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st: nonparametric test


From   Dawood Ashraf <dawood_ashraf@yahoo.com>
To   StataList <statalist@hsphsun2.harvard.edu>
Subject   st: nonparametric test
Date   Thu, 29 Sep 2011 00:15:38 -0700 (PDT)

I am trying to implement Jiang(2003) procedure to test the market timing ability of mutual funds. I am looking for any user written program or set of commands that can implement the procedure.  Jiang (2003) is freely available at: http://www.columbia.edu/~wj2006/market_timing.pdf
Regards

Dawood


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