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Testing for Restricted Stochastic Dominance

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Cited by:

  1. Dehejia Vivek H. & Voia Marcel C., 2012. "International Income Comparisons and Social Welfare: Methodology, Analysis, and Implications," Journal of Globalization and Development, De Gruyter, vol. 3(1), pages 1-24, June.
  2. LABAR, Kelly & BRESSON, Florent, 2011. "A multidimensional analysis of poverty in China from 1991 to 2006," China Economic Review, Elsevier, vol. 22(4), pages 646-668.
  3. Benoît Tarroux, 2012. "Are equalization payments making Canadians better off? A two-dimensional dominance answer," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 10(1), pages 19-44, March.
  4. Fakih, Ali & Makdissi, Paul & Marrouch, Walid & Tabri, Rami V. & Yazbeck, Myra, 2022. "A stochastic dominance test under survey nonresponse with an application to comparing trust levels in Lebanese public institutions," Journal of Econometrics, Elsevier, vol. 228(2), pages 342-358.
  5. David M. Kaplan, 2015. "Bayesian and frequentist tests of sign equality and other nonlinear inequalities," Working Papers 1516, Department of Economics, University of Missouri.
  6. Margareta Gardijan Kedžo & Boško Šego, 2021. "The relative efficiency of option hedging strategies using the third-order stochastic dominance," Computational Management Science, Springer, vol. 18(4), pages 477-504, October.
  7. George J Borjas & Ilpo Kauppinen & Panu Poutvaara, 2019. "Self-selection of Emigrants: Theory and Evidence on Stochastic Dominance in Observable and Unobservable Characteristics," The Economic Journal, Royal Economic Society, vol. 129(617), pages 143-171.
  8. Edwin Fourrier-Nicolaï & Michel Lubrano, 2020. "Bayesian inference for TIP curves: an application to child poverty in Germany," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 18(1), pages 91-111, March.
  9. Florent Bresson & Jean-Yves Duclos, 2015. "Intertemporal poverty comparisons," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 44(3), pages 567-616, March.
  10. Goldman, Matt & Kaplan, David M., 2018. "Comparing distributions by multiple testing across quantiles or CDF values," Journal of Econometrics, Elsevier, vol. 206(1), pages 143-166.
  11. Michel Lubrano & Zhou Xun, 2023. "The Bayesian approach to poverty measurement," Chapters, in: Jacques Silber (ed.), Research Handbook on Measuring Poverty and Deprivation, chapter 44, pages 475-487, Edward Elgar Publishing.
  12. Frank A. Cowell & Emmanuel Flachaire, 2014. "Statistical Methods for Distributional Analysis," Working Papers halshs-01115996, HAL.
  13. Duclos, Jean-Yves & Leblanc, Josée & Sahn, David E., 2011. "Comparing population distributions from bin-aggregated sample data: An application to historical height data from France," Economics & Human Biology, Elsevier, vol. 9(4), pages 419-437.
  14. Schumann, Keith D., 2011. "Semi-nonparametric test of second degree stochastic dominance with respect to a function," Journal of Econometrics, Elsevier, vol. 162(1), pages 71-78, May.
  15. Hsu, Justine & Majdzadeh, Reza & Mills, Anne & Hanson, Kara, 2021. "A dominance approach to analyze the incidence of catastrophic health expenditures in Iran," Social Science & Medicine, Elsevier, vol. 285(C).
  16. Higgins, Sean & Lustig, Nora, 2016. "Can a poverty-reducing and progressive tax and transfer system hurt the poor?," Journal of Development Economics, Elsevier, vol. 122(C), pages 63-75.
  17. Duc Khuong Nguyen & Nikolas Topaloglou & Thomas Walther, 2020. "Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach," Working Papers 2020-009, Department of Research, Ipag Business School.
  18. Sean Higgins & Nora Lustig, 2015. "Can Poverty-Reducing and Progressive Tax and Transfer System Hurt the Poor?," Commitment to Equity (CEQ) Working Paper Series 1333, Tulane University, Department of Economics.
