One of the more difficult challenges for modeling is deciding how (or if) to deal with extreme data points. It’s a common problem in economic and financial numbers. Fat tailed distributions are ...
Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 46, No. 4 (1997), pp. 463-476 (14 pages) Patients infected with the human immunodeficiency virus (HIV) generally ...
Although quantile regressions are widely employed for heterogeneous data, simultaneously selecting covariates that globally affect the response and estimating the coefficients is very challenging. We ...
Understanding the key drivers of prices and energy consumption is an important issue, which is complicated because the distributions of prices and consumption are asymmetric and fat-tailed. That is, ...
Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This paper explores whether corporate tax bias toward debt finance differs between banks and nonbanks, using a large panel ...
What role does credit allocation play in shaping economic performance in small, developing countries? While prior research shows that business credit tends to support growth and household credit may ...