Econometric analysis of stochastic dominance: concepts, methods, tools, and applications (Record no. 2969)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 03037nam a22002177a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20220629111814.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 220629b ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781108472791 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 330.0151923 |
| Item number | WHA |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Whang, Yoon-Jae |
| 245 ## - TITLE STATEMENT | |
| Title | Econometric analysis of stochastic dominance: concepts, methods, tools, and applications |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc. | Cambridge University Press |
| Place of publication, distribution, etc. | New York |
| Date of publication, distribution, etc. | 2019 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xvi, 261 p. |
| 365 ## - TRADE PRICE | |
| Price type code | GBP |
| Price amount | 49.99 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc. note | Table of Contents<br/>1. Introduction<br/>1.1. Concepts of stochastic dominance<br/>1.2. Applications of stochastic dominance<br/>1.3. Outline of subsequent chapters<br/>2. Tests of stochastic dominance: basic results<br/>2.1. Introduction<br/>2.2. Null of dominance against non-dominance<br/>2.3. Null of non-dominance against dominance<br/>2.4. Null of equality against dominance<br/>2.5. Empirical examples<br/>3. Tests of stochastic dominance: further results<br/>3.1. SD tests with improved power<br/>3.2. Program evaluation and stochastic dominance<br/>3.3. Some issues of SD tests<br/>3.4. Empirical examples<br/>4. Stochastic dominance with covariates<br/>4.1. Introduction<br/>4.2. Conditional stochastic dominance at fixed values of covariates<br/>4.3. Conditional stochastic dominance at all values of covariates<br/>4.4. Stochastic monotonicity<br/>4.5. Empirical examples<br/>5. Extensions of stochastic dominance<br/>5.1. Multivariate stochastic dominance<br/>5.2. Analysis of economic inequality and poverty<br/>5.3. Analysis of portfolio choice problems<br/>5.4. Weaker notions of stochastic dominance<br/>5.5. Related concepts of stochastic dominance<br/>6. Some further topics<br/>6.1. Distributional overlap measure<br/>6.2. Generalized functional inequalities<br/>6.3. Distributions with measurement errors<br/>6.4. SD tests with many covariates<br/>6.5. Robust forecasting comparisons<br/>7. Conclusions. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This book offers an up-to-date, comprehensive coverage of stochastic dominance and its related concepts in a unified framework. A method for ordering probability distributions, stochastic dominance has grown in importance recently as a way to measure comparisons in welfare economics, inequality studies, health economics, insurance wages, and trade patterns. Whang pays particular attention to inferential methods and applications, citing and summarizing various empirical studies in order to relate the econometric methods with real applications and using computer codes to enable the practical implementation of these methods. Intuitive explanations throughout the book ensure that readers understand the basic technical tools of stochastic dominance.<br/><br/>Provides an advanced treatment for graduate students and researchers on stochastic dominance<br/>Focuses on fields of economics and finance, attending specifically to inferential methods and foundations<br/>Enables readers from non-science backgrounds to understand how the technical content can be used in practice |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematical statistics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stochastic processes |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Economics, Mathematical |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Book |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Bill No | Bill Date | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Total Checkouts | Full call number | Accession Number | Date last seen | Copy number | Cost, replacement price | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Public Policy & General Management | TB608 | 04-06-2022 | Indian Institute of Management LRC | Indian Institute of Management LRC | General Stacks | 06/29/2022 | Technical Bureau India Pvt. Ltd. | 3378.87 | 330.0151923 WHA | 002485 | 06/29/2022 | 1 | 5138.97 | 06/29/2022 | Book |