  19. Jean-Yves Duclos & Paul Makdissi & Abdelkrim Araar, 2009. "Pro-Poor Tax reforms, with an Application to Mexico," Working Papers 0907E, University of Ottawa, Department of Economics.
  20. Stelios Arvanitis & Thierry Post, 2024. "Stochastic Arbitrage Opportunities: Set Estimation and Statistical Testing," Mathematics, MDPI, vol. 12(4), pages 1-19, February.
  21. Christoffer Sonne-Schmidt & Finn Tarp & Lars Peter Østerdal, 2016. "Ordinal Bivariate Inequality: Concepts and Application to Child Deprivation in Mozambique," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 62(3), pages 559-573, September.
  22. David M Kaplan & Wei Zhao, 2023. "Comparing latent inequality with ordinal data," The Econometrics Journal, Royal Economic Society, vol. 26(2), pages 189-214.
  23. Gonzalo, Jesús & Olmo, José, 2008. "Testing downside risk efficiency under market distress," UC3M Working papers. Economics we084321, Universidad Carlos III de Madrid. Departamento de Economía.
  24. Sonne-Schmidt, Christoffer & Tarp, Finn & Peter, Lars, 2011. "Ordinal multidimensional inequality: theory and application to the 2x2 case," MPRA Paper 72838, University Library of Munich, Germany.
  25. Mohamad Khaled & Paul Makdissi & Prasada Rao & Myra Yazbeck, 2023. "A Unidimensional Representation of Multidimensional Inequality: An Econometric Analysis of Inequalities in the Arab Region," Working Papers 2304E Classification- D63, University of Ottawa, Department of Economics.
  26. Mohamad A. Khaled & Paul Makdissi & D.S. Prasada Rao & Myra Yazbeck, 2023. "A unidimensional representation of multidimensional inequality, with an application to the Arab region," Discussion Papers Series 659, School of Economics, University of Queensland, Australia.
  27. Al-Khazali, Osamah & Mirzaei, Ali, 2017. "Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 51(C), pages 190-208.
  28. George M. Constantinides & Michal Czerwonko & Stylianos Perrakis, 2020. "Mispriced index option portfolios," Financial Management, Financial Management Association International, vol. 49(2), pages 297-330, June.
  29. Lok, Thomas M. & Tabri, Rami V., 2021. "An improved bootstrap test for restricted stochastic dominance," Journal of Econometrics, Elsevier, vol. 224(2), pages 371-393.
  30. Yélé Batana, 2013. "Multidimensional Measurement of Poverty Among Women in Sub-Saharan Africa," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 112(2), pages 337-362, June.
  31. Stengos, Thanasis & Thompson, Brennan S., 2012. "Testing for bivariate stochastic dominance using inequality restrictions," Economics Letters, Elsevier, vol. 115(1), pages 60-62.
  32. Nie, Peng & Ding, Lanlin & Sousa-Poza, Alfonso, 2019. "Obesity inequality and the changing shape of the bodyweight distribution in China," China Economic Review, Elsevier, vol. 58(C).
  33. David Gunawan & William E. Griffiths & Duangkamon Chotikapanich, 2020. "Posterior Probabilities for Lorenz and Stochastic Dominance of Australian Income Distributions," Papers 2005.04870, arXiv.org, revised Jul 2021.
  34. George M. Constantinides & Michal Czerwonko & Jens Carsten Jackwerth & Stylianos Perrakis, 2011. "Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence," Journal of Finance, American Finance Association, vol. 66(4), pages 1407-1437, August.
  35. Renuka Mahadevan & Maneka Jayasinghe, 2020. "Examining Multidimensional Poverty in Sri Lanka: Transitioning Through Post War Conflict," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 149(1), pages 15-39, May.
  36. Anderson, Gordon, 2012. "Boats and tides and "trickle down" theories: What economists presume about wellbeing when they employ stochastic process theory in modeling behavior," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 6, pages 1-44.
