Niu, Cuizhen; Guo, Xu; McAleer, Michael; Wong, Wing-keung - 2017
Homm and Pigorsch (2012a) use the Aumann and Serrano index to develop a new economic performance measure (EPM), which is well known to have advantages over other measures. In this paper, we extend the theory by constructing a one-sample confidence interval of EPM, and construct confidence...
