Time trends and persistence in PM2.5 in 20 megacities: evidence for the time period 2018–2020

被引：0
作者：
Lorenzo Bermejo
Luis A. Gil-Alana
Marta del Río
机构：
[1] Universidad Villanueva,Faculty of Economics
[2] University of Navarra,Department of Economics, Faculty of Economics
[3] University Francisco de Vitoria,undefined
来源：
Environmental Science and Pollution Research | 2023年 / 30卷
关键词：
Particular matters; PM; Long memory; Fractional integration; Time trends; C22; Q53;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
The degree of persistence in daily data for PM2.5 in 20 relevant megacities such as Bangkok, Beijing, Mumbai, Calcutta, Canton, Dhaka, Delhi, Jakarta, London, Los Angeles, Mexico City, Moscow, New York, Osaka. Paris, Sao Paulo, Seoul, Shanghai, Tientsin, and Tokyo is examined in this work. The analysis developed is based on fractional integration techniques. Specifically, the differentiation parameter is used to measure the degree of persistence in the series under study, which collects data on daily measurements carried out from January 1, 2018, to December 31, 2020. The results obtained show that the estimated values for the differentiation parameter are restricted to the interval (0, 1) in all cases, which allows us to conclude that there is a mean reverting pattern and, therefore, transitory effects of shocks.
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页码：5603 / 5620
页数：17
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