Testing the stationarity of CO2 emissions series in Sub-Saharan African countries by incorporating nonlinearity and smooth breaks

We examine the stationarity properties of per capita CO2 emissions for 35 countries in SubSaharan Africa covering the period of 1960-2009. For this examination, we use a nonlinear time series and panel unit root tests. Becker et al.'s (2006) test statistic demonstrates that nonlinearity exists in our data and hence should be incorporated in a test for the unit root. Further, Becker et aL's (2006) test shows evidence of mean reversion in the per capita CO2 emissions for 27 of the countries in Sub-Saharan Africa. However, when we use a panel unit root test with a SPSM procedure, we find that the per capita CO2 emissions for 15 of these countries are stationary. Moreover, when we add a Fourier function to the panel unit root test, we find evidence of stationarity in the per capita CO2 emissions series for all of the 35 countries analyzed. (C) 2016 Elsevier B.V. All rights reserved.