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Spurious Zipf's Law

Author

Listed:
  • Juan-Carlos Candeal
  • Antonio Montañés

    ()

  • Irene Olloqui

    ()

Abstract

This paper shows that the acceptance of the Zipf's Law may sometimes be the result of a spurious artifact. By way of some Monte Carlo exercises we provide evidence in favour of the fact that the Zipf's law can be spuriously accepted when the variable being studied is generated by a random distribution. This result is explained by taking account the, so-called, spurious detrending problem.

Suggested Citation

  • Juan-Carlos Candeal & Antonio Montañés & Irene Olloqui, 2003. "Spurious Zipf's Law," ERSA conference papers ersa03p67, European Regional Science Association.
  • Handle: RePEc:wiw:wiwrsa:ersa03p67
    as

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    File URL: http://www-sre.wu.ac.at/ersa/ersaconfs/ersa03/cdrom/papers/67.pdf
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    References listed on IDEAS

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    6. Xavier Gabaix, 1999. "Zipf's Law for Cities: An Explanation," The Quarterly Journal of Economics, Oxford University Press, vol. 114(3), pages 739-767.
    7. Xavier Gabaix, 1999. "Zipf's Law and the Growth of Cities," American Economic Review, American Economic Association, vol. 89(2), pages 129-132, May.
    8. Engle, Robert & Granger, Clive, 2015. "Co-integration and error correction: Representation, estimation, and testing," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 39(3), pages 106-135.
    9. Ng, S. & Perron, P., 1994. "Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag," Cahiers de recherche 9423, Universite de Montreal, Departement de sciences economiques.
    10. Durlauf, Steven N & Phillips, Peter C B, 1988. "Trends versus Random Walks in Time Series Analysis," Econometrica, Econometric Society, vol. 56(6), pages 1333-1354, November.
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    12. Nelson, Charles R. & Plosser, Charles I., 1982. "Trends and random walks in macroeconmic time series : Some evidence and implications," Journal of Monetary Economics, Elsevier, vol. 10(2), pages 139-162.
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