Testing Distributional Inequalities and Asymptotic Bias
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References listed on IDEAS
- Garry F. Barrett & Stephen G. Donald, 2003. "Consistent Tests for Stochastic Dominance," Econometrica, Econometric Society, vol. 71(1), pages 71-104, January.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Oliver Linton & Kyungchui (Kevin) 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.
- Oliver Linton1 & Kyungchul Song & Yoon-Jae Whang, 2008. "Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary," PIER Working Paper Archive 08-006, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae, 2008. "Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary," LSE Research Online Documents on Economics 25092, London School of Economics and Political Science, LSE Library.
- Oliver Linton & Kyungchul Song & Yoon-Jae Whang, 2008. "Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary," STICERD - Econometrics Paper Series 527, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
More about this item
KeywordsAsymptotic Bias; One-sided Tests; Stochastic Dominance; Conditional Independence; Pitman Local Alternatives; Brownian Bridge Processes;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2008-03-08 (Econometrics)
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