Parameter estimation and inference with spatial lags and cointegration
Jan Mutl and Leopold Sögner
| Year of publication: |
2019
|
|---|---|
| Authors: | Mutl, Jan ; Sögner, Leopold |
| Subject: | Cointegration | credit risk | dynamic ordinary least squares | spatial autocorrelation | Kleinste-Quadrate-Methode | Least squares method | Kreditrisiko | Credit risk | Kointegration | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2017.1382803 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012181339