Concepedia
Extremes · 2013 · 20 citations · 23 references
BusinessEconomicsFinanceEconometricsFinancial EconometricsFinancial EconomicsCapital MarketsGeneralized Method Of MomentsIncome DistributionIncome MeasurementInvestmentPanel Data MethodsAsset-based Income DistributionHeavy-tailed Limit TheoremsIncome DispersionIncome Estimation
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A Simple General Approach to Inference About the Tail of a Distribution
Bruce M. Hill · The Annals of Statistics · 1975 · 3.1K citations · Full text
Natural Sciences, Mathematics, Bayesian Data Analysis +15
Optimal Taxation of Capital Income in General Equilibrium with Infinite Lives
Christophe Chamley · Econometrica · 1986 · 1.6K citations
Public Affairs, Economics, Public Finance +17
Income Inequality Effects by Income Source: A New Approach and Applications to the United States
Robert I. Lerman, Shlomo Yitzhaki · The Review of Economics and Statistics · 1985 · 920 citations
Social Sciences, Economics, Econometrics +13
Estimation of Parameters and Large Quantiles Based on the <i>k</i> Largest Observations
Ishay Weissman · Journal of the American Statistical Association · 1978 · 470 citations
Natural Sciences, Mathematics, Econometrics +16
Optimal Indirect and Capital Taxation
Mikhail Golosov, Narayana Kocherlakota, Aleh Tsyvinski · The Review of Economic Studies · 2003 · 462 citations