Rank − 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents
Year of publication: |
2011
|
---|---|
Authors: | Gabaix, Xavier ; Ibragimov, Rustam |
Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 29.2011, 1, p. 24-39
|
Publisher: |
American Statistical Association |
Saved in:
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