An empirical analysis of term premiums using significance tests for stochastic dominance
From MaRDI portal
Publication:1275121
DOI10.1016/S0165-1765(98)00102-5zbMath0914.90052MaRDI QIDQ1275121
Publication date: 12 January 1999
Published in: Economics Letters (Search for Journal in Brave)
Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)
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Cites Work
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- The jackknife and the bootstrap for general stationary observations
- Wald Criteria for Jointly Testing Equality and Inequality Restrictions
- Stochastic Dominance and Expected Utility: Survey and Analysis
- The Efficiency Analysis of Choices Involving Risk
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