Toni M. Whited

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Working Papers

High Order Moment Estimators

Signs Estimators

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Toni M. Whited

Michael and Diane Jones Professor of Business Administration

Professor of Finance

University of Rochester

 

Description: Description: Description: meteaching

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
firstname dot lastname at simon dot rochester dot edu

 

 

 For a picture of me not working, look here.
 
Ilya Strebulaev and I finally wrote a response to the Welch’s
paper that critiques dynamic corporate finance. It’s here!
 
I got the Erickson-Whited higher-order moment
estimators into Stata ado files. So now all you have to do to
use them is type a couple of Stata commands. They are here! 
This is a fully functional and debugged command, but it is
“beta” in the sense that we welcome feedback!
 
Ilya Strebulaev and I have a new survey/tutorial
Dynamic Models and Structural Estimation in Corporate Finance
 
 
Michael Roberts and I have updated our survey of
Endogeneity in Empirical Corporate Finance.
 
 
I gave another lecture on structural estimation at
the 2011 FMA. This one is nontechnical.
 
     Here are the slides for the 2011 lecture.
 
     Here is me giving the 2010 lecture.
     Here are the slides for the 2010 lecture.
 


 
 

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