Articles with "improved bootstrap" as a keyword



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An Improved Bootstrap Test for Restricted Stochastic Dominance

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Published in 2021 at "Journal of Econometrics"

DOI: 10.1016/j.jeconom.2019.08.016

Abstract: Abstract Bootstrap Testing for restricted stochastic dominance of a pre-specified order between two distributions is of interest in many areas of economics. This paper develops a new method for improving the performance of such tests… read more here.

Keywords: stochastic dominance; restricted stochastic; test; non modified ... See more keywords