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)

Lists

1. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
2. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors

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!]
    Published as:
    • Ibragimov, Rustam & Phillips, Peter C.B., 2008. "Regression Asymptotics Using Martingale Convergence Methods," Econometric Theory, Cambridge University Press, vol. 24(04), pages 888-947, August. [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. 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)

3. 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)

4. RePEc:cup:etheor:v:23:y:2007:i:03:p:501-517 is not listed on IDEAS

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 2009-11-4.