Timothy Erickson

U.S. Department of Labor - Bureau of Labor Statistics

2 Massachusetts Avenue, NE

Postal Square Building, Room 3105

Washington, DC 20212

United States

SCHOLARLY PAPERS

8

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CITATIONS
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58

Scholarly Papers (8)

1.

Treating Measurement Error in Tobin’s Q

Simon School Working Paper No. FR 10-27
Number of pages: 59 Posted: 23 Aug 2010 Last Revised: 24 Oct 2011
Timothy Erickson and Toni M. Whited
U.S. Department of Labor - Bureau of Labor Statistics and University of Michigan, Stephen M. Ross School of Business
Downloads 1,580 (10,516)
Citation 31

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Measurement Error, Investment, Minimum Distance, GMM

Measurement Error and the Relationship between Investment and Q

Number of pages: 31 Posted: 31 Oct 2000
Timothy Erickson and Toni M. Whited
U.S. Department of Labor - Bureau of Labor Statistics and University of Michigan, Stephen M. Ross School of Business
Downloads 1,090 (18,423)
Citation 295

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Measurement Error and the Relationship between Investment and Q

Posted: 22 Sep 2001
Timothy Erickson and Toni M. Whited
U.S. Department of Labor - Bureau of Labor Statistics and University of Michigan, Stephen M. Ross School of Business

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3.

Minimum Distance Estimation of the Errors-In-Variables Model Using Linear Cumulant Equations

Number of pages: 31 Posted: 03 Feb 2013 Last Revised: 06 Dec 2015
Timothy Erickson, Colin Jiang and Toni M. Whited
U.S. Department of Labor - Bureau of Labor Statistics, University of Chicago - Booth School of Business and University of Michigan, Stephen M. Ross School of Business
Downloads 963 (22,533)
Citation 18

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errors-in-variables, higher cumulants, investment, leverage

4.

On the Information Content of Different Measures of Q

Number of pages: 37 Posted: 16 Aug 2001
Toni M. Whited and Timothy Erickson
University of Michigan, Stephen M. Ross School of Business and U.S. Department of Labor - Bureau of Labor Statistics
Downloads 490 (56,096)
Citation 1

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Tobin's q, investment, measurement-error bias, high order moments

5.

On the Accuracy of Different Measures of Q

Financial Management, Vol. 35, No. 3, Autumn 2006
Number of pages: 30 Posted: 19 Oct 2006
Timothy Erickson and Toni M. Whited
U.S. Department of Labor - Bureau of Labor Statistics and University of Michigan, Stephen M. Ross School of Business
Downloads 301 (99,204)
Citation 26
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6.

Investment-Cash Flow Sensitivity and Proxy Quality Thresholds

Number of pages: 44 Posted: 13 Mar 2003
Toni M. Whited and Timothy Erickson
University of Michigan, Stephen M. Ross School of Business and U.S. Department of Labor - Bureau of Labor Statistics
Downloads 221 (136,503)
Citation 4

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external finance constraints, investment, errors-in-variables, coefficient sign, prior information

7.

An Experimental Component Index for the CPI: From Annual Computer Data to Monthly Data on Other Goods

NBER Working Paper No. w14368
Number of pages: 43 Posted: 02 Oct 2008 Last Revised: 08 Oct 2008
Timothy Erickson and Ariel Pakes
U.S. Department of Labor - Bureau of Labor Statistics and National Bureau of Economic Research (NBER)
Downloads 17 (532,945)
Citation 13

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8.

Constructing Instruments Fro Regressions with Measurement Error When No Additional Variables are Available: Comment

Working Paper No. 321
Posted: 31 May 2000
Timothy Erickson
U.S. Department of Labor - Bureau of Labor Statistics

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