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Keyword: set estimation;
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Oliver Linton, Kyungchul Song and Yoon-Jae Whang
We propose a new method of testing stochastic dominance which improves on existing tests based on bootstrap or subsampling. Our test requires estimation of the contact sets between the marginal distributions. Our tests h...Read more...
February 2008
Douglas J Hodgson, Oliver Linton and Keith Vorkink
Adaptive estimation; capital asset pricing model; efficiency...Read more...
July 2000