Testing for stochastic dominance using the weighted McFadden-type statistic

Lajos Horváth, Piotr Kokoszka, Riċardas Zitikis

Type: Article

Publication Date: 2005-05-25

Citations: 60

DOI: https://doi.org/10.1016/j.jeconom.2005.03.013

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Journal of Econometrics - View

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Works Cited by This (8)

Action	Title	Year	Authors
+	Stochastic orders and their applications	1994	Moshe Shaked J. George Shanthikumar
+	Nonparametric inference for second order stochastic dominance	1996	Friedrich Schmid Mark Trede
+	A Kolmogorov-type test for second-order stochastic dominance	1998	Friedrich Schmid Mark Trede
+	Orderings of risks: A comparative study via stop-loss transforms	1996	Alfred Müller
+ PDF Chat	Bootstrapping Empirical Functions	1986	Miklós Csörgő Sándor Csörgő Lajos Horváth
+	Testing for First Order Stochastic Dominance in Either Direction	1996	Friedrich Schmid Mark Trede
+ PDF Chat	Consistent Testing for Stochastic Dominance under General Sampling Schemes	2005	Oliver Linton Esfandiar Maasoumi Yoon‐Jae Whang
+ PDF Chat	Bootstrapping Empirical Functions	1989	Sándor Csörgő David M. Mason