Metadata-Version: 2.1
Name: PySDTest
Version: 0.0.17
Summary: A Python Package for Stochastic Dominance Tests
Home-page: https://github.com/lee-kyungho/pysdtest
Author: Kyungho Lee
Author-email: liikh1994@gmail.com
Project-URL: Bug Tracker, https://github.com/lee-kyungho/pysdtest/issues
Classifier: Programming Language :: Python :: 3
Classifier: License :: OSI Approved :: GNU General Public License v3 (GPLv3)
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). PySDTest also contains stochastic dominance tests by applying the numerical delta method [(Hong and Li (2018))](https://www.sciencedirect.com/science/article/abs/pii/S0304407618300988.html). For details of each model, refer to the corresponding paper. 


