Timothy Erickson, Ph.D.
Research Economist
Bureau of Labor Statistics
Division of Price Index Number Research
Contact Information
202-691-5145
Email
Fields of Interest
Econometrics, Industrial Organization, Consumer Behavior
Education
Ph.D., Economics, UCLA
B.A., Economics, California State University, Fullerton
Selected Publications and Working Papers
- “Proper Posteriors from Improper Priors for an Unidentified
Errors-in-Variables Model,” Econometrica
57 (1989).
- “Restricting Regression Slopes in the Errors-in-Variables
Model by Bounding the Error Correlation,” Econometrica
61 (1993).
- “Measurement Error and the Relationship Between Investment
and Q” (with Toni M. Whited), Journal
of Political Economy 108 (2000).
- “The Ambiguous Effect of New and Improved Goods on the
Cost-of-Living,” Economics Letters 68
(2000).
- “Constructing Instruments for Regressions with Measurement
Error When No Additional Data are Available: Comment,” Econometrica 69 (2001).
- “Two-Step GMM Estimation of the Errors-in-Variables Model
Using High-Order Moments,” (with Toni M. Whited), Econometric Theory 18 (2002).
- “Proxy-Quality Thresholds: Theory and Applications,” (with
Toni M. Whited), Finance Research
Letters 2 (2005).
- “On the Accuracy of Different Measures of Q,” (with Toni M. Whited), Financial Management 35 (2006)
- “An Experimental Component Index for the CPI: From Annual
Computer Data to Monthly Data on Other Goods” (with Ariel Pakes, working paper.
- “Equilibrium Market Dynamics and the Measurement of
Inflation and Quality Change” (with Patricia Langohr, working paper.
Last Modified Date: March 12, 2008
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Bureau of Labor Statistics
