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Testing for Restricted Stochastic Dominance: Some Further Results
Davidson, Russell - In: Review of Economic Analysis 1 (2009) 1, pp. 34-59
Extensions are presented to the results of Davidson and Duclos (2007), whereby the null hypothesis of restricted stochastic non dominance can be tested by both asymptotic and bootstrap tests, the latter having considerably better properties as regards both size and power. In this paper, the...
Persistent link: https://www.econbiz.de/10008683499
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Testing for restricted stochastic dominance
Davidson, Russell; Duclos, Jean-Yves - 2006
Asymptotic and bootstrap tests are studied for testing whether there is a relation of stochastic dominance between two distributions. These tests have a null hypothesis of nondominance, with the advantage that, if this null is rejected, then all that is left is dominance. This also leads us to...
Persistent link: https://www.econbiz.de/10010267350
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An improved bootstrap test for restricted stochastic dominance
Lok, Thomas M.; Tabri, Rami V. - In: Journal of econometrics 224 (2021) 2, pp. 371-393
Persistent link: https://www.econbiz.de/10013275388
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Testing for Restricted Stochastic Dominance
Davidson, Russell; Duclos, Jean-Yves - Institute for the Study of Labor (IZA) - 2006
Asymptotic and bootstrap tests are studied for testing whether there is a relation of stochastic dominance between two distributions. These tests have a null hypothesis of nondominance, with the advantage that, if this null is rejected, then all that is left is dominance. This also leads us to...
Persistent link: https://www.econbiz.de/10005822195
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Testing for Restricted Stochastic Dominance
Davidson, Russell; Duclos, Jean-Yves - Centre Interuniversitaire sur le Risque, les Politiques … - 2006
Asymptotic and bootstrap tests are studied for testing whether there is a relation of stochastic dominance between two distributions. These tests have a null hypothesis of nondominance, with the advantage that, if this null is rejected, then all that is left is dominance. This also leads us to...
Persistent link: https://www.econbiz.de/10005795978
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Testing for Restricted Stochastic Dominance
Davidson, Russell; Duclos, Jean-Yves - Society for the Study of Economic Inequality - ECINEQ - 2006
Asymptotic and bootstrap tests are studied for testing whether there is a relation of stochastic dominance between two distributions. These tests have a null hypothesis of nondominance, with the advantage that, if this null is rejected, then all that is left is dominance. This also leads us to...
Persistent link: https://www.econbiz.de/10005413360
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Testing for restricted stochastic dominance
Davidson, Russell; Duclos, Jean-Yves - HAL - 2009
Asymptotic and bootstrap tests are studied for testing whether there is a relation of stochastic dominance between two distributions. These tests have a null hypothesis of nondominance, with the advantage that, if this null is rejected, then all that is left is dominance. This also leads us to...
Persistent link: https://www.econbiz.de/10008793851
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Bayesian optimization via simulation with pairwise sampling and correlated prior beliefs
Xie, Jing; Frazier, Peter I.; Chick, Stephen E. - In: Operations research 64 (2016) 2, pp. 542-559
Persistent link: https://www.econbiz.de/10011485629
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Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method
Leung, DHY; Wang, YG; Zhu, M - 2009
Persistent link: https://www.econbiz.de/10009448429
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Testing for Granger causality in large mixed-frequency VARs
Götz, Thomas B.; Hecq, Alain; Smeekes, Stephan - 2015
We analyze Granger causality testing in a mixed-frequency VAR, where the difference in sampling frequencies of the variables is large. Given a realistic sample size, the number of high-frequency observations per low-frequency period leads to parameter proliferation problems in case we attempt to...
Persistent link: https://www.econbiz.de/10011415717