# Anyone knows the font style here?

Can anyone tell me the font style in this document?

Any how can I specify in LaTex? Thanks.

• Welcome to TeX.SX! The font is Utopia (or a clone thereof), you can get it with \usepackage{fourier,erewhon} (fourier if you need math support). Actually fourier could suffice, but erewhon has true small caps and other features that the text fonts provided by fourier alone don't have. – egreg Oct 4 '16 at 19:37

The text can be found at the Yale University site; it's a paper by Costas Arkolakis, Andrés Rodríguez-Clare and Jiun-Hua Sun.

The font is Utopia (or a clone thereof), but the math fonts are Computer Modern (a capital sin!).

Here's how you can reproduce it, without the increased interline and better accompanying math fonts.

\documentclass{article}
\usepackage[a4paper,margin=3.6cm]{geometry}
\usepackage{fourier,erewhon}
\usepackage{amsmath}
% see http://tex.stackexchange.com/a/61028/4427
\makeatletter
\def\resetMathstrut@{%
\setbox\z@\hbox{%
\mathchardef\@tempa\mathcode\(\relax
\def\@tempb##1"##2##3{\the\textfont"##3\char"}%
\expandafter\@tempb\meaning\@tempa \relax
}%
\ht\Mathstrutbox@1.2\ht\z@ \dp\Mathstrutbox@1.2\dp\z@
}
\makeatother

\begin{document}

The Pareto size distribution is one of the most ubiquitous
empirical relationships in the natural and social sciences.
It has been used to describe the distributions of, among other
things, incomes, firm sizes, stock returns, and city populations.
Because of its empirical prevalence, but also its mathematical
simplicity, the Pareto distribution has become an extremely
important statistical tool for scientists across disciplines.
Typically, the modeling of these statistical processes implies
independence of the different Pareto realizations. However, for
a large number of empirical and theoretical applications, such
as natural disasters, stock returns, and firm sales across
multiple markets, realizations could be closely correlated
while Pareto size distributions still prevail.\footnote{}

In this note we describe a multivariate distribution that
explicitly allows for correlation across different draws and
exhibits Pareto marginals. In particular, we show that
the function
$$H(\mathbf{z})= 1-\biggl(\, \sum_{i=1}^n (T_i^{}z_i^{-\theta})^{1/(1-\rho)} \biggr)^{1-\rho}$$
with support
\begin{gather*}
z\ge \tilde{T}^{1/\theta}\ \text{for all $i$, where} \\
\tilde{T}\equiv
\biggl(\,
\sum_{i=1}^n T_i^{1/(1-\rho)}
T_i>0\ \text{for all $i$},
`