Parameter estimation and inference with spatial lags and cointegration
Year of publication: |
2013
|
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Authors: | Mutl, Jan ; Sögner, Leopold |
Publisher: |
Vienna : Institute for Advanced Studies (IHS) |
Subject: | dynamic ordinary least squares | cointegration | credit risk | spatial autocorrelation |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 744068525 [GVK] hdl:10419/72691 [Handle] RePEc:ihs:ihsesp:296 [RePEc] |
Classification: | C31 - Cross-Sectional Models; Spatial Models ; C32 - Time-Series Models |
Source: |
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