Showing 1 - 5 of 5
Persistent link: https://www.econbiz.de/10011800675
Persistent link: https://www.econbiz.de/10012433016
Persistent link: https://www.econbiz.de/10012033721
Persistent link: https://www.econbiz.de/10011800330
estimation of these two top distributions. We leverage the bivariate parametric/non-parametric copula to extrapolate both income … and wealth distributions from German PHF (Panel on Household Finance) data. The copula modelling potentially reduces the …. The copula estimate can help us to perform out-of-sample prediction on the very top of the tail distribution from one …
Persistent link: https://www.econbiz.de/10012438173