Estimation of the spillover effect between patents and innovation using the GARCH-BEKK model
Muhammad Z. Mumtaz, Zachary A. Smith
| Year of publication: |
December 2017
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|---|---|
| Authors: | Mumtaz, Muhammad Zubair ; Smith, Zachary A. |
| Published in: |
Pacific economic review. - Richmond, Victoria : Wiley Publishing Asia, ISSN 1361-374X, ZDB-ID 1386453-1. - Vol. 22.2017, 5, p. 772-791
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| Subject: | Patent | Innovation | Spillover-Effekt | Spillover effect | Produktivitätsentwicklung | Productivity change | ARCH-Modell | ARCH model | Schätzung | Estimation | Pakistan | 1964-2015 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | GARCH-BEKK = Generalized Autoregressive conditionally Heteroskedastic Baba-Engle-Kraft-Kroner model |
| Other identifiers: | 10.1111/1468-0106.12244 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011813577