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Testing for restricted stochastic dominance

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Cited by:

  1. George J Borjas & Ilpo Kauppinen & Panu Poutvaara, 2019. "Self-selection of Emigrants: Theory and Evidence on Stochastic Dominance in Observable and Unobservable Characteristics," The Economic Journal, Royal Economic Society, vol. 129(617), pages 143-171.
  2. Frank A. Cowell & Emmanuel Flachaire, 2014. "Statistical Methods for Distributional Analysis," Working Papers halshs-01115996, HAL.
  3. Duclos, Jean-Yves & Leblanc, Josée & Sahn, David E., 2011. "Comparing population distributions from bin-aggregated sample data: An application to historical height data from France," Economics & Human Biology, Elsevier, vol. 9(4), pages 419-437.
  4. Schumann, Keith D., 2011. "Semi-nonparametric test of second degree stochastic dominance with respect to a function," Journal of Econometrics, Elsevier, vol. 162(1), pages 71-78, May.
  5. Sean Higgins & Nora Lustig, 2015. "Can Poverty-Reducing and Progressive Tax and Transfer System Hurt the Poor?," Commitment to Equity (CEQ) Working Paper Series 1333, Tulane University, Department of Economics.
  6. Olmo, José, 2008. "Testing downside risk efficiency under market distress," UC3M Working papers. Economics we084321, Universidad Carlos III de Madrid. Departamento de Economía.
  7. Michel Lubrano & Zhou Xun, 2021. "The Bayesian approach to poverty measurement," AMSE Working Papers 2133, Aix-Marseille School of Economics, France.
  8. Al-Khazali, Osamah & Mirzaei, Ali, 2017. "Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 51(C), pages 190-208.
  9. Lok, Thomas M. & Tabri, Rami V., 2021. "An improved bootstrap test for restricted stochastic dominance," Journal of Econometrics, Elsevier, vol. 224(2), pages 371-393.
  10. Khaled, Mohamad A. & Makdissi, Paul & Yazbeck, Myra, 2018. "Income-related health transfers principles and orderings of joint distributions of income and health," Journal of Health Economics, Elsevier, vol. 57(C), pages 315-331.
  11. Anderson, Gordon, 2012. "Boats and tides and "trickle down" theories: What economists presume about wellbeing when they employ stochastic process theory in modeling behavior," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 6, pages 1-44.
  12. Nicolas Gravel & Abhiroop Mukhopadhyay, 2010. "Is India better off today than 15 years ago? A robust multidimensional answer," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 8(2), pages 173-195, June.
  13. Paul Makdissi & Myra Yazbeck, 2023. "Measuring the contribution of stratification and social class at birth to inequality of opportunity," Working Papers 2303E Classification- I31, University of Ottawa, Department of Economics.
  14. Wen‐Hao Chen & Jean‐Yves Duclos, 2011. "Testing for poverty dominance: an application to Canada," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 44(3), pages 781-803, August.
  15. Duclos, Jean-Yves & Sahn, David E. & Younger, Stephen D., 2011. "Partial multidimensional inequality orderings," Journal of Public Economics, Elsevier, vol. 95(3-4), pages 225-238, April.
  16. David M. Kaplan, 2015. "Bayesian and frequentist tests of sign equality and other nonlinear inequalities," Working Papers 1516, Department of Economics, University of Missouri.
  17. David M Kaplan & Wei Zhao, 2023. "Comparing latent inequality with ordinal data," The Econometrics Journal, Royal Economic Society, vol. 26(2), pages 189-214.
  18. Figueroa, José Luis, 2014. "Distributional effects of Oportunidades on early child development," Social Science & Medicine, Elsevier, vol. 113(C), pages 42-49.
  19. Dirk Van de gaer & Joost Vandenbossche & José Luis Figueroa, 2014. "Children's Health Opportunities and Project Evaluation: Mexico's Oportunidades Program," The World Bank Economic Review, World Bank, vol. 28(2), pages 282-310.
