Similar Search Results - EconBiz

Log(Rank-1/2): A Simple Way to Improve the OLS Estimation of Tail Exponents

Gabaix, Xavier; Ibragimov, Rustam - Harvard Institute of Economic Research (HIER), … - 2006

A popular way to estimate a Pareto exponent is to run an OLS regression: log (Rank) = c - blog (Size), and take b as an estimate of the Pareto exponent. Unfortunately, this procedure is strongly biased in small samples. We provide a simple practical remedy for this bias, and argue that, if one...

Persistent link: https://www.econbiz.de/10005633749

A tale of two tails : peakedness properties in inheritance models of evolutionary theory

Ibragimov, Rustam Ju. - In: Journal of evolutionary economics : JEE 18 (2008) 5, pp. 597-613

Persistent link: https://www.econbiz.de/10003765330

Copula-based characterizations for higher order Markov processes

Ibragimov, Rustam Ju. - In: Econometric theory 25 (2009) 3, pp. 819-846

Persistent link: https://www.econbiz.de/10003864192

Efficiency of linear estimators under heavy-tailedness : convolutions of α-symmetric distributions

Ibragimov, Rustam - In: Econometric theory 23 (2007) 3, pp. 501-517

Persistent link: https://www.econbiz.de/10003541265

On the robustness of location estimators in models of firm growth under heavy-tailedness

Ibragimov, Rustam Ju. - In: Journal of econometrics 181 (2014) 1, pp. 25-33

Persistent link: https://www.econbiz.de/10010473439

Power laws in economics and finance

Gabaix, Xavier - 2008

Persistent link: https://www.econbiz.de/10003754748

Power laws in economics and finance

Gabaix, Xavier - In: Annual review of economics 1 (2009), pp. 255-293

Persistent link: https://www.econbiz.de/10003905297

The tractable "quadratic" class of growth and interest rate processes

Gabaix, Xavier (contributor) - 2006

Persistent link: https://www.econbiz.de/10003431164

The loss aversion/narrow framing approach to the equity premium puzzle : discussion

Gabaix, Xavier - In: Handbook of the equity risk premium, (pp. 230-236). 2008

Persistent link: https://www.econbiz.de/10003598617

Linearity-generating processes : a modelling tool Yielding closed forms for asset prices

Gabaix, Xavier - 2007

Persistent link: https://www.econbiz.de/10003549019

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