Page 42 - Read Online

Özbek et al. Carbon Footprints 2025, 4, 30 https://dx.doi.org/10.20517/cf.2025.43 Page 21 of 21

51. EIA. Available from: https://www.eia.gov/opendata/ [Last accessed on 25 Oct 2025].
52. World Development Indicators. Available from: https://databank.worldbank.org/source/world-development-indicators [Last accessed
on 25 Oct 2025].
53. Mishra, S.; Sharif, A.; Khuntia, S.; Meo, M. S.; Rehman Khan, S. A. Does oil prices impede Islamic stock indices? Fresh insights from
wavelet-based quantile-on-quantile approach. Resour. Policy. 2019, 62, 292-304. DOI
54. Mishra, S.; Sinha, A.; Sharif, A.; Suki, N. M. Dynamic linkages between tourism, transportation, growth and carbon emission in the
USA: evidence from partial and multiple wavelet coherence. Curr. Issues. Tour. 2020, 23, 2733-55. DOI
55. Dickey, D. A.; Fuller, W. A. Likelihood ratio statistics for autoregressive time series with a unit root. Econometrica 1981, 49, 1057.
DOI
56. Phillips, P. C. B.; Perron, P. Testing for a unit root in time series regression. Biometrika 1988, 75, 335-46. DOI
57. Telatar, E.; Kazdagli, H. Re-examine the long-run purchasing power parity hypothesis for a high inflation country: the case of Turkey
1980-93. Appl. Econ. Lett. 1998, 5, 51-3. DOI
58. Christopoulos, D. K.; León-Ledesma, M. A. Smooth breaks and non-linear mean reversion: post-bretton woods real exchange rates. J.
Int. Money. Finance. 2010, 29, 1076-93. DOI
59. Becker, R.; Enders, W.; Hurn, S. A general test for time dependence in parameters. J. Appl. Econom. 2004, 19, 899-906. DOI
60. Becker, R.; Enders, W.; Lee, J. A stationarity test in the presence of an unknown number of smooth breaks. J. Time. Ser. Anal. 2006,
27, 381-409. DOI
61. Lee, J.; Enders, W. Testing for a unit-root with a nonlinear Fourier function. 2004; pp. 1-47. Available from: https://ideas.repec.org/p/
ecm/feam04/457.html [Last accessed on 28 Oct 2025]
62. Ludlow, J.; Enders, W. Estimating non-linear ARMA models using Fourier coefficients. Int. J. Forecast. 2000, 16, 333-47. DOI
63. Mcnown, R.; Sam, C. Y.; Goh, S. K. Bootstrapping the autoregressive distributed lag test for cointegration. Appl. Econ. 2018, 50,
1509-21. DOI
64. Pesaran, M. H.; Shin, Y.; Smith, R. J. Bounds testing approaches to the analysis of level relationships. J. Appl. Econom. 2001, 16, 289-
326. DOI
65. Sam, C. Y.; Mcnown, R.; Goh, S. K. An augmented autoregressive distributed lag bounds test for cointegration. Econ. Model. 2019,
80, 130-41. DOI
66. Phillips, P. C. B.; Hansen, B. E. Statistical inference in instrumental variables regression with i(1) processes. Rev. Econ. Stud. 1990,
57, 99. DOI
67. Park, J. Y. Canonical cointegrating regressions. Econometrica 1992, 60, 119. DOI
68. Nazlioglu, S.; Gormus, N. A.; Soytas, U. Oil prices and real estate investment trusts (REITs): gradual-shift causality and volatility
transmission analysis. Energy. Econ. 2016, 60, 168-75. DOI
69. Enders, W.; Jones, P. Grain prices, oil prices, and multiple smooth breaks in a VAR. Stud. Nonlinear. Dyn. Econom. 2016, 20, 399-
419. DOI
70. Hepsağ, A. Critical values for FADF and FKSS unit root tests (model with a constant and a linear trend); 2021. Available from: https://
www.researchgate.net/publication/352750116_Critical_Values_for_FADF_and_FKSS_Unit_Root_Tests_Model_with_a_constant_
and_a_linear_trend [Last accessed on 25 Oct 2025].
71. Narayan, P. K. The saving and investment nexus for China: evidence from cointegration tests. Appl. Econ. 2005, 37, 1979-90. DOI