| Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers S Blazsek, A Escribano Journal of Econometrics 191 (1), 145-163, 2016 | 82 | 2016 |
| Knowledge spillovers in US patents: A dynamic patent intensity model with secret common innovation factors S Blazsek, A Escribano Journal of Econometrics 159 (1), 14-32, 2010 | 36 | 2010 |
| Score-driven Markov-switching EGARCH models: an application to systematic risk analysis S Blazsek, HC Ho, SP Liu Applied Economics 50 (56), 6047-6060, 2018 | 28 | 2018 |
| Is Beta-t-EGARCH (1, 1) superior to GARCH (1, 1)? S Blazsek, M Villatoro Applied Economics 47 (17), 1764-1774, 2015 | 27 | 2015 |
| Renewable energy innovations in Europe: a dynamic panel data approach N Ayari, S Blazsek, P Mendi Applied Economics 44 (24), 3135-3147, 2012 | 26 | 2012 |
| Effects of tidy/messy work environment on human accuracy R Mateo, JR Hernández, C Jaca, S Blazsek Management Decision 51 (9), 1861-1877, 2013 | 25 | 2013 |
| Analysis of electricity prices for Central American countries using dynamic conditional score models S Blazsek, H Hernández Empirical Economics 55 (4), 1807-1848, 2018 | 24 | 2018 |
| Regime switching models of hedge fund returns S Blazsek, A Downarowicz Facultad de Ciencias Económicas y Empresariales Working Paper, 2008 | 20 | 2008 |
| Dynamic conditional score models: a review of their applications S Blazsek, A Licht Applied Economics 52 (11), 1181-1199, 2020 | 18 | 2020 |
| Co-integration with score-driven models: an application to US real GDP growth, US inflation rate, and effective federal funds rate S Blazsek, A Escribano, A Licht Macroeconomic Dynamics 27 (1), 203-223, 2023 | 16 | 2023 |
| Score-driven copula models for portfolios of two risky assets A Ayala, S Blazsek The European Journal of Finance 24 (18), 1861-1884, 2018 | 16 | 2018 |
| QARMA-Beta-t-EGARCH versus ARMA-GARCH: an application to S&P 500 S Blazsek, V Mendoza Applied Economics 48 (12), 1119-1129, 2016 | 16 | 2016 |
| Score-driven location plus scale models: asymptotic theory and an application to forecasting Dow Jones volatility S Blazsek, A Escribano, A Licht Studies in Nonlinear Dynamics & Econometrics 28 (1), 61-82, 2024 | 15 | 2024 |
| How has the financial crisis affected the fiscal convergence of Central and Eastern Europe to the Eurozone? A Ayala, S Blazsek Applied Economics Letters 19 (5), 471-476, 2012 | 14 | 2012 |
| Intertemporal choice experiments and large-stakes behavior D Aycinena, S Blazsek, L Rentschler, C Sprenger Journal of Economic Behavior & Organization 196, 484-500, 2022 | 13 | 2022 |
| Markov regime-switching Beta-t-EGARCH S Blazsek, HC Ho Applied Economics 49 (47), 4793-4805, 2017 | 13 | 2017 |
| Multivariate Markov-switching score-driven models: An application to the global crude oil market S Blazsek, A Escribano, A Licht Studies in Nonlinear Dynamics & Econometrics 26 (3), 313-335, 2022 | 12 | 2022 |
| Score-driven nonlinear multivariate dynamic location models S Blazsek, Á Escribano, A Licht Department of Economics, University Carlos III of Madrid, Working Paper, 17-08, 2017 | 12 | 2017 |
| Score-driven dynamic patent count panel data models S Blazsek, A Escribano Economics Letters 149, 116-119, 2016 | 12 | 2016 |
| Equity market neutral hedge funds and the stock market: an application of score-driven copula models A Ayala, S Blazsek Applied Economics 50 (37), 4005-4023, 2018 | 11 | 2018 |
ALVARO ESCRIBANOProfessor of Economics, Universidad Carlos III de MadridVerified email at eco.uc3m.es
