Brian McCaig and Adonis Yatchew, "International Welfare Comparisons and 
Nonparametric Testing of Multivariate Stochastic Dominance," Journal of 
Applied Econometrics, Vol. 22, No. 5, 2007, pp. 951-969.

The data used in the article are from the Cross-National Equivalent File.
This is a confidential data source administered by: 

  Cornell University 
  Department of Policy Analysis and Management 
  120 MVR Hall 
  Ithaca, New York 
  14853-4401 
  USA 

  Tel: +1-607-255-8012 
  Fax: +1-607-255-4071 
  E-mail: cnef@cornell.edu 
  http://www.human.cornell.edu/che/PAM/Research/Centers-Programs/German-Panel/Cross-National-Equivalent-File_CNEF.cfm 

In our study, we use the following files from the CNEF: 

- bequiv01 
- bequiv91 
- gequiv01 
- gequiv91 
- gequiv84 
- pequiv01 
- pequiv91 
- pequiv84 

For an explanation of the variables, see the respective codebooks, which can
be downloaded from the CNEF website. 

We construct our datasets according to the programs: 
- clean-BHPS.ssc 
- clean-GSOEP.ssc 
- clean-PSID.ssc 
which are written in S-Plus. Please refer to the header of each file for 
instructions on how to use the programs. 

We use the program "bivariate-test.ssc" to perform our empirical 
investigation. Again, refer to the header of the program for instructions. 
This program too is written in S-Plus. 

Finally, we run our simulations using the program "bivariate-sims.R", 
which is written in R. R is freely available from http://www.r-project.org/. 

Please address any questions to: 

Brian McCaig 
Department of Economics 
University of Toronto 
150 St. George Street 
University of Toronto 
Toronto, Ontario 
M5S 3G7 
Canada 
Email: brian.mccaig [AT] utoronto.ca 
Website: http://www.chass.utoronto.ca/~bmccaig/