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作者：Barrett, GF; Donald, SG
作者单位：University of New South Wales Sydney; University of Texas System; University of Texas Austin
摘要：Methods are proposed for testing stochastic dominance of any pre-specified order, with primary-interest in the distributions of income. We consider consistent tests, that are similar to Kolmogorov-Smirnov tests, of the complete set of restrictions that relate to the various forms of stochastic dominance. For such tests, in the case of tests for stochastic dominance beyond first order, we propose and justify a variety of approaches to inference based on simulation and the bootstrap. We compare ...
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作者：Gilboa, I; Schmeidler, D
作者单位：Tel Aviv University; Tel Aviv University; Yale University; Tel Aviv University; University System of Ohio; Ohio State University
摘要：A predictor is asked to rank eventualities according to their plausibility, based on past cases. We assume that she can form a ranking given any memory that consists of finitely many past cases. Mild consistency requirements on these rankings imply that they have a numerical representation via a matrix assigning numbers to eventuality-case pairs, as follows. Given a memory, each eventuality is ranked according to the sum of the numbers in its row, over cases in memory. The number attached to a...
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作者：Blundell, RW; Browning, M; Crawford, IA
作者单位：University of London; University College London; University of London; London School Economics & Political Science
摘要：This paper applies revealed preference theory to the nonparametric statistical analysis of consumer demand. Knowledge of expansion paths is shown to improve the power of nonparametric tests of revealed preference. The tightest bounds on indifference surfaces and welfare measures are derived using an algorithm for which revealed preference conditions are shown to guarantee convergence. Nonparametric Engel curves are used to estimate expansion paths and provide a stochastic structure within whic...
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作者：Krusell, P; Smith, AA Jr
作者单位：University of Rochester; Carnegie Mellon University
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作者：Sharma, T
作者单位：Instituto Tecnologico Autonomo de Mexico
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作者：Krasa, S; Villamil, AP
作者单位：University of Illinois System; University of Illinois Urbana-Champaign
