Score-driven dynamic patent count panel data models

DOI10.1016/J.ECONLET.2016.10.026MaRDI QIDQ1668650zbMATH OpenOpenAlexFDO

Authors Szabolcs Blazsek, Alvaro Escribano

Publication date 29 August 2018

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10016/25168

zbMATH Keywords

research and developmentquasi-maximum likelihooddynamic conditional scorepatent count panel data

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 777596 (Why is no real title available?)
• Dynamic models for volatility and heavy tails. With applications to financial and economic time series
• Econometric analysis of cross section and panel data.
• Efficiency Bounds for Semiparametric Regression
• Individual effects and dynamics in count data models.
• Knowledge spillovers in US patents: a dynamic patent intensity model with secret common innovation factors
• Maximum likelihood estimation for an observation driven model for Poisson counts
• Observation-driven models for Poisson counts
• Patent propensity, R\&D and market competition: dynamic spillovers of innovation leaders and followers
• Pseudo Maximum Likelihood Methods: Applications to Poisson Models
• Pseudo Maximum Likelihood Methods: Theory
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

Cited in

(5)

• Individual effects and dynamics in count data models.
• A smooth dynamic network model for patent collaboration data
• Knowledge spillovers in US patents: a dynamic patent intensity model with secret common innovation factors
• Accounting for persistence in panel count data models. An application to the number of patents awarded
• Generalized autoregressive conditional betas: a new multivariate score-driven filter

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