Rolling regressions and conditional correlations of foreign patents in the USA

Environmental Modelling and Software

Volumn 20, Issue 11, 2005, Pages 1413-1422

  Chan, Felix ^a   Marinova, Dora ^b   McAleer, Michael ^a  

^a UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

^b MURDOCH UNIVERSITY   (Australia)

Author keywords

Asymmetries; GARCH; Multivariate GARCH; Patent growth rate; Patent ratio

Indexed keywords

CORRELATION METHODS; MATHEMATICAL MODELS; REGRESSION ANALYSIS;

AUTOREGHRESSIVE CONDITIONAL HETEROSCEDASTICITY; CONDITIONAL VARIANCE; CONSTANT CONDITIONAL CORRELATION; PATENT GROWTH RATES;

PATENTS AND INVENTIONS;

INNOVATION; INTELLECTUAL PROPERTY RIGHTS; MULTIVARIATE ANALYSIS; REGRESSION ANALYSIS;

NORTH AMERICA; UNITED STATES; WESTERN HEMISPHERE; WORLD;

EID: 16244415926     PISSN: 13648152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.envsoft.2004.09.021     Document Type: Article

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