Similar Search Results

Treating measurement error in Tobin's q

Erickson, Timothy; Whited, Toni Marion - In: The review of financial studies 25 (2012) 4, pp. 1286-1329

Persistent link: https://www.econbiz.de/10009520086

The ambiguous effect of new and improved goods on the cost of living

Erickson, Timothy - In: Economics letters 68 (2000) 2, pp. 143-147

Persistent link: https://www.econbiz.de/10001485051

An experimental component index for the CPI : from annual computer data to monthly data on other goods

Erickson, Timothy; Pakes, Ariel - 2008

Persistent link: https://www.econbiz.de/10003763340

Treating measurement error in Tobin's q

Erickson, Timothy; Whited, Toni Marion - 2010

We compare the ability of three measurement error remedies to deliver unbiased estimates of coefficients in investment regressions. We examine high-order moment estimators, dynamic panel estimators, and simple instrumental variables estimators that use lagged mismeasured regressors as...

Persistent link: https://www.econbiz.de/10008695770

An experimental component index for the CPI : from annual computer data to monthly data on other goods

Erickson, Timothy; Pakes, Ariel - In: The American economic review 101 (2011) 5, pp. 1707-1738

Persistent link: https://www.econbiz.de/10009301118

Minimum distance estimation of the errors-in-variables model using linear cumulant equations

Erickson, Timothy; Jiang, Colin Huan; Whited, Toni Marion - In: Journal of econometrics 183 (2014) 2, pp. 211-221

Persistent link: https://www.econbiz.de/10010506058

Proxy-quality thresholds : theory and applications

Erickson, Timothy; Whited, Toni Marion - In: Finance research letters 2 (2005) 3, pp. 131-151

Persistent link: https://www.econbiz.de/10003099265

Constructing instruments for regressions with measurement error when no additional data are available: comment

Erickson, Timothy - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 1, pp. 221-222

Persistent link: https://www.econbiz.de/10001546662

Measurement error and the relationship between investment and q

Erickson, Timothy; Whited, Toni Marion - In: Journal of political economy 108 (2000) 5, pp. 1027-1057

Persistent link: https://www.econbiz.de/10001525675

Restricting regression slopes in the errors-in-variables model by bounding the error correlation

Erickson, Timothy - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 959-969

Persistent link: https://www.econbiz.de/10001147099