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- Dungey, Mardi, et al. Show all 2 Author
- Economics letters 2018 v.162 pp. 81-85
- research and development; trade
- ... Using a network approach we identify critical sectors for 49 economies. Wholesale trade is dominant for over half the countries, but increasingly R&D activities have an equivalent importance. Recognizing R&D as critical urges caution against disinvesting in this sector. ...
- Dungey, Mardi, et al. Show all 4 Authors
- Economics letters 2014 v.124 no.3 pp. 362-366
- economics; models; United States
- ... We propose a new semiparametric autoregressive duration (SACD) model, which incorporates the parametric and nonparametric estimators of the conditional duration in a multiplicative way. Asymptotic properties for this combined estimator are presented. The empirical application to the transaction duration of the US 2-Year Treasury note shows the outperformance of our SACD models over parametric ACD ...