Metadata-Version: 2.1
Name: PySDTest
Version: 0.0.7
Summary: A Python Package for Stochastic Dominance Tests
Home-page: https://github.com/lee-kyungho/pysdtest
Author: Kyungho Lee
Author-email: liikh1994@gmail.com
License: UNKNOWN
Project-URL: Bug Tracker, https://github.com/lee-kyungho/pysdtest/issues
Platform: UNKNOWN
Classifier: Programming Language :: Python :: 3
Classifier: License :: OSI Approved :: MIT License
Classifier: Operating System :: OS Independent
Requires-Python: >=3.6
Description-Content-Type: text/markdown
License-File: LICENSE.txt

# PySDtest

 A Python Package for Stochastic Dominance Tests

PySDtest is a Python 3 implementation of routines for Stochastic Dominance tests. This package was created by Kyungho Lee in collaboration with Yoon-Jae Whang.

This package implements stochastic dominance tests proposed by [Barrett and Donald (2003)](https://doi.org/10.1111/1468-0262.00390), [Linton, Maasoumi and Whang (2005)](https://ideas.repec.org/a/oup/restud/v72y2005i3p735-765.html), [Linton, Song and Whang (2010)](https://econpapers.repec.org/article/eeeeconom/v_3a154_3ay_3a2010_3ai_3a2_3ap_3a186-202.htm), [Donald and Hsu (2014)](https://www.tandfonline.com/doi/full/10.1080/07474938.2013.833813). For details of each model, refer to corresponding paper. For comprehensive survey about theoretical and practical stochastic dominance tests, see [Whang(2019)](https://www.cambridge.org/kr/academic/subjects/economics/econometrics-statistics-and-mathematical-economics/econometric-analysis-stochastic-dominance-concepts-methods-tools-and-applications?format=HB).


