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Report NEP-ECM-2003-07-07
This is the archive for NEP-ECM, a report on new working papers in the area of Econometrics. Sune Karlsson issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ECM
The following items were announced in this report:
- Michael W. Brandt & Francis X. Diebold & April, , "A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 03-15.
- William C. Horrace, 2003, "On Ranking and Selection from Independent Truncated Normal Distributions," Econometrics, University Library of Munich, Germany, number 0306009, Jun.
- Item repec:wop:wobael:3071 is not listed on IDEAS anymore
- Zaka Ratsimalahelo, 2003, "Rank Test Based On Matrix Perturbation Theory," Econometrics, University Library of Munich, Germany, number 0306008, Jun.