A bootstrap method to test for the existence of finite moments
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- Danielsson, J. & de Haan, L. & Peng, L. & de Vries, C. G., 2001.
"Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation,"
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- Daníelsson, J. & de Haan, L.F.M. & Peng, L. & de Vries, C.G., 2000. "Using a bootstrap method to choose the sample fraction in tail index estimation," Econometric Institute Research Papers EI 2000-19/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
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- Igor Fedotenkov, 2014.
"A note on the bootstrap method for testing the existence of finite moments,"
Department of Statistics, University of Bologna, vol. 74(4), pages 447-453.
- Fedotenkov, Igor, 2015. "A note on the bootstrap method for testing the existence of finite moments," MPRA Paper 66033, University Library of Munich, Germany.
- Trapani, Lorenzo, 2016. "Testing for (in)finite moments," Journal of Econometrics, Elsevier, vol. 191(1), pages 57-68.
- Fedotenkov, Igor, 2015. "A simple nonparametric test for the existence of finite moments," MPRA Paper 66089, University Library of Munich, Germany.
- Alessandro Bucciol & Laura Cavalli & Igor Fedotenkov & Paolo Pertile & Veronica Polin & Nicola Sartor & Alessandro Sommacal, 2014. "A large scale OLG model for France, Italy and Sweden: assessing the interpersonal and intrapersonal redistributive effects of public policies," Working Papers 07/2014, University of Verona, Department of Economics.
- repec:taf:gnstxx:v:30:y:2018:i:1:p:28-48 is not listed on IDEAS
- repec:taf:japsta:v:44:y:2017:i:7:p:1211-1224 is not listed on IDEAS
- Alexis Akira Toda & Kieran Walsh, 2015. "The Double Power Law in Consumption and Implications for Testing Euler Equations," Journal of Political Economy, University of Chicago Press, vol. 123(5), pages 1177-1200.
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