Testing for bivariate stochastic dominance using inequality restrictions

C-Tier
Journal: Economics Letters
Year: 2012
Volume: 115
Issue: 1
Pages: 60-62

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We propose a test of bivariate stochastic dominance within a generalized framework for testing inequality restrictions, utilizing the covariance structure of the estimates of the joint distribution functions. Monte Carlo simulations and an empirical example assess its usefulness.

Technical Details

RePEc Handle
repec:eee:ecolet:v:115:y:2012:i:1:p:60-62
Journal Field
General
Author Count
2
Added to Database
2026-01-29