Measuring firm size distribution with semi-nonparametric densities
dc.contributor.author | Lina M. Cortés | |
dc.contributor.author | Mora-Valencia, A. | |
dc.contributor.author | Perote, Javier | |
dc.contributor.department | Universidad EAFIT. Departamento de Economía y Finanzas | spa |
dc.contributor.researchgroup | Finanzas y Banca (Gifyb) | spa |
dc.creator | Lina M. Cortés | |
dc.creator | Mora-Valencia, A. | |
dc.creator | Perote, Javier | |
dc.date.accessioned | 2021-05-05T21:47:51Z | |
dc.date.available | 2021-05-05T21:47:51Z | |
dc.date.issued | 2017-01-16 | |
dc.description.abstract | In this article, we propose a new methodology based on a (log) semi-nonparametric (log- SNP) distribution that nests the lognormal and enables better fits in the upper tail of the distribution through the introduction of new parameters. We test the perfor | eng |
dc.identifier | https://eafit.fundanetsuite.com/Publicaciones/ProdCientif/PublicacionFrw.aspx?id=6411 | |
dc.identifier.uri | http://hdl.handle.net/10784/29738 | |
dc.language.iso | eng | eng |
dc.relation | http://hdl.handle.net/10784/11181 | |
dc.title | Measuring firm size distribution with semi-nonparametric densities | eng |
dc.type | info:eu-repo/semantics/workingPaper | eng |
dc.type | workingPaper | eng |
dc.type | info:eu-repo/semantics/publishedVersion | eng |
dc.type | publishedVersion | eng |
dc.type.local | Documento de trabajo de investigación | spa |