Journal ArticleDOI
Energy efficiency and sustainable development goals (SDGs)
TLDR
In this article, the authors tried to connect sustainable development goals with energy efficiency for 20 Asian and Pacific (AP) countries using Data Envelopment Analysis (DEA) from 2000 to 2018.About:
This article is published in Energy.The article was published on 2021-10-25. It has received 131 citations till now. The article focuses on the topics: Sustainable development & Data envelopment analysis.read more
Citations
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Understanding the dynamics of natural resources rents, environmental sustainability, and sustainable economic growth: new insights from China
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Alternative energy and natural resources in determining environmental sustainability: a look at the role of government final consumption expenditures in France
TL;DR: In this paper , the effects of alternative energy sources, natural resources, and government consumption expenditures on French environmental sustainability from 1990 through 2018 under the environmental Kuznets curve (EKC) framework were explored.
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Role of alternative and nuclear energy in stimulating environmental sustainability: impact of government expenditures
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Impact of energy efficiency on CO2 Emissions: Empirical evidence from developing countries
TL;DR: In this article , the impact of energy efficiency on CO 2 emissions was analyzed for 30 developing countries over 1990-2016, and the second-generation methods were applied to derive the results.
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Information transmission in regional energy stock markets
TL;DR: In this paper , the authors investigated the information transmission of energy stock markets of five regions including North America, South America, Europe, Asia, and Pacific where they differentiated the regional energy markets based on their developing and developed state of economy.
References
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Journal ArticleDOI
Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations.
Manuel Arellano,Stephen Bond +1 more
TL;DR: In this article, the generalized method of moments (GMM) estimator optimally exploits all the linear moment restrictions that follow from the assumption of no serial correlation in the errors, in an equation which contains individual effects, lagged dependent variables and no strictly exogenous variables.
Journal ArticleDOI
Another look at the instrumental variable estimation of error-components models
Manuel Arellano,Olympia Bover +1 more
TL;DR: In this paper, a framework for efficient IV estimators of random effects models with information in levels which can accommodate predetermined variables is presented. But the authors do not consider models with predetermined variables that have constant correlation with the effects.
Journal ArticleDOI
What to do (and not to do) with time-series cross-section data
Nathaniel Beck,Jonathan N. Katz +1 more
TL;DR: The generalized least squares approach of Parks produces standard errors that lead to extreme overconfidence, often underestimating variability by 50% or more, and a new method is offered that is both easier to implement and produces accurate standard errors.
Journal ArticleDOI
Inference for unit roots in dynamic panels where the time dimension is fixed
Richard Harris,Elias Tzavalis +1 more
TL;DR: In this article, the authors derived similar unit root tests for first-order autoregressive panel data models, assuming that the time dimension of the panel is fixed, and showed that the limiting distributions of the test statistics are normal.
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The impact of financial development on energy consumption in emerging economies
TL;DR: In this article, the impact of financial development on energy consumption in a sample of emerging countries was examined using a generalized method of moments estimation technique, and the empirical results showed a positive and statistically significant relationship between financial development and energy consumption when financial development is measured using stock market variables like stock market capitalization to GDP, stock market value traded to GDP and stock market turnover.