The Environmental Kuznets Curve, Cointegration and Nonlinearity
指出环境库兹涅茨曲线实证研究中因忽视单位根和协整技术应用不当导致的概念缺陷，提出适用于协整多项式回归的估计与检验方法，并应用CO2和SO2排放数据表明，使用恰当方法后支持协整EKC的证据显著减少。
Summary This paper clarifies some conceptual shortcomings of the empirical environmental Kuznets curve (EKC) literature that arise because of the hitherto inadequate application of unit root and cointegration techniques. The literature to date has ignored the fact, and a fortiori the consequences, that powers of integrated processes are themselves not integrated processes. The paper explains why standard methods should not be applied and discusses some recently proposed viable estimation and testing approaches for cointegrating polynomial regressions. The application to CO 2 and SO 2 emissions data shows that using appropriate methods leads to strongly reduced evidence for a cointegrating EKC compared to typical but conceptually not sound findings. Copyright © 2014 John Wiley & Sons, Ltd.