Rank-1/2: A Simple Way to Improve the OLS Estimation of Tail Exponents
收藏NBER2007-09-01 更新2025-01-04 收录
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https://www.nber.org/papers/t0342
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资源简介：
Despite the availability of more sophisticated methods, a popular way to estimate a Pareto exponent is still to run an OLS regression: log(Rank)=a-b log(Size), and take b as an estimate of the Pareto exponent. The reason for this popularity is arguably the simplicity and robustness of this method.
提供机构：
美国国家经济研究局
创建时间：
2007-09-01
