the popular econometric analysis technique across disciplines. Carefully …

[PDF][PDF] Dealing with structural breaks

P Perron - Palgrave handbook of econometrics, 2006 - eco.uc3m.es
This chapter is concerned with methodological issues related to estimation, testing and
computation in the context of structural changes in the linear models. A central theme of the …

Testing for shifts in trend with an integrated or stationary noise component

P Perron, T Yabu - Journal of Business & Economic Statistics, 2009 - Taylor & Francis
We consider testing for structural changes in the trend function of a time series without any
prior knowledge of whether the noise component is stationary or integrated. Following …

Effectiveness of government policies in response to the first COVID-19 outbreak

T Dergiades, C Milas, E Mossialos… - PLOS Global Public …, 2022 - journals.plos.org
This paper assesses the quantitative impact of government interventions on deaths related
to the first COVID-19 outbreak. Using daily data for 32 countries and relying on the …

Structural breaks in time series

A Casini, P Perron - arXiv preprint arXiv:1805.03807, 2018 - arxiv.org
This chapter covers methodological issues related to estimation, testing and computation for
models involving structural changes. Our aim is to review developments as they relate to …

Timescale-dependent stock market comovement: BRICs vs. developed markets

H Lehkonen, K Heimonen - Journal of Empirical Finance, 2014 - Elsevier
This paper examines the differences in the asset return comovement of the BRIC countries
(Brazil, Russia, India and China), the other developed economies in their regions (Canada …

A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component

M Kejriwal, P Perron - Journal of Time Series Analysis, 2010 - Wiley Online Library
Perron and Yabu (2009a) consider the problem of testing for a break occurring at an
unknown date in the trend function of a univariate time series when the noise component …

Smooth structural changes and common factors in nonstationary panel data: an analysis of healthcare expenditures

S Nazlioglu, J Lee, M Tieslau, C Karul… - Econometric …, 2023 - Taylor & Francis
This article suggests new panel unit root tests that allow for multiple structural breaks and
control for cross-correlations in the panel. Breaks are modeled with a Fourier function, which …