Rank-1/2 : A Simple Way to Improve the Ols Estimation of Tail Exponents
Year of publication: |
[2007]
|
---|---|
Authors: | Ibragimov, Rustam |
Other Persons: | Gabaix, Xavier (contributor) |
Publisher: |
[2007]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Kleinste-Quadrate-Methode | Least squares method |
Extent: | 1 Online-Ressource (37 p) |
---|---|
Series: | NBER Working Paper ; No. t0342 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 2007 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Kleinste-Quadrate-Schätzung in GARCH(p,q)-Modellen mit Methoden der nichtlinearen Optimierung
Weigl, Thomas, (2000)
-
Undiscounted recursive path choice models : convergence properties and algorithms
Mai Tien, (2022)
-
Wolberg, John R., (2006)
- More ...
-
Rank − 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents
Gabaix, Xavier, (2011)
-
Rank - 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents
Gabaix, Xavier, (2011)
-
Rank-1/2: A Simple Way to Improve the OLS Estimation of Tail Exponents
Gabaix, Xavier, (2007)
- More ...