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Found 6 papers, 0 papers with code
Capital and Labor Income Pareto Exponents in the United States, 1916-2019
Accurately estimating income Pareto exponents is challenging due to limitations in data availability and the applicability of statistical methods.
Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data
Administrative data are often easier to access as tabulated summaries than in the original format due to confidentiality concerns.
Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400
We develop a novel fixed-k tail regression method that accommodates the unique feature in the Forbes 400 data that observations are truncated from below at the 400th largest order statistic.
Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach
In this paper we propose the adaptive lasso for predictive quantile regression (ALQR).
Complete Subset Averaging for Quantile Regressions
We propose a novel conditional quantile prediction method based on complete subset averaging (CSA) for quantile regressions.
On LASSO for Predictive Regression
This new finding motivates a novel post-selection adaptive LASSO, which we call the twin adaptive LASSO (TAlasso), to restore variable selection consistency.
