Measuring firm size distribution with semi-nonparametric densities
In this article, we propose a new methodology based on a (log) semi-nonparametric (log- SNP) distribution that nests the lognormal and enables better fits in the upper tail of the distribution through the introduction of new parameters. We test the performance of the lognormal and log-SNP distributi...
- Autores:
-
Cortés, Lina
Mora-Valencia, Andrés
Perote, Javier
- Tipo de recurso:
- Fecha de publicación:
- 2017
- Institución:
- Universidad EAFIT
- Repositorio:
- Repositorio EAFIT
- Idioma:
- eng
- OAI Identifier:
- oai:repository.eafit.edu.co:10784/11181
- Acceso en línea:
- http://hdl.handle.net/10784/11181
- Palabra clave:
- Firms size distribution
Heavy tail distributions
Semi-nonparametric modeling
Bivariate distributions.
- Rights
- License
- Acceso abierto