Álvaro Escribano's Research and Publications

Working Papers

Dynamic Conditional Score Models with Time-Varying Location, Scale and Shape Parameters. Joint with Astrid Ayala and Szabolcs Blazsek, 2017.

Score-driven non linear multivariate dynamic location models. Joint with Szabolcs Blazsek and Adrian Licht, 2017.

Nonlinear and asymmetric pricing behaviour in the Spanish gasolina market. Joint with María Torrado, 2017.

Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility. Joint with Genaro Sucarrat, 2016.

Missing Values: An Econometric Approach. Joint with J. Pena, 2015.

Robust methodology for investment climate assessment on productivity: application to investment climate surveys from Central America. Joint with J. L. Guasch and J. Pena, 2014.

Published Papers

The impact of health research on length of stay in Spanish public hospitals. Joint with Antonio García-Romero and Josep A. Tribó, Elsevier B.V Research Policy, V.46, N.3, (591-604), 2017.

Estimation of log-GARCH models in the presence of zero returns. Joint with Genaro Sucarrat, The European Journal of Finance, 2017.

Score-Driven Dynamic Patent Count Panel Data Models. Joint with Szabolcs Blazsek, Economic Letters, 149, 116-119 (2016).

Patent Propensity, R&D and Market Competition: Dynamic Spillovers of Innovation Leaders and Followers. Joint with Szabolcs Blazsek, Journal of Econometrics, 191, Issue 1, 145-163 (2016).

Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models when the Conditional Density is Unknown. Joint with Genaro Sucarrat and Steffen Grønneberg), Computational Statistics and Data Analysis, 100 C, 582-594 (2016).

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