On the Estimation of the CO2 Emission, Economic Growth and Energy Consumption Nexus Using Dynamic OLS in the Presence of Multicollinearity
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DOI: 10.3390/su10051315
Abstract: This paper introduces shrinkage estimators (Ridge DOLS) for the dynamic ordinary least squares (DOLS) cointegration estimator, which extends the model for use in the presence of multicollinearity between the explanatory variables in the cointegration vector.… read more here.
Keywords: energy consumption; multicollinearity; method; presence multicollinearity ... See more keywords