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Inference on distribution functions under measurement error

Karun Adusumilli, Taisuke Otsu and Yoon-Jae Whang

Consistent Testing for Stochastic Dominance under General Sampling Schemes

Oliver Linton, Esfandiar Maasoumi and Yoon-Jae Whang

We propose a procedure for estimating the critical values of the extended Kolmogorov-Smirnov tests of Stochastic Dominance of arbitrary order in the general K-prospect case. We allow for the observations to be serially d...Read more...

December 2003

Econometrics Paper

Consistent Testing for Stochastic Dominance: A Subsampling Approach

Oliver Linton, Esfandiar Maasoumi and Yoon-Jae Whang

We study a very general setting, and propose a procedure for estimating the critical values of the extended Kolmogorov-Smirnov tests of First and Second Order Stochastic Dominance due to McFadden (1989) in the general k-...Read more...

March 2002

DARP Paper

Distributional Dominance with Dirty Data, (published in Journal of Business and Economic Statistics, vol. 24 (2006), pp. 291-300)

Frank A Cowell and Maria-Pia Victoria-Feser

Distributional dominance criteria are commonly applied to draw welfare inferences about comparisons, but conclusions drawn from empirical implementations of dominance criteria may be influenced by data contamination. We ...Read more...

August 2001

DARP Paper

Robust Lorenz Curves: A Semiparametric Approach, (published in Journal of Economic Inequality, vol. 5 (2007), pp. 21-37)

Frank A Cowell and Maria-Pia Victoria-Feser

Lorenz curves and second-order dominance criteria are known to be sensitive to data contamination in the right tail of the distribution. We propose two ways of dealing with the problem: (1) Estimate Lorenz curves using p...Read more...

May 2001

DARP Paper

Income Inequality Comparisons with Dirty Data: The UK and Spain during the 1980s

Frank A Cowell, Julie Litchfield and Magda Mercader-Prats

Inequality comparisons between countries and over time should take into account problems of data imperfection. We examine the contrasting experience of the UK and spain during the 1980s in terms of the distribution of di...Read more...

June 1999

DARP Paper

Welfare Judgements in the Presence Contaminated Data, (published in Econometrica, vol. 70 (2002), pp. 1221-1233)

Frank A Cowell and Maria-Pia Victoria-Feser

The economic analysis of income distribution and related topics makes extensive use of dominance criteria to draw inferences about welfare comparisons. However it is possible that - just as some inequality statistics can...Read more...

January 1996

DARP Paper

Mixed dominance: a new criterion for poverty analysis

Stephen Howes

The second-order stochastic dominance criterion for inequality analysis introduced by Atkinson (1970) covers nearly all well-known inequality indices. The same cannot be said, in respect of poverty indices, for the secon...Read more...

October 1993

DARP Paper

Monotonicity and the Pareto Principle (Now published in Economics Letters 45 (1994), pp.447-450)

Yoram Amiel and Frank A Cowell

We examine the implications of three similar criteria that are commonly used in welfare economics and the analysis of inequality and poverty - income dominance, monotonicity and the Pareto principle - within the context ...Read more...

October 1993