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Table 2 Estimates of d on the individual series. Semi-parametric approach

From: Analysing the relationship between CO2 emissions and GDP in China: a fractional integration and cointegration approach

Bandwidth (1–L)2 Log CO2 (1–L)2 Log GDP I(0) interval
10 − 0.223* − 0.282  ± 0.260
11 − 0.123* − 0.180*  ± 0.247
12 = (T)0.5 − 0.186* − 0.099*  ± 0.237
13 − 0.100* − 0.047*  ± 0.228
14 − 0.097* 0.025*  ± 0.219
15 − 0.034* 0.104*  ± 0.212
  1. *Evidence of I(0) behaviour in the second differences