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MATLAB Implementation of Testing for Time Stochastic Dominance

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Testing for Time Stochastic Dominance

This repository contains MATLAB implementation of Testing for Time Stochastic Dominance (Journal of Econometrics, 2023) by Kyungho Lee, Oliver Linton, and Yoon-Jae Whang.

  • TTSD folder contains MATLAB codes for implementation
  • TTSD.m implements the time stochastic dominance test
  • Replication branch contains replication codes for Testing for Time Stochastic Dominance

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MATLAB Implementation of Testing for Time Stochastic Dominance

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