2016
DOI: 10.1016/j.apenergy.2015.10.039
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Assessing CO2 emissions in China’s iron and steel industry: A dynamic vector autoregression model

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Cited by 129 publications
(50 citation statements)
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“…Because, on the one hand, the larger p is, the more obvious dynamic characteristics are reflected by the model. However, on the other hand, the larger lag length means the more parameters to be estimated and the lower degrees of freedom [35]. Therefore, it is necessary to find a balance between the lag length and degrees of freedom.…”
Section: Var Modelmentioning
confidence: 99%
“…Because, on the one hand, the larger p is, the more obvious dynamic characteristics are reflected by the model. However, on the other hand, the larger lag length means the more parameters to be estimated and the lower degrees of freedom [35]. Therefore, it is necessary to find a balance between the lag length and degrees of freedom.…”
Section: Var Modelmentioning
confidence: 99%
“…Since most economic variables are non-stationary sequences (Gallagher et al 2015), it is necessary to implement a stationary test before establishing the model. The standard method of checking sequence stationary is the unit root test (Xu and Lin 2016;Blanco et al 2013). Table 2 provides the results of unit root tests based on the augmented Dickey-Fuller (ADF) test methods (Dickey and Fuller 1979).…”
Section: Stationary Tests Of International Crude Price (Ic) and Localmentioning
confidence: 99%
“…The impulse response function is used to investigate the dynamic effects on the system when a variable is subjected to a certain impact (Xu and Lin 2016). It can be used to analyze the time profile of effects of shocks on the future behavior of international crude oil prices and China's refined oil prices.…”
Section: Impulse Response Functions Of Ic and Rdmentioning
confidence: 99%
“…The Vector Autoregressive Model (VAR) model based on economic theory can be used to predict the dynamic relationship between energy and the economy because it can provide a more accurate forecast value [26]. Bin et al [27] used the Vector Autoregressive model to analyze the influencing factors of the changes in carbon dioxide emissions in China's iron and steel industry.…”
Section: Literature Reviewmentioning
confidence: 99%