Michael R. Roberts Working Papers

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• " Strategic Interaction in Corporate Capital Structure, " with Mark T. Leary, 2009, Coming Soon

• "Corporate Dividend Policies: Lessons from Private Firms," with Roni Michaely, 2006

• " The Structure and Pricing of Debt Covenants," with Michael Bradley, 2003 (formerly entitled "Are Bond Covenants Priced?")

• "The Dynamics of Capital Structure: An Empirical Analysis of a Partially Observable System," 2001, (Chapter 3 of dissertation and job market paper)

• "A Continuous Time Kalman Filter," 2001, (Chapter 2 of dissertation)

• "Parameter Estimation in a Mixed Stock-Flow State Space Framework with Contemporaneous Correlation," 2001, (Chapter 3 of dissertation)

• "Parameter Estimation in Continuous State Hidden Markov Models," 2001 (Statistics M.A. Thesis)

• "An Empirical Analysis of Deregulated Electricity Prices," with Christopher Knittel, University of California Energy Institute Power Working Papers, PWP-087