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Testing for stochastic dominance using the weighted McFadden-type statistic

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Author Info
Horvath, Lajos
Kokoszka, Piotr
Zitikis, Ricardas

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File URL: http://www.sciencedirect.com/science/article/B6VC0-4G7GFWR-2/2/7595ce81f7337907adce21e9a076a71b
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 133 (2006)
Issue (Month): 1 (July)
Pages: 191-205
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Handle: RePEc:eee:econom:v:133:y:2006:i:1:p:191-205

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Web page: http://www.elsevier.com/locate/jeconom

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  1. Oliver Linton & Kyungchul Song & Yoon-Jae Whang, 2009. "An Improved Bootstrap Test of Stochastic Dominance," Cowles Foundation Discussion Papers 1713, Cowles Foundation, Yale University. [Downloadable!]
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  2. Thuysbaert, Bram & Zitikis, Ricardas, 2005. "Consistent Testing for Poverty Dominance," Working Papers RP2005/64, World Institute for Development Economic Research (UNU-WIDER). [Downloadable!]
  3. Vivek Dehejia & Marcel Voia, 2008. "International Income Comparisons and Location Choice: Methodology, Analysis, and Implications," Carleton Economic Papers 08-02, Carleton University, Department of Economics. [Downloadable!]
  4. Oliver Linton & Kyungchul Song & Yoon-Jae Whang, 2008. "Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary," CeMMAP working papers CWP08/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
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