  37. Khaled, Mohamad A. & Makdissi, Paul & Yazbeck, Myra, 2018. "Income-related health transfers principles and orderings of joint distributions of income and health," Journal of Health Economics, Elsevier, vol. 57(C), pages 315-331.
  38. Lok, Thomas M. & Tabri, Rami V., 2015. "An Improved Bootstrap Test For Restricted Stochastic Dominance," Working Papers 2015-15, University of Sydney, School of Economics, revised Aug 2019.
  39. Karl Mosler, 2021. "Correction to: Commentary on “From unidimensional to multidimensional inequality: a review”," METRON, Springer;Sapienza Università di Roma, vol. 79(3), pages 387-387, December.
  40. David Lander & David Gunawan & William E. Griffiths & Duangkamon Chotikapanich, 2016. "Bayesian Assessment of Lorenz and Stochastic Dominance Using a Mixture of Gamma Densities," Department of Economics - Working Papers Series 2023, The University of Melbourne.
  41. Christopher J. Bennett & Shabana Mitra, 2013. "Multidimensional Poverty: Measurement, Estimation, and Inference," Econometric Reviews, Taylor & Francis Journals, vol. 32(1), pages 57-83, January.
  42. Dirk Van de gaer & Joost Vandenbossche & José Luis Figueroa, 2014. "Children's Health Opportunities and Project Evaluation: Mexico's Oportunidades Program," The World Bank Economic Review, World Bank, vol. 28(2), pages 282-310.
  43. Wen-Hao Chen & Jean-Yves Duclos, 2011. "Testing for poverty dominance: an application to Canada," Canadian Journal of Economics, Canadian Economics Association, vol. 44(3), pages 781-803, August.
  44. Nicolas Gravel & Abhiroop Mukhopadhyay, 2010. "Is India better off today than 15 years ago? A robust multidimensional answer," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 8(2), pages 173-195, June.
  45. Mauricio Apablaza & Florent Bresson & Gaston Yalonetzky, 2016. "When More Does Not Necessarily Mean Better: Health‐Related Illfare Comparisons with Non‐Monotone Well‐Being Relationships," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 62(S1), pages 145-178, August.
  46. Wilmer Osvaldo Martínez-Rivera & Manuel Dario Hernández-Bejarano & Juan Manuel Julio-Román, 2014. "On Forecast Evaluation," Borradores de Economia 825, Banco de la Republica de Colombia.
  47. Jesse Frey, 2012. "Constrained nonparametric estimation of the mean and the CDF using ranked-set sampling with a covariate," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(2), pages 439-456, April.
  48. Paul Makdissi & Myra Yazbeck, 2023. "Measuring the contribution of stratification and social class at birth to inequality of opportunity," Working Papers 2303E Classification- I31, University of Ottawa, Department of Economics.
  49. Arvanitis, Stelios & Post, Thierry & Potì, Valerio & Karabati, Selcuk, 2021. "Nonparametric tests for Optimal Predictive Ability," International Journal of Forecasting, Elsevier, vol. 37(2), pages 881-898.
  50. Ramses Abul Naga & Christopher Stapenhurst & Gaston Yalonetzky, 2020. "Asymptotic Versus Bootstrap Inference for Inequality Indices of the Cumulative Distribution Function," Econometrics, MDPI, vol. 8(1), pages 1-15, February.
  51. Duclos, Jean-Yves & Sahn, David E. & Younger, Stephen D., 2011. "Partial multidimensional inequality orderings," Journal of Public Economics, Elsevier, vol. 95(3-4), pages 225-238, April.
  52. Kaplan, David M. & Zhuo, Longhao, 2021. "Frequentist properties of Bayesian inequality tests," Journal of Econometrics, Elsevier, vol. 221(1), pages 312-336.
  53. David Lander & David Gunawan & William Griffiths & Duangkamon Chotikapanich, 2020. "Bayesian assessment of Lorenz and stochastic dominance," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 53(2), pages 767-799, May.
  54. Figueroa, José Luis, 2014. "Distributional effects of Oportunidades on early child development," Social Science & Medicine, Elsevier, vol. 113(C), pages 42-49.
