Sverige och EU: Handel och Tillväxt
PublikationBokkapitel
Tingvall, P., Halvarsson, D. & Kokko, A. (2014). “Sverige och EU: Handel och Tillväxt”. In Karlson, N. (Eds.), Vilket EU vill vi ha? (pp. 9-40). Stockholm: Ratio.
Tingvall, P., Halvarsson, D. & Kokko, A. (2014). “Sverige och EU: Handel och Tillväxt”. In Karlson, N. (Eds.), Vilket EU vill vi ha? (pp. 9-40). Stockholm: Ratio.
2021
2020
2019
Ratio Working Paper
This paper considers a flexible class of asymmetric double Pareto distributions (ADP) that allows for skewness and asymmetric heavy tails. The inference problem is examined for maximum likelihood. Consistency is proven for the general case when all parameters are unknown. After deriving the Fisher information matrix, asymptotic normality and efficiency are established for a restricted model with the location parameter known. The asymptotic properties of the estimators are then examined using Monte Carlo simulations. To assess its goodness of fit, the ADP is applied to companies’ growth rates, for which it is unequivocally favored over competing models.