Consistent Testing for Stochastic Dominance under General Sampling Schemes
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics
Link
http://academic.oup.com/restud/article-pdf/72/3/735/18339826/72-3-735.pdf
Reference53 articles.
1. Bootstrap Tests for Distributional Treatment Effects in Instrumental Variable Models
2. A. Abhyankar, and K.Y. Ho (2003 ); "Exploring Long-Run Abnormal Performance using Stochastic Dominance Criteria: Additional Evidence from IPO's" (manuscript available from http://www.cc.ncu.edu.tw/ kengyuho/researchpaper.htm).
3. Nonparametric Tests of Stochastic Dominance in Income Distributions
4. An Introduction to Functional Central Limit Theorems for Dependent Stochastic Processes
5. G. Barrett, and S. Donald (2003 ); "Consistent Tests for Stochastic Dominance" (unpublished manuscript, Department of Economics, University of New South Wales).
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