  20. Yélé Maweki Batana & Jean-Yves Duclos, 2010. "Testing for Mobility Dominance," Cahiers de recherche 1002, CIRPEE.
  21. Jean-Yves Duclos & Paul Makdissi & Abdelkrim Araar, 2014. "Pro-poor indirect tax reforms, with an application to Mexico," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 21(1), pages 87-118, February.
  22. Mohamad A. Khaled & Paul Makdissi & Myra Yazbeck, 2023. "On absolute socioeconomic health inequality comparisons," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 24(1), pages 5-25, February.
  23. Duclos, Jean-Yves & Makdissi, Paul & Araar, Abdelkrim, 2009. "Pro-Poor Tax Reforms, with an Application to Mexico," IZA Discussion Papers 4511, Institute of Labor Economics (IZA).
  24. Branko Milanovic & Mauricio Apablaza & Florent Bresson & Gaston Yalonetzky, 2016. "When More Does Not Necessarily Mean Better: Health-Related Illfare Comparisons with Non-Monotone Well-Being Relationships," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 62, pages 145-178, August.
  25. P. C. Álvarez-Esteban & E. del Barrio & J. A. Cuesta-Albertos & C. Matrán, 2016. "A contamination model for the stochastic order," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 25(4), pages 751-774, December.
  26. Michel Lubrano & Zhou Xun, 2023. "The Bayesian approach to poverty measurement," Post-Print halshs-04135764, HAL.
  27. Higgins, Sean & Lustig, Nora, 2016. "Can a poverty-reducing and progressive tax and transfer system hurt the poor?," Journal of Development Economics, Elsevier, vol. 122(C), pages 63-75.
  28. Russell Davidson, 2010. "Innis Lecture: Inference on income distributions," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 43(4), pages 1122-1148, November.
  29. Takashi Kamihigashi & John Stachurski, 2014. "Partial Stochastic Dominance," Discussion Paper Series DP2014-23, Research Institute for Economics & Business Administration, Kobe University.
  30. LABAR, Kelly & BRESSON, Florent, 2011. "A multidimensional analysis of poverty in China from 1991 to 2006," China Economic Review, Elsevier, vol. 22(4), pages 646-668.
  31. Goldman, Matt & Kaplan, David M., 2018. "Comparing distributions by multiple testing across quantiles or CDF values," Journal of Econometrics, Elsevier, vol. 206(1), pages 143-166.
  32. Sebastian Levine & James Muwonge & Y�l� Maweki Batana, 2014. "A Robust Multi-dimensional Poverty Profile for Uganda," Journal of Human Development and Capabilities, Taylor & Francis Journals, vol. 15(4), pages 369-390, November.
  33. Florent Bresson & Jean-Yves Duclos, 2015. "Intertemporal poverty comparisons," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 44(3), pages 567-616, March.
  34. Stengos, Thanasis & Thompson, Brennan S., 2012. "Testing for bivariate stochastic dominance using inequality restrictions," Economics Letters, Elsevier, vol. 115(1), pages 60-62.
  35. Michel Lubrano & Zhou Xun, 2023. "The Bayesian approach to poverty measurement," Post-Print hal-04347292, HAL.
  36. Yélé Maweki Batana & Jean-Yves Duclos, 2010. "Comparing Multidimensional Poverty with Qualitative Indicators of Well-Being," Cahiers de recherche 1004, CIRPEE.
  37. Christoffer Sonne-Schmidt & Finn Tarp & Lars Peter Østerdal, 2013. "Ordinal Multidimensional Inequality," WIDER Working Paper Series wp-2013-097, World Institute for Development Economic Research (UNU-WIDER).
  38. Benoît Tarroux, 2012. "Are equalization payments making Canadians better off? A two-dimensional dominance answer," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 10(1), pages 19-44, March.
  39. Edwin Fourrier-Nicolaï & Michel Lubrano, 2020. "Bayesian inference for TIP curves: an application to child poverty in Germany," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 18(1), pages 91-111, March.
