A Potential Contradiction Between Economic Theory and Applied Finance
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Note: The author is grateful to an anonymous referee and Haim Shalit for helpful comments.
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Cited by:
- Schröder, Carsten & Yitzhaki, Shlomo, 2017.
"Revisiting the evidence for cardinal treatment of ordinal variables,"
European Economic Review, Elsevier, vol. 92(C), pages 337-358.
- Carsten Schröder & Shlomo Yitzhaki, 2015. "Revisiting the Evidence for a Cardinal Treatment of Ordinal Variables," SOEPpapers on Multidisciplinary Panel Data Research 772, DIW Berlin, The German Socio-Economic Panel (SOEP).
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More about this item
Keywords
Stochastic dominance; OLS regression; Gini regression;All these keywords.
JEL classification:
- C00 - Mathematical and Quantitative Methods - - General - - - General
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
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