Parameter Estimation and Inference with Spatial Lags and Cointegration
Year of publication: |
2013-05
|
---|---|
Authors: | Mutl, Jan ; Sögner, Leopold |
Institutions: | Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) |
Subject: | Dynamic ordinary least squares | cointegration | credit risk | spatial autocorrelation |
-
Parameter estimation and inference with spatial lags and cointegration
Mutl, Jan, (2013)
-
Parameter estimation and inference with spatial lags and cointegration
Mutl, Jan, (2019)
-
Trading the bond-CDS basis : the role of credit risk and liquidity
Gehde-Trapp, Monika, (2009)
- More ...
-
Parameter estimation and inference with spatial lags and cointegration
Mutl, Jan, (2013)
-
Parameter estimation and inference with spatial lags and cointegration
Mutl, Jan, (2013)
-
Parameter estimation and inference with spatial lags and cointegration
Mutl, Jan, (2013)
- More ...