  40. Christoffer Sonne-Schmidt & Finn Tarp & Lars Peter Østerdal, 2016. "Ordinal Bivariate Inequality: Concepts and Application to Child Deprivation in Mozambique," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 62(3), pages 559-573, September.
  41. George M. Constantinides & Michal Czerwonko & Stylianos Perrakis, 2020. "Mispriced index option portfolios," Financial Management, Financial Management Association International, vol. 49(2), pages 297-330, June.
  42. Karl Mosler, 2020. "Commentary on “From unidimensional to multidimensional inequality: a review”," METRON, Springer;Sapienza Università di Roma, vol. 78(1), pages 51-54, April.
  43. Wilmer Osvaldo Martínez-Rivera & Manuel Dario Hernández-Bejarano & Juan Manuel Julio-Román, 2014. "On Forecast Evaluation," Borradores de Economia 825, Banco de la Republica de Colombia.
  44. Arvanitis, Stelios & Post, Thierry & Potì, Valerio & Karabati, Selcuk, 2021. "Nonparametric tests for Optimal Predictive Ability," International Journal of Forecasting, Elsevier, vol. 37(2), pages 881-898.
  45. Ramses Abul Naga & Christopher Stapenhurst & Gaston Yalonetzky, 2020. "Asymptotic Versus Bootstrap Inference for Inequality Indices of the Cumulative Distribution Function," Econometrics, MDPI, vol. 8(1), pages 1-15, February.
  46. Abu-Zaineh, Mohammad & Mataria, Awad & Luchini, Stéphane & Moatti, Jean-Paul, 2008. "Equity in health care financing in Palestine: The value-added of the disaggregate approach," Social Science & Medicine, Elsevier, vol. 66(11), pages 2308-2320, June.
  47. Fakih, Ali & Makdissi, Paul & Marrouch, Walid & Tabri, Rami V. & Yazbeck, Myra, 2020. "Confidence in public institutions and the run up to the October 2019 uprising in Lebanon," Working Papers 2020-02, University of Sydney, School of Economics.
  48. Mullahy, John, 2024. "Analyzing health outcomes measured as bounded counts," Journal of Health Economics, Elsevier, vol. 95(C).
  49. Teresa Ledwina & Grzegorz Wyłupek, 2012. "Nonparametric tests for stochastic ordering," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(4), pages 730-756, December.
  50. Ma. Casilda Lasso de la Vega, 2009. "Counting poverty orderings and deprivation curves," Working Papers 150, ECINEQ, Society for the Study of Economic Inequality.
  51. Olmo, José, 2009. "Downside Risk Efficiency Under Market Distress," UC3M Working papers. Economics we094423, Universidad Carlos III de Madrid. Departamento de Economía.
  52. Goldman, Matt & Kaplan, David M., 2018. "Comparing distributions by multiple testing across quantiles or CDF values," Journal of Econometrics, Elsevier, vol. 206(1), pages 143-166.
  53. Yele Batana, 2008. "Multidimensional Measurement of Poverty in Sub-Saharan Africa," OPHI Working Papers 13, Queen Elizabeth House, University of Oxford.
  54. Tabri, Rami V., 2015. "Empirical Likelihood for Robust Poverty Comparisons," Working Papers 2015-02, University of Sydney, School of Economics, revised May 2015.
  55. David Gunawan & William E. Griffiths & Duangkamon Chotikapanich, 2021. "Posterior Probabilities for Lorenz and Stochastic Dominance of Australian Income Distributions," The Economic Record, The Economic Society of Australia, vol. 97(319), pages 504-524, December.
  56. David Lander & David Gunawan & William Griffiths & Duangkamon Chotikapanich, 2020. "Bayesian assessment of Lorenz and stochastic dominance," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 53(2), pages 767-799, May.
  57. Lean, Hooi-Hooi & Wong, Wing-Keung & Zhang, Xibin, 2008. "The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(1), pages 30-48.
