Rank-1/2 : A Simple Way to Improve the OLS Estimation of Tail Exponents
Year of publication: |
September 2007
|
---|---|
Authors: | Gabaix, Xavier |
Other Persons: | Ibragimov, Rustam (contributor) |
Institutions: | National Bureau of Economic Research (contributor) |
Publisher: |
Cambridge, Mass : National Bureau of Economic Research |
Subject: | Theorie | Theory | Kleinste-Quadrate-Methode | Least squares method |
Extent: | 1 Online-Ressource |
---|---|
Series: | NBER technical working paper series ; no. t0342 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Mode of access: World Wide Web System requirements: Adobe [Acrobat] Reader required for PDF files Hardcopy version available to institutional subscribers. |
Other identifiers: | 10.3386/t0342 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Kleinste-Quadrate-Schätzung in GARCH(p,q)-Modellen mit Methoden der nichtlinearen Optimierung
Weigl, Thomas, (2000)
-
Wolberg, John R., (2006)
-
Undiscounted recursive path choice models : convergence properties and algorithms
Mai Tien, (2022)
- More ...
-
Log(Rank-1/2) : a simple way to improve the ols estimation of tail exponents
Gabaix, Xavier, (2006)
-
Rank-1/2 : a simple way to improve the OLS estimation of tail exponents
Gabaix, Xavier, (2007)
-
Rank-1/2 : a simple way to improve the OLS estimation of tail exponents
Gabaix, Xavier, (2011)
- More ...