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Michael R. Roberts Working Papers |
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"The Role of Dynamic Renegotiation and Asymmetric Information in Financial Contracting," 2010
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" Endogeneity in Empirical Corporate Finance," for the Handbook of the Economics of Finance, vol. 2 with Toni Whited, 2010
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" Do Peer Firms Affect Corporate Capital Structure?," with Mark T. Leary, 2009
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"Corporate Dividend Policies: Lessons from Private Firms," with Roni Michaely, 2006
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" The Structure and Pricing of Debt Covenants," with Michael Bradley, 2003 (formerly entitled "Are Bond Covenants Priced?")
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"The Dynamics of Capital Structure: An Empirical Analysis of a Partially Observable System," 2001, (Chapter 3 of dissertation and job market paper)
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"A Continuous Time Kalman Filter," 2001, (Chapter 2 of dissertation)
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"Parameter Estimation in a Mixed Stock-Flow State Space Framework with Contemporaneous Correlation," 2001, (Chapter 3 of dissertation)
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"Parameter Estimation in Continuous State Hidden Markov Models," 2001 (Statistics M.A. Thesis)
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"An Empirical Analysis of Deregulated Electricity Prices," with Christopher Knittel, University of California Energy Institute Power Working Papers, PWP-087