Score-driven dynamic patent count panel data models
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DOI: 10.1016/j.econlet.2016.10.026
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- Blazsek, Szabolcs, 2016. "Score-driven dynamic patent count panel data models," UC3M Working papers. Economics 23458, Universidad Carlos III de Madrid. Departamento de EconomÃa.
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Blazsek, Szabolcs & Licht, Adrian, 2018. "Seasonal Quasi-Vector Autoregressive Models with an Application to Crude Oil Production and Economic Activity in the United States and Canada," UC3M Working papers. Economics 27484, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Blazsek, Szabolcs & Escribano, Alvaro, 2023.
"Score-driven threshold ice-age models: Benchmark models for long-run climate forecasts,"
Energy Economics, Elsevier, vol. 118(C).
- Blazsek, Szabolcs, 2022. "Score-driven threshold ice-age models: benchmark models for long-run climate forecasts," UC3M Working papers. Economics 34757, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Blazsek, Szabolcs & Escribano, Alvaro & Kristof, Erzsebet, 2024.
"Global, Arctic, and Antarctic sea ice volume predictions using score-driven threshold climate models,"
Energy Economics, Elsevier, vol. 134(C).
- Blazsek, Szabolcs Istvan & Kristof, Erzsebet, 2024. "Global, Arctic, and Antarctic sea ice volume predictions: using score-driven threshold climate models," UC3M Working papers. Economics 39546, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Ayala, Astrid & Blazsek, Szabolcs, 2019. "Score-driven time series models with dynamic shape : an application to the Standard & Poor's 500 index," UC3M Working papers. Economics 28133, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Blazsek, Szabolcs & Licht, Adrian, 2019. "Markov-switching score-driven multivariate models: outlier-robust measurement of the relationships between world crude oil production and US industrial production," UC3M Working papers. Economics 29030, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Blazsek, Szabolcs & Licht, Adrian, 2018. "Seasonality Detection in Small Samples using Score-Driven Nonlinear Multivariate Dynamic Location Models," UC3M Working papers. Economics 27483, Universidad Carlos III de Madrid. Departamento de EconomÃa.
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More about this item
Keywords
Research and development; Patent count panel data; Dynamic conditional score; Quasi-maximum likelihood;All these keywords.
JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- O3 - Economic Development, Innovation, Technological Change, and Growth - - Innovation; Research and Development; Technological Change; Intellectual Property Rights
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