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Do inventors talk to strangers? on proximity and collaborative knowledge creation

Crescenzi, Riccardo; Nathan, Max; Rodríguez-Pose, Andrés - London School of Economics (LSE) - 2014

inventors shape their collaboration decisions. Using a new panel of UK inventors and a novel identification strategy, this paper … systematically explores the net effects of all these ‘proximities’ on co-patenting. The regression analysis allows us to identify the … show that physical proximity is an important influence on collaboration, but is mediated by organisational and ethnic …

Persistent link: https://www.econbiz.de/10011126607

Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates

Chen, Xiaohong; Fan, Yanqin; Patton, Andrew J. - London School of Economics (LSE) - 2004

Evidence that asset returns are more highly correlated during volatile markets and during market downturns (see Longin and Solnik, 2001, and Ang and Chen, 2002) has lead some researchers to propose alternative models of dependence. In this paper we develop two simple goodness-of-fit tests for...

Persistent link: https://www.econbiz.de/10010746302

Are "market neutral" hedge funds really market neutral?

Patton, Andrew J. - London School of Economics (LSE) - 2004

standard correlation-based definition of neutrality. Variance neutrality, Value-at-Risk neutrality and tail neutrality all …

Persistent link: https://www.econbiz.de/10010746652

Inference on power law spatial trends (Running Title: Power Law Trends)

Robinson, Peter M. - London School of Economics (LSE) - 2011

Power law or generalized polynomial regressions with unknown real-valued exponents and coefficients, and weakly dependent errors, are considered for observations over time, space or space-time. Consistency and asymptotic normality of nonlinear least squares estimates of the parameters are...

Persistent link: https://www.econbiz.de/10011126136