Parameter estimation and inference with spatial lags and cointegration (Q5860949)
From MaRDI portal
scientific article; zbMATH DE number 7484482
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation and inference with spatial lags and cointegration |
scientific article; zbMATH DE number 7484482 |
Statements
Parameter estimation and inference with spatial lags and cointegration (English)
0 references
4 March 2022
0 references
cointegration
0 references
credit risk
0 references
dynamic ordinary least squares
0 references
spatial autocorrelation
0 references
0 references
0 references
0 references
0 references
0 references
