Testing for stochastic dominance using the weighted McFadden-type statistic

A-Tier

Journal: Journal of Econometrics

Year: 2006

Volume: 133

Issue: 1

Pages: 191-205

Authors (3)

Horvath, Lajos (University of Utah) Kokoszka, Piotr (not in RePEc) Zitikis, Ricardas (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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