Toni M. Whited

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High Order Moment Estimators

Signs Estimators

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Toni M. Whited

Michael and Diane Jones Professor of Business Administration

Professor of Finance

University of Rochester

 

 

 

William E. Simon Graduate School of Business Administration
3-211B Carol Simon Hall
University of Rochester
Rochester, New York 14627
Phone, Fax: (585) 275-3916, (585) 273-1140
toni dot whited at simon dot rochester dot edu

 

 

This picture is not representative, but this is.

 

 

 

NEWS! I finally had my measurement-error estimators coded into Stata’s MATA language. I also think that the bugs have been worked out. Look at the High Order Moment Estimators Tab.