Parameter estimation and inference with spatial lags and cointegration

DOI10.1080/07474938.2017.1382803zbMath1490.62471OpenAlexW3125218689MaRDI QIDQ5860949

Leopold Sögner, Jan Mutl

Publication date: 4 March 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2017.1382803

zbMATH Keywords

cointegrationcredit riskspatial autocorrelationdynamic ordinary least squares

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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