Score-driven dynamic patent count panel data models

C-Tier
Journal: Economics Letters
Year: 2016
Volume: 149
Issue: C
Pages: 116-119

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In this paper, we propose the use of Dynamic Conditional Score (DCS) count panel data models. We compare the statistical performance of the static model with different dynamic models: finite distributed lag, exponential feedback and different DCS models. For DCS, we consider random walk or quasi-autoregressive dynamics. We use panel data for a large cross section of United States firms for period 1979–2000, and the Poisson quasi-maximum likelihood estimator with fixed effects. The empirical results suggest that DCS has the best statistical performance.

Technical Details

RePEc Handle
repec:eee:ecolet:v:149:y:2016:i:c:p:116-119
Journal Field
General
Author Count
2
Added to Database
2026-01-24