Personal Details
First Name: Rustam
Middle Name:
Last Name: Ibragimov
Suffix:
RePEc Short-ID: pib6
Email: [This author has chosen not to make the email address public]
Homepage:
http://pantheon.yale.edu/~ri23
Postal Address:
Phone:
Affiliation
(in no particular order)
Works
| Working papers | Articles | Access
and download statistics | Citations (if
any)| NEP Fields |
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Working papers
- 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)
- 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!]
- 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!]
- 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!]
- 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!]
- 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!]
- 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!]
- 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!]
- 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!]
- 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!]
- 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!]
- 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!]
- 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!]
- 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!]
- Rustam Ibragimov & Peter C.B. Phillips, 2004.
"Regression Asymptotics Using Martingale Convergence Methods,"
Cowles Foundation Discussion Papers
1473, Cowles Foundation, Yale University.
[Downloadable!]
Articles
- Marat Ibragimov & Rustam Ibragimov, 2007.
"Market Demand Elasticity and Income Inequality,"
Economic Theory,
Springer, vol. 32(3), pages 579-587, September.
[Downloadable!] (restricted)
- 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!]
- 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)
- 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)
NEP Fields
5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
- NEP-DCM: Discrete Choice Models (1) 2005-07-18
- NEP-ECM: Econometrics (4) 2004-07-26 2005-06-14 2005-07-18 2007-09-16 Author is listed
- NEP-ENT: Entrepreneurship (1) 2004-10-30
- NEP-ETS: Econometric Time Series (1) 2004-07-26
- NEP-EXP: Experimental Economics (1) 2005-07-18
- NEP-FIN: Finance (1) 2005-06-14
- NEP-FMK: Financial Markets (1) 2005-07-18
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