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.

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Other reports in NEP-ECM

The following items were announced in this report:

• Michael W. Brandt & Francis X. Diebold & April, "undated". "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, University Library of Munich, Germany.
• 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, University Library of Munich, Germany.