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Econometric analysis of stochastic dominance : concepts, methods, tools, and applications

Econometric analysis of stochastic dominance : concepts, methods, tools, and applications (1회 대출)

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단행본
개인저자
황윤재.
서명 / 저자사항
Econometric analysis of stochastic dominance : concepts, methods, tools, and applications / Yoon-Jae Whang, Seoul National University.
발행사항
New York :   Cambridge University Press,   2019.  
형태사항
xvi, 262 p. : ill. ; 24 cm.
총서사항
Themes in modern econometrics
ISBN
9781108472791 (alk. paper)
서지주기
Includes bibliographical references (p. 242-258) and index.
일반주제명
Economics, Mathematical. Stochastic processes. Mathematical statistics.
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084 ▼a 330.0151923 ▼2 DDCK
090 ▼a 330.0151923 ▼b H991e
100 1 ▼a 황윤재.
245 1 0 ▼a Econometric analysis of stochastic dominance : ▼b concepts, methods, tools, and applications / ▼c Yoon-Jae Whang, Seoul National University.
260 ▼a New York : ▼b Cambridge University Press, ▼c 2019.
300 ▼a xvi, 262 p. : ▼b ill. ; ▼c 24 cm.
490 1 ▼a Themes in modern econometrics
504 ▼a Includes bibliographical references (p. 242-258) and index.
650 0 ▼a Economics, Mathematical.
650 0 ▼a Stochastic processes.
650 0 ▼a Mathematical statistics.
830 0 ▼a Themes in modern econometrics.
900 1 0 ▼a Hwang, Yun-jae.
900 1 0 ▼a Whang, Yoon-Jae.
945 ▼a KLPA

소장정보

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 과학도서관/Sci-Info(2층서고)/ 청구기호 330.0151923 H991e 등록번호 121248971 도서상태 대출가능 반납예정일 예약 서비스 B M

컨텐츠정보

목차

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.


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