  55. Abu-Zaineh, Mohammad & Mataria, Awad & Luchini, Stéphane & Moatti, Jean-Paul, 2008. "Equity in health care financing in Palestine: The value-added of the disaggregate approach," Social Science & Medicine, Elsevier, vol. 66(11), pages 2308-2320, June.
  56. Fakih, Ali & Makdissi, Paul & Marrouch, Walid & Tabri, Rami V. & Yazbeck, Myra, 2020. "Confidence in public institutions and the run up to the October 2019 uprising in Lebanon," Working Papers 2020-02, University of Sydney, School of Economics.
  57. Mullahy, John, 2024. "Analyzing health outcomes measured as bounded counts," Journal of Health Economics, Elsevier, vol. 95(C).
  58. Takashi Kamihigashi & John Stachurski, 2014. "Partial Stochastic Dominance," Working Papers 2014-403, Department of Research, Ipag Business School.
  59. Yélé Maweki Batana & Jean-Yves Duclos, 2010. "Testing for Mobility Dominance," Cahiers de recherche 1002, CIRPEE.
  60. Liesiö, Juuso & Xu, Peng & Kuosmanen, Timo, 2020. "Portfolio diversification based on stochastic dominance under incomplete probability information," European Journal of Operational Research, Elsevier, vol. 286(2), pages 755-768.
  61. Rami V. Tabri & Mathew J. Elias, 2024. "Testing for Restricted Stochastic Dominance under Survey Nonresponse with Panel Data: Theory and an Evaluation of Poverty in Australia," Papers 2406.15702, arXiv.org.
  62. Paul Makdissi & Myra Yazbeck, 2025. "Measuring the contribution of racial stratification and social class at birth to inequality of opportunity," Working Papers 2503E, University of Ottawa, Department of Economics.
  63. Barrera-Osorio, Felipe & Raju, Dhushyanth, 2010. "Short-run learning dynamics under a test-based accountability system : evidence from Pakistan," Policy Research Working Paper Series 5465, The World Bank.
  64. Teresa Ledwina & Grzegorz Wyłupek, 2012. "Nonparametric tests for stochastic ordering," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(4), pages 730-756, December.
  65. Sonne-Schmidt, Christoffer & Tarp, Finn & Østerdal, Lars Peter, 2013. "Ordinal Multidimensional Inequality," WIDER Working Paper Series 097, World Institute for Development Economic Research (UNU-WIDER).
  66. Stylianos Perrakis, 2022. "From innovation to obfuscation: continuous time finance fifty years later," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 36(3), pages 369-401, September.
  67. Jean-Yves Duclos & Paul Makdissi & Abdelkrim Araar, 2014. "Pro-poor indirect tax reforms, with an application to Mexico," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 21(1), pages 87-118, February.
  68. Ma. Casilda Lasso de la Vega, 2009. "Counting poverty orderings and deprivation curves," Working Papers 150, ECINEQ, Society for the Study of Economic Inequality.
  69. Mohamad A. Khaled & Paul Makdissi & Myra Yazbeck, 2023. "On absolute socioeconomic health inequality comparisons," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 24(1), pages 5-25, February.
  70. Sebastian Levine & James Muwonge & Y�l� Maweki Batana, 2014. "A Robust Multi-dimensional Poverty Profile for Uganda," Journal of Human Development and Capabilities, Taylor & Francis Journals, vol. 15(4), pages 369-390, November.
  71. Gonzalo, Jesús & Olmo, José, 2009. "Downside Risk Efficiency Under Market Distress," UC3M Working papers. Economics we094423, Universidad Carlos III de Madrid. Departamento de Economía.
  72. Goldman, Matt & Kaplan, David M., 2018. "Comparing distributions by multiple testing across quantiles or CDF values," Journal of Econometrics, Elsevier, vol. 206(1), pages 143-166.
