We propose to use the attractiveness of pooling relatively short time series that display similar dynamics, but without restricting to pooling all into one group. We suggest estimating the appropriate grouping of time series simultaneously along with the group-specific model parameters. We cast...

In this paper I present a time series analysis based on a metrical approach. I use a definition of distance which depends on the sample correlation coefficient among bonds. The dataset consists on daily returns of US treasury bonds. By mean of a Linkage-Algorithm bonds are classified according...

This article looks at the spatial distribution of patent activity among publicly traded companies in the U.S. pharmaceutical industry. Data for two time periods show that patent introductions tend to favor the Northeast. Significant locational variations are uncovered in the innovation...