Econometric Analysis of Stochastic Dominance: Concepts, Methods, Tools, and Applications: Themes in Modern Econometrics
Autor Yoon-Jae Whangen Limba Engleză Hardback – 30 ian 2019
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Specificații
ISBN-13: 9781108472791
ISBN-10: 1108472796
Pagini: 278
Ilustrații: 11 b/w illus. 5 tables
Dimensiuni: 157 x 235 x 20 mm
Greutate: 0.5 kg
Editura: Cambridge University Press
Colecția Cambridge University Press
Seria Themes in Modern Econometrics
Locul publicării:New York, United States
ISBN-10: 1108472796
Pagini: 278
Ilustrații: 11 b/w illus. 5 tables
Dimensiuni: 157 x 235 x 20 mm
Greutate: 0.5 kg
Editura: Cambridge University Press
Colecția Cambridge University Press
Seria Themes in Modern Econometrics
Locul publicării:New York, United States
Cuprins
1. Introduction; 1.1. Concepts of stochastic dominance; 1.2. Applications of stochastic dominance; 1.3. Outline of subsequent chapters; 2. Tests of stochastic dominance: basic results; 2.1. Introduction; 2.2. Null of dominance against non-dominance; 2.3. Null of non-dominance against dominance; 2.4. Null of equality against dominance; 2.5. Empirical examples; 3. Tests of stochastic dominance: further results; 3.1. SD tests with improved power; 3.2. Program evaluation and stochastic dominance; 3.3. Some issues of SD tests; 3.4. Empirical examples; 4. Stochastic dominance with covariates; 4.1. Introduction; 4.2. Conditional stochastic dominance at fixed values of covariates; 4.3. Conditional stochastic dominance at all values of covariates; 4.4. Stochastic monotonicity; 4.5. Empirical examples; 5. Extensions of stochastic dominance; 5.1. Multivariate stochastic dominance; 5.2. Analysis of economic inequality and poverty; 5.3. Analysis of portfolio choice problems; 5.4. Weaker notions of stochastic dominance; 5.5. Related concepts of stochastic dominance; 6. Some further topics; 6.1. Distributional overlap measure; 6.2. Generalized functional inequalities; 6.3. Distributions with measurement errors; 6.4. SD tests with many covariates; 6.5. Robust forecasting comparisons; 7. Conclusions.
Notă biografică
Descriere
Provides a comprehensive analysis of stochastic dominance through coverage of concepts, methods of estimation, inferential tools, and applications.