1 citations · 2 across the 4 of their papers we have counts for
4 papers
Sparse Generalized Yule-Walker Estimation for Large Spatio-temporal Autoregressions with an Application to NO2 Satellite Data
Hanno Reuvers, Etienne Wijler
We consider a high-dimensional model in which variables are observed over time and space. The model consists of a spatio-temporal regression containing a time lag and a spatial lag…
Cointegrating Polynomial Regressions with Power Law Trends: Environmental Kuznets Curve or Omitted Time Effects?
Yicong Lin, Hanno Reuvers
The environmental Kuznets curve predicts an inverted U-shaped relationship between environmental pollution and economic growth. Current analyses frequently employ models which rest…
Efficient Estimation by Fully Modified GLS with an Application to the Environmental Kuznets Curve
Yicong Lin, Hanno Reuvers
This paper develops the asymptotic theory of a Fully Modified Generalized Least Squares estimator for multivariate cointegrating polynomial regressions. Such regressions allow for…
A statistical analysis of time trends in atmospheric ethane
Marina Friedrich, Eric Beutner, Hanno Reuvers +6
Ethane is the most abundant non-methane hydrocarbon in the Earth's atmosphere and an important precursor of tropospheric ozone through various chemical pathways. Ethane is also an…