A multiway cluster-robust test for stochastic dominance
Yaqian Wu, Qingliang Fan, Yu-Chin Hsu
Accounting for multiway clustering is essential for valid statistical inference. This paper develops a new Kolmogorov–Smirnov test for stochastic dominance that accommodates multiway clustered sampling, where separate exchangeability holds and non-overlapping cells are independent. The proposed test controls the size well asymptotically …
cn, hk, tw (code pays fourni par la source)
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Econometric Reviews