Tail Index

Richard Tol

Economics Software Archive from Department of Economics, University of Sussex Business School

Abstract: Matlab functions to estimate the tail index, the parameter of the Pareto distribution.

Language: Matlab
JEL-codes: C13 C46 (search for similar items in EconPapers)
Date: 2020-02-28
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https://github.com/rtol/TailIndex

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Persistent link: https://EconPapers.repec.org/RePEc:sus:susesa:0120

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