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Mean-variance spanning test
Packet file list
(Preview for download)
dncfcdf.m
figure4.m
figure4.mat
figure4a.m
figure4b.m
kurt.m
kurtf.m
master.dat
pillai2.m
pillainv2.m
readme.txt
span.m
stepdown.m
table1.m
table1.out
table2.m
table2.out
table3.m
table3.out
table4.m
table4.out
table5.m
table5.out
table5a.m
table5a.out
table6.m
table6.out
table7.m
table7.out
vec.m
wald.m
waldinv.m
gmmspan.m
market.dat
figure4.m
figure4.mat
figure4a.m
figure4b.m
kurt.m
kurtf.m
master.dat
pillai2.m
pillainv2.m
readme.txt
span.m
stepdown.m
table1.m
table1.out
table2.m
table2.out
table3.m
table3.out
table4.m
table4.out
table5.m
table5.out
table5a.m
table5a.out
table6.m
table6.out
table7.m
table7.out
vec.m
wald.m
waldinv.m
gmmspan.m
market.dat
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