Rank − 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents
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Publication:5392682
DOI10.1198/jbes.2009.06157zbMath1214.62053OpenAlexW3121843706MaRDI QIDQ5392682
Xavier Gabaix, Rustam Ibragimov
Publication date: 13 April 2011
Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)
Full work available at URL: http://www.nber.org/papers/t0342.pdf
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