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Macroeconomics: Consumption, Saving, Production, Employment, and Investment x Corporate Governance x Econometrics and Mathematical Economics x clear all

Treating Measurement Error in Tobin's q

Timothy Erickson and Toni M. Whited.

in The Review of Financial Studies

April 2012; p ublished online November 2011 .

Journal Article. Subjects: Econometric and Statistical Methods and Methodology: General; Single Equation Models; Single Variables; Macroeconomics: Consumption, Saving, Production, Employment, and Investment; Corporate Governance. 20492 words.

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...