Linton, Oliver; Maasoumi, Esfandiar; Wang, Yoon-Jae - Centre for Microdata Methods and Practice (CEMMAP) - 2002
We propose a procedure for estimating the critical values of the extended Kolmogorov- Smirnov tests of First and Second Order Stochastic Dominance in the general K-prospect case. We allow for the observations to be serially dependent and, for the …rst time, we can accommodate general...