Parameter Estimation and Inference with Spatial Lags and Cointegration
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- Jan Mutl & Leopold Sögner, 2019. "Parameter estimation and inference with spatial lags and cointegration," Econometric Reviews, Taylor & Francis Journals, vol. 38(6), pages 597-635, July.
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Cited by:
- Jan Mutl & Leopold Sögner, 2019.
"Parameter estimation and inference with spatial lags and cointegration,"
Econometric Reviews, Taylor & Francis Journals, vol. 38(6), pages 597-635, July.
- Mutl, Jan & Sögner, Leopold, 2013. "Parameter Estimation and Inference with Spatial Lags and Cointegration," Economics Series 296, Institute for Advanced Studies.
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More about this item
Keywords
Dynamic ordinary least squares; cointegration; credit risk; spatial autocorrelation;All these keywords.
JEL classification:
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2013-05-22 (Econometrics)
- NEP-ETS-2013-05-22 (Econometric Time Series)
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