Testing for time stochastic dominance
From MaRDI portal
Publication:6108256
DOI10.1016/j.jeconom.2022.03.012OpenAlexW3118889360MaRDI QIDQ6108256
Kyung Ho Lee, Oliver B. Linton, Yoon-Jae Whang
Publication date: 29 June 2023
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://www.repository.cam.ac.uk/handle/1810/315722
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
Cites Work
- On nondifferentiable functions and the bootstrap
- The numerical delta method
- On concepts of directional differentiability
- Inference on functionals under first order degeneracy
- An improved bootstrap test of stochastic dominance
- Econometric Analysis of Stochastic Dominance
- Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality
- TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES
- Inference on Directionally Differentiable Functions
- Nonparametric Tests of Stochastic Dominance in Income Distributions
- Consistent Tests for Stochastic Dominance
- Consistent Testing for Stochastic Dominance under General Sampling Schemes
This page was built for publication: Testing for time stochastic dominance
