An improved bootstrap test for restricted stochastic dominance-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

An improved bootstrap test for restricted stochastic dominance

Published:2021-10 Issue:2 Volume:224 Page:371-393
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Lok Thomas M.,Tabri Rami V.

Funder

Australian Government Department of Social Services

Melbourne Institute of Applied Economic and Social Research

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference41 articles.

1. Bootstrap tests for distributional treatment effects in instrumental variable models;Abadie;J. Amer. Statist. Assoc.,2002

2. Models for the assessment of treatment improvement: The ideal and the feasible;Alvarez-Esteban;Statist. Sci.,2017

3. Inconcsistency of the bootstrap when a parameter is on the boundary of the parameter space;Andrews;Econometrica,2000

4. Validity of subsampling and “plug-in asymptotic” inference for parameters defined by moment inequalities;Andrews;Econometric Theory,2009

5. Asymptotic size and a problem with subsampling and with the m out of n bootstrap;Andrews;Econometric Theory,2010

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Testing higher and infinite degrees of stochastic dominance for small samples: A Bayesian approach;Journal of Statistical Planning and Inference;2024-05

2. Shape Constrained Kernel PDF and PMF Estimation;Statistica Sinica;2024

3. On the (almost) stochastic dominance of cryptocurrency factor portfolios and implications for cryptocurrency asset pricing;European Financial Management;2023-06

4. Random resampling numerical simulations applied to a SEIR compartmental model;The European Physical Journal Plus;2021-10

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3