Parameter estimation and inference with spatial lags and cointegration

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%