Testing for central dominance: method and application
DOI10.1016/J.JECONOM.2016.07.008zbMATH Open1403.62187OpenAlexW2547020575MaRDI QIDQ503582FDOQ503582
Larry Y. Tzeng, Chung-Ming Kuan, O-Chia Chuang
Publication date: 13 January 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2016.07.008
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Cites Work
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- Inference based on conditional moment inequalities
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- Stochastic Dominance and Expected Utility: Survey and Analysis
- Consistent Tests for Stochastic Dominance
- Testing for stochastic dominance using the weighted McFadden-type statistic
- Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality
- Nonparametric Tests of Stochastic Dominance in Income Distributions
- Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
- Statistical Inference for the Measurement of the Incidence of Taxes and Transfers
- An improved bootstrap test of stochastic dominance
- Defining Bad News: Changes in Return Distributions That Decrease Risky Asset Demand
- Improving the Power of Tests of Stochastic Dominance
- A Note on Portfolio Dominance
- The comparative statics of changes in risk revisited
- Strong Increases in Risk and Their Comparative Statics
- A Ratio Criterion for Signing the Effects of an Increase in Uncertainty
- Nonparametric inference based on conditional moment inequalities
- A tale of two tails: an alternative characterization of comparative risk
Cited In (2)
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