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