  58. Anyfantaki, Sofia & Arvanitis, Stelios & Topaloglou, Nikolas, 2021. "Diversification benefits in the cryptocurrency market under mild explosivity," European Journal of Operational Research, Elsevier, vol. 295(1), pages 378-393.
  59. Mark S. Carey & Bo Sun, 2015. "Risk Choices and Compensation Design," International Finance Discussion Papers 1130, Board of Governors of the Federal Reserve System (U.S.).
  60. M. Azhar Hussain & Nikolaj Siersbæk & Lars Peter Østerdal, 2020. "Multidimensional welfare comparisons of EU member states before, during, and after the financial crisis: a dominance approach," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 55(4), pages 645-686, December.
  61. Stelios Arvanitis & Thierry Post & Nikolas Topaloglou, 2021. "Stochastic Bounds for Reference Sets in Portfolio Analysis," Management Science, INFORMS, vol. 67(12), pages 7737-7754, December.
  62. Margareta Gardijan Kedžo & Boško Šego, 2021. "The relative efficiency of option hedging strategies using the third-order stochastic dominance," Computational Management Science, Springer, vol. 18(4), pages 477-504, October.
  63. Hsu, Justine & Majdzadeh, Reza & Mills, Anne & Hanson, Kara, 2021. "A dominance approach to analyze the incidence of catastrophic health expenditures in Iran," Social Science & Medicine, Elsevier, vol. 285(C).
  64. Sonne-Schmidt, Christoffer & Tarp, Finn & Peter, Lars, 2011. "Ordinal multidimensional inequality: theory and application to the 2x2 case," MPRA Paper 72838, University Library of Munich, Germany.
  65. Mohamad Khaled & Paul Makdissi & Prasada Rao & Myra Yazbeck, 2023. "A Unidimensional Representation of Multidimensional Inequality: An Econometric Analysis of Inequalities in the Arab Region," Working Papers 2304E Classification- D63, University of Ottawa, Department of Economics.
  66. Mohamad A. Khaled & Paul Makdissi & D.S. Prasada Rao & Myra Yazbeck, 2023. "A unidimensional representation of multidimensional inequality, with an application to the Arab region," Discussion Papers Series 659, School of Economics, University of Queensland, Australia.
  67. Yélé Batana, 2013. "Multidimensional Measurement of Poverty Among Women in Sub-Saharan Africa," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 112(2), pages 337-362, June.
  68. Nie, Peng & Ding, Lanlin & Sousa-Poza, Alfonso, 2019. "Obesity inequality and the changing shape of the bodyweight distribution in China," China Economic Review, Elsevier, vol. 58(C).
  69. Renuka Mahadevan & Maneka Jayasinghe, 2020. "Examining Multidimensional Poverty in Sri Lanka: Transitioning Through Post War Conflict," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 149(1), pages 15-39, May.
  70. Lok, Thomas M. & Tabri, Rami V., 2015. "An Improved Bootstrap Test For Restricted Stochastic Dominance," Working Papers 2015-15, University of Sydney, School of Economics, revised Aug 2019.
  71. Christopher J. Bennett & Shabana Mitra, 2013. "Multidimensional Poverty: Measurement, Estimation, and Inference," Econometric Reviews, Taylor & Francis Journals, vol. 32(1), pages 57-83, January.
  72. Kaplan, David M. & Zhuo, Longhao, 2021. "Frequentist properties of Bayesian inequality tests," Journal of Econometrics, Elsevier, vol. 221(1), pages 312-336.
  73. Nguyen, Duc Khuong & Topaloglou, Nikolas & Walther, Thomas, 2020. "Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach," MPRA Paper 103870, University Library of Munich, Germany.
  74. Rami V. Tabri & Mathew J. Elias, 2024. "Testing for Restricted Stochastic Dominance under Survey Nonresponse with Panel Data: Theory and an Evaluation of Poverty in Australia," Papers 2406.15702, arXiv.org.
  75. Barrera-Osorio, Felipe & Raju, Dhushyanth, 2010. "Short-run learning dynamics under a test-based accountability system : evidence from Pakistan," Policy Research Working Paper Series 5465, The World Bank.
