Murphy-Topel Covariance Matrix

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gford
Posts: 5
Joined: Mon Mar 23, 2009 9:41 am

Murphy-Topel Covariance Matrix

Postby gford » Tue Mar 24, 2009 7:10 am

A program computing the Murphy-Topel Covariance Matrix is available at: http://papers.ssrn.com/sol3/papers.cfm? ... id=1301610.
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