Measurement error in multiple equations: Tobin's q and corporate investment, saving, and debt

DOI10.1016/J.JECONOM.2019.08.001zbMATH Open1456.62138OpenAlexW2970564800WikidataQ127301954 ScholiaQ127301954MaRDI QIDQ2294451FDOQ2294451

Authors: Karim Chalak, Daniel Kim 

Publication date: 11 February 2020

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2019.08.001

Recommendations

• Tobin's \(q\) and corporate investment with a pandemic shock
• Impacts of Measurement Errors on Simultaneous Equation Estimation of Dividend and Investment Decisions
• MEASUREMENT ERROR IN MONETARY AGGREGATES: A MARKOV SWITCHING FACTOR APPROACH
• Analysis of cointegrated models with measurement errors
• Cross-Sectionally Correlated Measurement Errors in Two-Pass Regression Tests of Asset-Pricing Models
• Cointegration analysis under measurement errors
• Capital asset pricing models revisited: evidence from errors in variables

zbMATH Keywords

measurement errorsensitivity analysispartial identificationcash flowTobin's \(q\)multiple equations

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cites Work

• Econometric analysis of cross section and panel data.
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Intersection bounds: estimation and inference
• Consistent Sets of Estimates for Regressions with Errors in All Variables
• Errors in Variables in Linear Systems
• Bounding the Effects of Proxy Variables on Regression Coefficients
• Regressor diagnostics for the classical errors-in-variables model
• Tobin's Marginal q and Average q: A Neoclassical Interpretation
• Constructing Instruments for Regressions With Measurement Error When no Additional Data are Available, with An Application to Patents and R&D
• TWO-STEP GMM ESTIMATION OF THE ERRORS-IN-VARIABLES MODEL USING HIGH-ORDER MOMENTS
• Bayesian inference in a class of partially identified models
• Minimum distance estimation of the errors-in-variables model using linear cumulant equations
• More on monotone instrumental variables
• Set identification and sensitivity analysis with Tobin regressors

Cited In (2)

• Impacts of Measurement Errors on Simultaneous Equation Estimation of Dividend and Investment Decisions
• Nonparametric Gini-Frisch bounds

Uses Software

• clrbound

This page was built for publication: Measurement error in multiple equations: Tobin's \(q\) and corporate investment, saving, and debt

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2294451)