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A Systems View Across Time and Space

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