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Assessing the relative importance of multiple channels for embodied and disembodied technological spillovers
Krammer, Sorin M. S. - In: Technological forecasting & social change : an … 81 (2014), pp. 272-286
Persistent link: https://www.econbiz.de/10010403141
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Innovation, international R&D spillovers and the sectoral heterogeneity of knowledge flows
Malerba, Franco; Mancusi, Maria Luisa; Montobbio, Fabio - In: Review of world economics 149 (2013) 4, pp. 697-722
Persistent link: https://www.econbiz.de/10010238553
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R&D spillovers and employment : evidence from European patent data
Agovino, Massimiliano; Aldieri, Luigi; Garofalo, Antonio; … - In: Empirica : journal of european economics 45 (2018) 2, pp. 247-260
Persistent link: https://www.econbiz.de/10011965831
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Do indigenous or foreign innovation efforts matter for the middle-income economies transition to the higher-income rank? : an empirical evidence
Huong Thu Ngo - In: Innovation and development : RIAD 13 (2023) 3, pp. 621-638
Persistent link: https://www.econbiz.de/10014438538
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Multivariate dynamic intensity peaks-over-threshold models
Hautsch, Nikolaus; Herrera, Rodrigo - 2015
We propose a multivariate dynamic intensity peaks-over-threshold model to capture extreme events in a multivariate time series of returns. The random occurrence of extreme events exceeding a threshold is modeled by means of a multivariate dynamic intensity model allowing for feedback effects...
Persistent link: https://www.econbiz.de/10011336494
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Value at risk forecasts by extreme value models in a conditional duration framework
Herrera, Rodrigo; Schipp, Bernhard - In: Journal of empirical finance 23 (2013), pp. 33-47
Persistent link: https://www.econbiz.de/10010221789
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Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe; Lu, Ye; Rahbek, Anders; … - 2021 - This version: March 2021
Persistent link: https://www.econbiz.de/10012627515
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Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe; Lu, Ye; Rahbek, Anders; … - In: Journal of econometrics 235 (2023) 1, pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
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Estimating a non-parametric memory kernel for mutually exciting point processes
Clements, Adam; Hurn, Stan; Lindsay, Kenneth A.; … - In: Journal of financial econometrics 21 (2023) 5, pp. 1759-1790
Persistent link: https://www.econbiz.de/10014444733
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Alternative weighting approaches to computing indexes of economic activity
Lim, Guay C.; Viet Hoang Nguyen - In: Journal of economic surveys 29 (2015) 2, pp. 287-300
Persistent link: https://www.econbiz.de/10011381946