This paper examines the hypothesis of stochastic convergence for two air pollutants emissions (carbon dioxide [CO
2] and sulfur dioxide [SO
2]). The value-added of this paper lies in the use of a recent, alternative econometric method, a pair-wise approach that considers
all the possible pairs of log per-capita pollutant emission gaps across all the countries in the sample. In this method, all
emissions differences must be stationary around a constant mean. Empirical results support different conclusions on stochastic
convergence in per capita CO
2 and SO
2 emissions depending on the choice of the unit root test. The use of specific critical values from the ADF-KPSS joint test
overcomes these initial conflicting results and leads to small percentages of stationary pairs around a constant mean; which
invalidate the hypothesis of stochastic convergence for per capita emissions of CO
2 and SO
2, even over the OECD sub-dataset.
Keywords Air pollution - Carbon dioxide - Joint confirmation Hypothesis - Stochastic convergence - Sulfur dioxide - Unit roots
JEL Classification C32 - C33 - Q53 - Q54