|
Toni M. Whited Michael and Diane
Jones Professor of Business Administration Professor of
Finance University of
Rochester
Notes: I’m doing measurement error econometrics again
with Tim Erickson. This is what I have been doing: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1663486
The high-order moments estimators have now been coded
into Gauss (the original), Matlab (translated by me), Stata (translated by a
student), and SAS (translated by a student). I’m working on coding up the
improvements in the above paper in a user-friendly manner. This could take a
while. I hate programming. Ilya Strebulaev and I are almost done (really, it
exists, it’s just ugly) with a paper on structural estimation and
dynamic models in corporate finance. |
