Rank — 1/2: A Simple Way to Improve the OLS Estimation of Tail Exponents
| Autor: | Gabaix, Xavier, Ibragimov, Rustam |
|---|---|
| Zdroj: | Journal of Business & Economic Statistics, 2011 Jan 01. 29(1), 24-39. |
| Databáze: | JSTOR Journals |
| Externí odkaz: |
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| Autor: | Gabaix, Xavier, Ibragimov, Rustam |
|---|---|
| Zdroj: | Journal of Business & Economic Statistics, 2011 Jan 01. 29(1), 24-39. |
| Databáze: | JSTOR Journals |
| Externí odkaz: |
|