  73. Luo, Yao, 2020. "Unobserved heterogeneity in auctions under restricted stochastic dominance," Journal of Econometrics, Elsevier, vol. 216(2), pages 354-374.
  74. Yele Batana, 2008. "Multidimensional Measurement of Poverty in Sub-Saharan Africa," OPHI Working Papers 13, Queen Elizabeth House, University of Oxford.
  75. P. C. Álvarez-Esteban & E. del Barrio & J. A. Cuesta-Albertos & C. Matrán, 2016. "A contamination model for the stochastic order," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(4), pages 751-774, December.
  76. Thierry Post & Iňaki Rodríguez Longarela, 2021. "Risk Arbitrage Opportunities for Stock Index Options," Operations Research, INFORMS, vol. 69(1), pages 100-113, January.
  77. Russell Davidson, 2010. "Innis Lecture: Inference on income distributions," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 43(4), pages 1122-1148, November.
  78. J. L. Figueroa, 2013. "Distributional effects of OPORTUNIDADES on early child development," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 13/840, Ghent University, Faculty of Economics and Business Administration.
  79. Ramses H. Abul Naga & Christopher Stapenhurst & Gaston Yalonetzky, 2024. "Inferring inequality: Testing for median-preserving spreads in ordinal data," Econometric Reviews, Taylor & Francis Journals, vol. 43(2-4), pages 156-174, April.
  80. Tabri, Rami V., 2015. "Empirical Likelihood for Robust Poverty Comparisons," Working Papers 2015-02, University of Sydney, School of Economics, revised May 2015.
  81. Joseph P. Romano & Azeem M. Shaikh & Michael Wolf, 2010. "Hypothesis Testing in Econometrics," Annual Review of Economics, Annual Reviews, vol. 2(1), pages 75-104, September.
  82. David Gunawan & William E. Griffiths & Duangkamon Chotikapanich, 2021. "Posterior Probabilities for Lorenz and Stochastic Dominance of Australian Income Distributions," The Economic Record, The Economic Society of Australia, vol. 97(319), pages 504-524, December.
  83. Almas Heshmati & Esfandiar Maasoumi & Guanghua Wan, 2019. "An Analysis of the Determinants of Household Consumption Expenditure and Poverty in India," Economies, MDPI, vol. 7(4), pages 1-27, September.
  84. Thierry Post & Valerio Potì, 2017. "Portfolio Analysis Using Stochastic Dominance, Relative Entropy, and Empirical Likelihood," Management Science, INFORMS, vol. 63(1), pages 153-165, January.
  85. Lean, Hooi-Hooi & Wong, Wing-Keung & Zhang, Xibin, 2008. "The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(1), pages 30-48.
  86. Anyfantaki, Sofia & Arvanitis, Stelios & Topaloglou, Nikolas, 2021. "Diversification benefits in the cryptocurrency market under mild explosivity," European Journal of Operational Research, Elsevier, vol. 295(1), pages 378-393.
  87. Yélé Maweki Batana & Jean-Yves Duclos, 2010. "Comparing Multidimensional Poverty with Qualitative Indicators of Well-Being," Cahiers de recherche 1004, CIRPEE.
  88. Christoffer Sonne-Schmidt & Finn Tarp & Lars Peter Østerdal, 2013. "Ordinal Multidimensional Inequality," WIDER Working Paper Series wp-2013-097, World Institute for Development Economic Research (UNU-WIDER).
  89. Mark S. Carey & Bo Sun, 2015. "Risk Choices and Compensation Design," International Finance Discussion Papers 1130, Board of Governors of the Federal Reserve System (U.S.).
  90. M. Azhar Hussain & Nikolaj Siersbæk & Lars Peter Østerdal, 2020. "Multidimensional welfare comparisons of EU member states before, during, and after the financial crisis: a dominance approach," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 55(4), pages 645-686, December.
  91. Stelios Arvanitis & Thierry Post & Nikolas Topaloglou, 2021. "Stochastic Bounds for Reference Sets in Portfolio Analysis," Management Science, INFORMS, vol. 67(12), pages 7737-7754, December.
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