Report NEP-ECM-2003-07-07This 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.
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 03-15, Wharton School Center for Financial Institutions, University of Pennsylvania.
- William C. Horrace, 2003. "On Ranking and Selection from Independent Truncated Normal Distributions," Econometrics 0306009, EconWPA.
- Reinikka, Ritva & Svensson, Jakob, 2003. "Survey techniques to measure and explain corruption," Policy Research Working Paper Series 3071, The World Bank.
- Zaka Ratsimalahelo, 2003. "Rank Test Based On Matrix Perturbation Theory," Econometrics 0306008, EconWPA.