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Equation-by-equation estimation of multivariate periodic electricity price volatility
Escribano, Álvaro; Sucarrat, Genaro - 2016
Persistent link: https://www.econbiz.de/10011541411
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Unbiased QML estimation of log-GARCH models in the presence of zero returns
Sucarrat, Genaro; Escribano, Álvaro - 2013
Persistent link: https://www.econbiz.de/10010476962
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Score-driven dynamic patent count panel data models
Blazsek, Szabolcs; Escribano, Álvaro - 2016
Persistent link: https://www.econbiz.de/10011541406
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Propensity to patent, R&D and market competition : dynamic spillovers of innovation leaders and followers
Blazsek, Szabolcs; Escribano, Álvaro - 2014
Persistent link: https://www.econbiz.de/10010483247
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Seasonality detection in small samples using score-driven nonlinear multivariate dynamic location models
Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2018
Persistent link: https://www.econbiz.de/10011914526
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Seasonal quasi-vector autoregressive models with an application to crude oil production and economic activity in the United States and Canada
Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2018
Persistent link: https://www.econbiz.de/10011914528
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Dynamic conditional score patent count panel data models
Blazsek, Szabolcs; Escribano, Álvaro - 2015
Persistent link: https://www.econbiz.de/10011522402
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Seasonal quasi-vector autoregressive models for macroeconomic data
Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2018
Persistent link: https://www.econbiz.de/10011799946
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Dynamic conditional score models with time-varying location, scale and shape parameters
Ayala, Astrid; Blazsek, Szabolcs; Escribano, Álvaro - 2017
Persistent link: https://www.econbiz.de/10011800085
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Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market
Escribano, Álvaro; Torrado, María - 2017
Persistent link: https://www.econbiz.de/10011800161