Information about:
Rustam Ibragimov

Other registered authors

Email: [This author has chosen not to make the email address public]
Homepage: http://pantheon.yale.edu/~ri23
Postal Address:
Phone:

Affiliation

• Economics Department
  Yale University

  Location: New Haven, Connecticut (United States)
  Homepage: http://www.econ.yale.edu/
  Email:
  Phone: (203) 432-3576
  Fax: (203) 432-5779
  Postal: PO Box 8268, New Haven CT 06520-8268
  Handle: RePEc:edi:edyalus (registered authors at this institution)

Working papers

1. Xavier Gabaix & Rustam Ibragimov, 2007. "Rank-1/2: A Simple Way to Improve the OLS Estimation of Tail Exponents," NBER Technical Working Papers 0342, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

2. Rustam Ibragimov & Donald J. Brown, 2006. "Sign Tests for Dependent Observations," Harvard Institute of Economic Research Working Papers 2099, Harvard - Institute of Economic Research. [Downloadable!]

3. Xavier Gabaix & Rustam Ibragimov, 2006. "Log(Rank-1/2): A Simple Way to Improve the OLS Estimation of Tail Exponents," Harvard Institute of Economic Research Working Papers 2106, Harvard - Institute of Economic Research. [Downloadable!]

4. Rustam Ibragimov & Johan Walden, 2006. "Portfolio Diversification Under Local, Moderate and Global Deviations From Power Laws," Harvard Institute of Economic Research Working Papers 2116, Harvard - Institute of Economic Research. [Downloadable!]

5. Rustam Ibragimov & Johan Walden, 2006. "The Limits of Diversification When Losses May Be Large," Harvard Institute of Economic Research Working Papers 2104, Harvard - Institute of Economic Research. [Downloadable!]

6. Donald J. Brown & Rustam Ibragimov, 2005. "Sign Tests for Dependent Observations and Bounds for Path-Dependent Options," Cowles Foundation Discussion Papers 1518, Cowles Foundation, Yale University. [Downloadable!]

7. Anat Bracha & Jeremy Gray & Rustam Ibragimov & Boaz Nadler & Dmitry Shapiro & Glena Ames & Donald J. Brown, 2005. "Randomized Sign Test for Dependent Observations on Discrete Choice under Risk," Cowles Foundation Discussion Papers 1526, Cowles Foundation, Yale University. [Downloadable!]

8. Rustam Ibragimov, 2005. "Optimal Bundling Strategies For Complements And Substitutes With Heavy-Tailed Valuations," Harvard Institute of Economic Research Working Papers 2088, Harvard - Institute of Economic Research. [Downloadable!]

9. Rustam Ibragimov, 2005. "Portfolio Diversification and Value at Risk Under Thick-Tailedness," Harvard Institute of Economic Research Working Papers 2086, Harvard - Institute of Economic Research. [Downloadable!]

10. Rustam Ibragimov, 2005. "Demand-Driven Innovation and Spatial Competition Over Time Under Heavy-Tailed Signals," Harvard Institute of Economic Research Working Papers 2087, Harvard - Institute of Economic Research. [Downloadable!]

11. Rustam Ibragimov, 2005. "Copula-Based Dependence Characterizations and Modeling for Time Series," Harvard Institute of Economic Research Working Papers 2094, Harvard - Institute of Economic Research. [Downloadable!]

12. Rustam Ibragimov, 2005. "A Tale of Two Tails: Peakedness Properties in Inheritance Models of Evolutionary Theory," Harvard Institute of Economic Research Working Papers 2092, Harvard - Institute of Economic Research. [Downloadable!]

13. Rustam Ibragimov, 2005. "On Efficiency of Linear Estimators Under Heavy-Tailedness," Harvard Institute of Economic Research Working Papers 2085, Harvard - Institute of Economic Research. [Downloadable!]

14. Rustam Ibragimov, 2004. "Shifting paradigms: on the robustness of economic models to heavy-tailedness assumptions," Econometric Society 2004 Latin American Meetings 105, Econometric Society. [Downloadable!]

15. Rustam Ibragimov & Peter C.B. Phillips, 2004. "Regression Asymptotics Using Martingale Convergence Methods," Cowles Foundation Discussion Papers 1473, Cowles Foundation, Yale University. [Downloadable!]

1. Marat Ibragimov & Rustam Ibragimov, 2007. "Market Demand Elasticity and Income Inequality," Economic Theory, Springer, vol. 32(3), pages 579-587, September. [Downloadable!] (restricted)

2. Ibragimov, Rustam, 2007. "EFFICIENCY OF LINEAR ESTIMATORS UNDER HEAVY-TAILEDNESS: CONVOLUTIONS OF [alpha]-SYMMETRIC DISTRIBUTIONS," Econometric Theory, Cambridge University Press, vol. 23(03), pages 501-517, April. [Downloadable!]

3. Marat Ibragimov, 2001. "exposita notes : A method of calculating the spectral radius of a nonnegative matrix and its applications," Economic Theory, Springer, vol. 17(2), pages 467-480. [Downloadable!] (restricted)

4. R. Ibragimov, 1999. "Analogues of Khintchine, Marcinkiewicz-Zygmund and Rosenthal Inequalities for Symmetric Statistics," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association and Swedish Statistical Association, vol. 26(4), pages 621-633. [Downloadable!] (restricted)

1. NEP-DCM: Discrete Choice Models (1) 2005-07-18
2. NEP-ECM: Econometrics (4) 2004-07-26 2005-06-14 2005-07-18 2007-09-16 Author is listed
3. NEP-ENT: Entrepreneurship (1) 2004-10-30
4. NEP-ETS: Econometric Time Series (1) 2004-07-26
5. NEP-EXP: Experimental Economics (1) 2005-07-18
6. NEP-FIN: Finance (1) 2005-06-14
7. NEP-FMK: Financial Markets (1) 2005-07-18

This page was last updated on 2008-8-28.