An improved bootstrap test of stochastic dominance

Journal of Econometrics

Volumn 154, Issue 2, 2010, Pages 186-202

  Linton, Oliver ^a   Song, Kyungchul ^b   Whang, Yoon Jae ^c  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

^b UNIVERSITY OF PENNSYLVANIA   (United States)

^c Seoul National University   (South Korea)

Author keywords

Bootstrap; Inequality restrictions; Set estimation; Stochastic dominance

Indexed keywords

BOOTSTRAP; FINITE DIMENSIONAL; INEQUALITY RESTRICTIONS; LIMITING BEHAVIOR; LIMITING DISTRIBUTIONS; NON-PARAMETRIC; NULL HYPOTHESIS; REGULARITY CONDITION; SEMIPARAMETRIC MODELS; SET ESTIMATION; SIMULATION RESULT; STOCHASTIC DOMINANCE; UNKNOWN PARAMETERS;

ASYMPTOTIC ANALYSIS;

TESTING;

EID: 70349971920     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2009.08.002     Document Type: Article

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