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08/05/2021
Sparse Generalized Yule-Walker Estimation for Large Spatio-temporal Autoregressions with an Application to NO2 Satellite Data
We consider sparse estimation of a class of high-dimensional spatio-temp...
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09/04/2020
Cointegrating Polynomial Regressions with Power Law Trends: A New Angle on the Environmental Kuznets Curve
The Environment Kuznets Curve (EKC) predicts an inverted U-shaped relati...
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08/07/2019
Efficient Estimation by Fully Modified GLS with an Application to the Environmental Kuznets Curve
This paper develops the asymptotic theory of a Fully Modified Generalize...
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03/13/2019