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econ.EM2021
On the asymptotic behavior of bubble date estimators
Eiji Kurozumi, Anton Skrobotov
In this study, we extend the three-regime bubble model of Pang et al. (2021) to allow the forth regime followed by the unit root process after recovery. We provide the asymptotic a…
econ.EM2021
Robust Inference on Income Inequality: -Statistic Based Approaches
Rustam Ibragimov, Paul Kattuman, Anton Skrobotov
Empirical analyses on income and wealth inequality and those in other fields in economics and finance often face the difficulty that the data is heterogeneous, heavy-tailed or corr…