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International Technology Diffusion of Joint and Cross-border Patents
Chang, Chia-Lin; McAleer, Michael; Tang, Ju-Ting - 2013
economic growth, every country has sensibly invested in international cooperation, learning, innovation, technology diffusion … is necessary to increase expenditure on R&D for business enterprises and higher education, exports and technology. If the …
Persistent link: https://www.econbiz.de/10010326134
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Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices
Koopman, Siem Jan; Ooms, Marius; Carnero, M. Angeles - 2005
Novel periodic extensions of dynamic long memory regression models with autoregressive conditional heteroskedastic errors are considered for the analysis of daily electricity spot prices. The parameters of the model with mean and variance specifications are estimated simultaneously by the method...
Persistent link: https://www.econbiz.de/10010325542
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Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility
Chen, Ping-Yu; Chang, Chia-Lin; Chen, Chi-Chung; … - 2013
mean and volatility. The endogenous structural breakpoint unit root test, ARDL model, and alternative volatility models … price while the volatility of global fertilizer prices and crude oil price from March to December 2008 are higher than in …
Persistent link: https://www.econbiz.de/10010326493