메뉴 건너뛰기




Volumn 32, Issue 1, 2008, Pages 35-46

Testing for infinite order stochastic dominance with applications to finance, risk and income inequality

Author keywords

Income inequality; Infinite order degree stochastic dominance; Laplace transform

Indexed keywords


EID: 77951884303     PISSN: 10550925     EISSN: 19389744     Source Type: Journal    
DOI: 10.1007/s12197-007-9003-5     Document Type: Article
Times cited : (5)

References (17)
  • 1
    • 0036489059 scopus 로고    scopus 로고
    • Bootstrap tests for distributional treatment effects in instrumental variable models
    • Abadie A (2002) Bootstrap tests for distributional treatment effects in instrumental variable models. J Am Stat Assoc 97(457):284-292.
    • (2002) J Am Stat Assoc , vol.97 , Issue.457 , pp. 284-292
    • Abadie, A.1
  • 2
    • 0030372030 scopus 로고    scopus 로고
    • Nonparametric tests of stochastic dominance in income distributions
    • Anderson GJ (1996) Nonparametric tests of stochastic dominance in income distributions. Econometrica 64:1183-1193.
    • (1996) Econometrica , vol.64 , pp. 1183-1193
    • Anderson, G.J.1
  • 4
    • 0040358202 scopus 로고
    • Convergence of the south and non-south income distributions, 1969-1970
    • Bishop J, Formby J, Thistle P (1992) Convergence of the south and non-south income distributions, 1969-1970. Am Econ Rev 82:262-272.
    • (1992) Am Econ Rev , vol.82 , pp. 262-272
    • Bishop, J.1    Formby, J.2    Thistle, P.3
  • 5
    • 0001714359 scopus 로고    scopus 로고
    • Statistical inference for the measurement of the incidence of taxes and transfers
    • Davidson R, Duclos JY (1997) Statistical inference for the measurement of the incidence of taxes and transfers. Econometrica 65:1453-1465.
    • (1997) Econometrica , vol.65 , pp. 1453-1465
    • Davidson, R.1    Duclos, J.Y.2
  • 6
    • 0001350910 scopus 로고    scopus 로고
    • Statistical inference for stochastic dominance and for the measurement of poverty and inequality
    • Davidson R, Duclos JY (2001) Statistical inference for stochastic dominance and for the measurement of poverty and inequality. Econometrica 68(6):1435-1464.
    • (2001) Econometrica , vol.68 , Issue.6 , pp. 1435-1464
    • Davidson, R.1    Duclos, J.Y.2
  • 8
    • 0001893950 scopus 로고
    • On the efficiency of the empirical characteristic function procedures
    • Feuerverger A, McDunnough P (1981) On the efficiency of the empirical characteristic function procedures. J R Stat Soc Ser B Stat Methodol 43:20-27.
    • (1981) J R Stat Soc Ser B Stat Methodol , vol.43 , pp. 20-27
    • Feuerverger, A.1    Mcdunnough, P.2
  • 9
    • 0036005156 scopus 로고    scopus 로고
    • Estimation of continuous time processes via the empirical characteristic function
    • Jiang G, Knight JL (2002) Estimation of continuous time processes via the empirical characteristic function. J Bus Econ Stat 20:198-212.
    • (2002) J Bus Econ Stat , vol.20 , pp. 198-212
    • Jiang, G.1    Knight, J.L.2
  • 10
    • 0031523691 scopus 로고    scopus 로고
    • The cumulant generating function estimation method
    • Knight JL, Satchell SE (1999) The cumulant generating function estimation method. Econ Theory 13:170-184.
    • (1999) Econ Theory , vol.13 , pp. 170-184
    • Knight, J.L.1    Satchell, S.E.2
  • 11
    • 0036015418 scopus 로고    scopus 로고
    • The empirical characteristic function in time series estimation
    • Knight JL, Yu J (2002) The empirical characteristic function in time series estimation. Econ Theory 18:691-721.
    • (2002) Econ Theory , vol.18 , pp. 691-721
    • Knight, J.L.1    Yu, J.2
  • 13
    • 84977397409 scopus 로고
    • On the direction of preference for moments of higher order than the variance
    • Scott RC, Horvath PA (1980) On the direction of preference for moments of higher order than the variance. J Finance 35:915-919.
    • (1980) J Finance , vol.35 , pp. 915-919
    • Scott, R.C.1    Horvath, P.A.2
  • 15
    • 77951917401 scopus 로고
    • Transfer sensitive inequality measures
    • Shorrocks AF, Foster JE (1987) Transfer sensitive inequality measures. Rev Econ Stud 54:248-261.
    • (1987) Rev Econ Stud , vol.54 , pp. 248-261
    • Shorrocks, A.F.1    Foster, J.E.2
  • 16
    • 0000807050 scopus 로고    scopus 로고
    • Estimation of affine asset pricing models using the empirical characteristic function
    • Singleton KJ (2001) Estimation of affine asset pricing models using the empirical characteristic function. J Econ 102:114-141.
    • (2001) J Econ , vol.102 , pp. 114-141
    • Singleton, K.J.1
  • 17
    • 84971945553 scopus 로고
    • Negative moments, risk aversion and stochastic dominance
    • Thistle PD (1993) Negative moments, risk aversion and stochastic dominance. J Financ Quant Anal 28:301-311.
    • (1993) J Financ Quant Anal , vol.28 , pp. 301-311
    • Thistle, P.D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.