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Parameter estimation and inference with spatial lags and cointegration
Jan Mutl, Leopold Sögner
Economics
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Dive into the research topics of 'Parameter estimation and inference with spatial lags and cointegration'. Together they form a unique fingerprint.
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Keyphrases
Parameter Estimation
100%
Spatial Lag
100%
Credit Default Swap Spreads
100%
Parameter Inference
100%
Spatial Cointegration
100%
Input-output
50%
Spatial Correlation
50%
Closeness Measure
50%
U.S. Financial Markets
50%
Large Sample Properties
50%
Data Market
50%
Firm-specific
50%
Two-stage Least Squares Estimation
50%
Dynamic Panel Model
50%
Economic Space
50%
Industry Data
50%
Cointegrating Relationships
50%
Dynamic Ordinary Least Squares
50%
Economics, Econometrics and Finance
Credit Derivative
100%
Industry
50%
Financial Market
50%
Panel Data Model
50%