Similar Search Results - EconBiz

Propensity to patent, R&D and market competition : dynamic spillovers of innovation leaders and followers

Blazsek, Szabolcs; Escribano, Álvaro - Departamento de Economía, Universidad Carlos III de Madrid - 2014

Dynamic interactions among stock return, Research and Development (R&D) expenses, patent applications based on R&D investment, and the propensity to patent are studied in this work for a panel of firms from the United States. The panel includes technologically similar firms, neck-to-neck, mostly...

Persistent link: https://www.econbiz.de/10010861822

Score-driven dynamic patent count panel data models

Blazsek, Szabolcs; Escribano, Álvaro - 2016

Persistent link: https://www.econbiz.de/10011541406

Dynamic conditional score patent count panel data models

Blazsek, Szabolcs; Escribano, Álvaro - 2015

Persistent link: https://www.econbiz.de/10011522402

Co-integration and common trends analysis with score-driven models : an application to the federal funds effective rate and US inflation rate

Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2019

Persistent link: https://www.econbiz.de/10012100515

Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk

Ayala, Astrid; Blazsek, Szabolcs; Escribano, Álvaro - 2019

Persistent link: https://www.econbiz.de/10012100535

Score-driven time series models with dynamic shape : an application to the Standard & Poor's 500 index

Ayala, Astrid; Blazsek, Szabolcs; Escribano, Álvaro - 2019

Persistent link: https://www.econbiz.de/10012100546

Score-driven dynamic patent count panel data models

Blazsek, Szabolcs; Escribano, Álvaro - In: Economics letters 149 (2016), pp. 116-119

Persistent link: https://www.econbiz.de/10011620196

Nonlinear common trends for the global crude oil market : Markov-switching score-driven models of the multivariate t-distribution

Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2020

Persistent link: https://www.econbiz.de/10012221928

Dynamic stochastic general equilibrium inference using a score-driven approach

Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2020

Persistent link: https://www.econbiz.de/10012221929

Markov-switching score-driven multivariate models : outlier-robust measurement of the relationships between world crude oil production and US industrial production

Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2019

Persistent link: https://www.econbiz.de/10012158760

A service of the