Testing stochastic dominance with many conditioning variables

DOI10.1016/j.jeconom.2022.05.002OpenAlexW3029849455MaRDI QIDQ6108264

Yoon-Jae Whang, Oliver B. Linton, Myung Hwan Seo

Publication date: 29 June 2023

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2022.05.002

zbMATH Keywords

LASSOhome biasconditional stochastic dominancepower boostingsemiparametric location scale model

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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