2 papers
econ.EM2024
A simple but powerful tail index regression
João Nicolau, Paulo M. M. Rodrigues
This paper introduces a flexible framework for the estimation of the conditional tail index of heavy tailed distributions. In this framework, the tail index is computed from an aux…
econ.EM2020
Measuring wage inequality under right censoring
João Nicolau, Pedro Raposo, Paulo M. M. Rodrigues
In this paper we investigate potential changes which may have occurred over the last two decades in the probability mass of the right tail of the wage distribution, through the ana…