The size distribution of innovations revisited: an application of extreme value statistics to citation and value measures of patent significance
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Publication:280256
DOI10.1016/J.JECONOM.2006.10.017zbMATH Open1418.62534OpenAlexW3021924892MaRDI QIDQ280256FDOQ280256
Gerald Silverberg, Bart Verspagen
Publication date: 9 May 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://collections.unu.edu/view/UNU:1170
Applications of statistics to economics (62P20) Statistics of extreme values; tail inference (62G32)
Cites Work
- An introduction to statistical modeling of extreme values
- A simple general approach to inference about the tail of a distribution
- Selecting the optimal sample fraction in univariate extreme value estimation
- Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems
- Economies of scale in innovations with block-busters
- A percolation model of innovation in complex technology spaces
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Cited In (15)
- On the asymptotics of tail conditional expectation for portfolio loss under bivariate Eyraud-Farlie-Gumbel-Morgenstern copula and heavy tails
- Portfolio diversification and value at risk under thick-tailedness†
- Editorial. The econometrics of intellectual property: an overview
- A robust test for monotonicity in asset returns
- On the robustness of location estimators in models of firm growth under heavy-tailedness
- A Schumpeterian growth model with random quality improvements
- Sieve-based inference for infinite-variance linear processes
- Asymptotic behavior of expected shortfall for portfolio loss under bivariate dependent structure
- Heavy tails and copulas: limits of diversification revisited
- A family of nonparametric unit root tests for processes driven by infinite variance innovations
- Value at risk and efficiency under dependence and heavy-tailedness: models with common shocks
- Effects of patent policy on growth and inequality: exogenous versus endogenous quality improvements
- Portfolio diversification under local and moderate deviations from power laws
- On the asymptotics of value-at-risk for portfolio loss under bivariate Eyraud-Farlie-Gumbel-Morgenstern copula and heavy tails
- UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS
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