AMG augmented mean group BRICS Brazil, China, India and South Africa CADF cross-sectional augmented Dickey–Fuller CCEMG common correlated effects mean group CIPS cross-sectional Im, Pesaran, and Shin CNE carbon neutrality CO2 carbon dioxide CS-ARDL cross-section autoregressive distributed lag CSD cross-sectional dependency DEA data envelopment analysis D-H Dumitrescu and Hurlin DID difference-in-differences DOLS dynamic ordinary least squares ECT error correction term EKC environmental...