Multidimensional Dominance 2010
Instructor: Gaston Yalonetzky, OPHI Research Officer
Class Objectives:
- Unidimensional versus multidimensional stochastic dominance.
- Multidimensional dominance criteria: Atkinson and Bourguignon (1982) generalized by Crawford (2005) and Yalonetzky (2009); and Duclos et. al. (2006).
- Statistical inference techniques: Duclos et. al. (2006).
- Some discussion of discrete variables (if there is time).
Video
Download Lecture Slides (pdf)
Reading List
Suggested basic readings on this topic:
ATKINSON, A.B and F. BOURGUIGNON (1982), “The comparison of multidimensioned distributions of economic status”, Review of Economic Studies, 49(2): 183-201.
DUCLOS, J-Y., SAHN, D and S. YOUNGER (2006), “Robust Multidimensional Poverty Comparisons”, The Economic Journal. 116(514): 943-68.
YALONETZKY, Gaston (2009), “Testing for stochastic dominance among additive, multivariate welfare functions”, manuscript.
Further readings:
ANDERSON, G. (1996), ‘Nonparametric tests of stochastic dominance in income distributions’, Econometrica, 64(5): 1183-1193.
ANDERSON, G. (2008), “The empirical assessment of multidimensional welfare, inequality and poverty: Sample weighted multivariate generalizations of the Kolmogorov-Smirnov two sample test for stochastic dominance”, Journal of Economic Inequality, 6(1): 73-87.
DAVIDSON, R. and J. DUCLOS (2000), “Statistical inference for stochastic dominance and for the measurement of poverty and inequality”, Econometrica, 68(6): 1435-65.
DUCLOS, J-Y., SAHN, D and S. YOUNGER (2006), “Robust Multidimensional Poverty Comparisons with Discrete Indicators of Well-being”, CIRPEE Working Paper, 06-28.
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