  76. Stylianos Perrakis, 2022. "From innovation to obfuscation: continuous time finance fifty years later," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 36(3), pages 369-401, September.
  77. Thierry Post & Iňaki Rodríguez Longarela, 2021. "Risk Arbitrage Opportunities for Stock Index Options," Operations Research, INFORMS, vol. 69(1), pages 100-113, January.
  78. J. L. Figueroa, 2013. "Distributional effects of OPORTUNIDADES on early child development," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 13/840, Ghent University, Faculty of Economics and Business Administration.
  79. George M. Constantinides & Michal Czerwonko & Jens Carsten Jackwerth & Stylianos Perrakis, 2011. "Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence," Journal of Finance, American Finance Association, vol. 66(4), pages 1407-1437, August.
  80. Ramses H. Abul Naga & Christopher Stapenhurst & Gaston Yalonetzky, 2024. "Inferring inequality: Testing for median-preserving spreads in ordinal data," Econometric Reviews, Taylor & Francis Journals, vol. 43(2-4), pages 156-174, April.
  81. Joseph P. Romano & Azeem M. Shaikh & Michael Wolf, 2010. "Hypothesis Testing in Econometrics," Annual Review of Economics, Annual Reviews, vol. 2(1), pages 75-104, September.
  82. Almas Heshmati & Esfandiar Maasoumi & Guanghua Wan, 2019. "An Analysis of the Determinants of Household Consumption Expenditure and Poverty in India," Economies, MDPI, vol. 7(4), pages 1-27, September.
  83. Fakih, Ali & Makdissi, Paul & Marrouch, Walid & Tabri, Rami V. & Yazbeck, Myra, 2022. "A stochastic dominance test under survey nonresponse with an application to comparing trust levels in Lebanese public institutions," Journal of Econometrics, Elsevier, vol. 228(2), pages 342-358.
  84. Stelios Arvanitis & Thierry Post, 2024. "Stochastic Arbitrage Opportunities: Set Estimation and Statistical Testing," Mathematics, MDPI, vol. 12(4), pages 1-19, February.
  85. David Gunawan & William E. Griffiths & Duangkamon Chotikapanich, 2020. "Posterior Probabilities for Lorenz and Stochastic Dominance of Australian Income Distributions," Papers 2005.04870, arXiv.org, revised Jul 2021.
  86. David Lander & David Gunawan & William E. Griffiths & Duangkamon Chotikapanich, 2016. "Bayesian Assessment of Lorenz and Stochastic Dominance Using a Mixture of Gamma Densities," Department of Economics - Working Papers Series 2023, The University of Melbourne.
  87. Jesse Frey, 2012. "Constrained nonparametric estimation of the mean and the CDF using ranked-set sampling with a covariate," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(2), pages 439-456, April.
  88. Liesiö, Juuso & Xu, Peng & Kuosmanen, Timo, 2020. "Portfolio diversification based on stochastic dominance under incomplete probability information," European Journal of Operational Research, Elsevier, vol. 286(2), pages 755-768.
  89. Sonne-Schmidt, Christoffer & Tarp, Finn & Østerdal, Lars Peter, 2013. "Ordinal Multidimensional Inequality," WIDER Working Paper Series 097, World Institute for Development Economic Research (UNU-WIDER).
  90. Dehejia Vivek H. & Voia Marcel C., 2012. "International Income Comparisons and Social Welfare: Methodology, Analysis, and Implications," Journal of Globalization and Development, De Gruyter, vol. 3(1), pages 1-24, June.
  91. Luo, Yao, 2020. "Unobserved heterogeneity in auctions under restricted stochastic dominance," Journal of Econometrics, Elsevier, vol. 216(2), pages 354-374.
  92. Thierry Post & Valerio Potì, 2017. "Portfolio Analysis Using Stochastic Dominance, Relative Entropy, and Empirical Likelihood," Management Science, INFORMS, vol. 63(1), pages 153-165, January.
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