mk体育第四十九次学术研讨会——计量经济学系列研讨会（二）

讲座题目：Testing for Power Law with Unknown Exponent

主讲嘉宾： 庄额嘉 助理教授

单位： 武汉大学经管学院

主讲时间：2017年12月21日（星期四）晚19：00-21：00

地点： mk体育407会议室

摘要：In the past decades, many economical and financial variables are identified as obeying power law, e.g. city size, firm size, macroeconomic disasters. In this paper, we propose a test for power law with unknown exponent. This test is asymptotically distributional free, and easy to apply. In our empirical study, we find strong evidence to reject several variables obeying power law.