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Nicholas M. Kiefer

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Kiefer, Nicholas M, 1988. "Employment Contracts, Job Search Theory, and Labour Turnover: Preliminary Empirical Results," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 3(3), pages 169-186, July-Sept.

    Mentioned in:

    1. Employment contracts, job search theory, and labour turnover: Preliminary empirical: Results (Journal of Applied Econometrics 1988) in ReplicationWiki ()

Working papers

  1. Nicholas M. Kiefer & C. Erik Larson, 2015. "Counting Processes for Retail Default Modeling," CREATES Research Papers 2015-17, Department of Economics and Business Economics, Aarhus University.

    Cited by:

    1. Bocchio, Cecilia & Crook, Jonathan & Andreeva, Galina, 2023. "The impact of macroeconomic scenarios on recurrent delinquency: A stress testing framework of multi-state models for mortgages," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1655-1677.

  2. Nicholas M. Kiefer & Jeffrey S. Racine, 2013. "The Smooth Colonel and the Reverend Find Common Ground," Department of Economics Working Papers 2013-03, McMaster University.

    Cited by:

    1. Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Forecasting under Structural Breaks Using Improved Weighted Estimation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202212, University of Kansas, Department of Economics.
    2. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2020. "Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion," Working Papers hal-02790523, HAL.
    3. Jean Pierre Huiban & Camilla Mastromarco & Antonio Musolesi & Michel Simioni, 2018. "Reconciling the Porter hypothesis with the traditional paradigm about environmental regulation: a nonparametric approach," Post-Print hal-02623725, HAL.
    4. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2019. "Nonparametric estimation of R&D international spillovers," Post-Print hal-02789474, HAL.
    5. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2021. "Interactive R&D Spillovers: an estimation strategy based on forecasting-driven model selection," Working Papers hal-03224910, HAL.
    6. Simioni, Michel & Thomas-Agnan, Christine & Trinh, Thi-Huong, 2017. "A Fresh Look at the Nutrition Transition in Vietnam using Semiparametric Modeling," TSE Working Papers 17-842, Toulouse School of Economics (TSE).
    7. Huong Thi Trinh & Michel Simioni & Christine Thomas-Agnan, 2018. "Assessing the nonlinearity of the calorie-income relationship: an estimation strategy – with new insights on nutritional transition in Vietnam," Post-Print hal-02628994, HAL.
    8. Gioldasis, Georgios & Musolesi, Antonio & Simioni, Michel, 2023. "Interactive R&D spillovers: An estimation strategy based on forecasting-driven model selection," International Journal of Forecasting, Elsevier, vol. 39(1), pages 144-169.
    9. Jean Pierre Huiban & Camilla Mastromarco & Antonio Musolesi & Michel Simioni, 2018. "The impact of pollution abatement investments on production technology: a nonparametric approach," SEEDS Working Papers 0918, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Sep 2018.
    10. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2021. "Interactive R&D Spillovers: An estimation strategy based on forecasting-driven model selection," SEEDS Working Papers 0621, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Jun 2021.
    11. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2020. "Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion," SEEDS Working Papers 0120, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Jan 2020.

  3. Jacobs, Michael & Kiefer, Nicholas M., 2010. "The Bayesian Approach to Default Risk: A Guide," Working Papers 10-01, Cornell University, Center for Analytic Economics.

    Cited by:

    1. Carlos Perez Montes, 2015. "Estimation of Regulatory Credit Risk Models," Journal of Financial Services Research, Springer;Western Finance Association, vol. 48(2), pages 161-191, October.
    2. Yi-Ping Chang & Chih-Tun Yu, 2014. "Bayesian confidence intervals for probability of default and asset correlation of portfolio credit risk," Computational Statistics, Springer, vol. 29(1), pages 331-361, February.
    3. V L Miguéis & D F Benoit & D Van den Poel, 2013. "Enhanced decision support in credit scoring using Bayesian binary quantile regression," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 64(9), pages 1374-1383, September.
    4. Aneta Ptak-Chmielewska & Paweł Kopciuszewski, 2022. "New Definition of Default—Recalibration of Credit Risk Models Using Bayesian Approach," Risks, MDPI, vol. 10(1), pages 1-16, January.

  4. Kiefer, Nicholas M. & Racine, Jeffrey S., 2008. "The Smooth Colonel Meets the Reverend," Working Papers 08-01, Cornell University, Center for Analytic Economics.

    Cited by:

    1. Daniel Wikström, 2015. "A finite sample improvement of the fixed effects estimator applied to technical inefficiency," Journal of Productivity Analysis, Springer, vol. 43(1), pages 29-46, February.
    2. Qi Li & Juan Lin & Jeffrey S. Racine, 2012. "Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions," Department of Economics Working Papers 2012-10, McMaster University.
    3. Nicholas M. Kiefer & Jeffrey S. Racine, 2013. "The Smooth Colonel and the Reverend Find Common Ground," Department of Economics Working Papers 2013-03, McMaster University.
    4. Li, Qi & Maasoumi, Esfandiar & Racine, Jeffrey S., 2009. "A nonparametric test for equality of distributions with mixed categorical and continuous data," Journal of Econometrics, Elsevier, vol. 148(2), pages 186-200, February.

  5. Kiefer, Nicholas M., 2008. "Default Estimation, Correlated Defaults, and Expert Information," Working Papers 08-02, Cornell University, Center for Analytic Economics.

    Cited by:

    1. Luciana Dalla Valle & Maria Elena De Giuli & Claudia Tarantola & Claudio Manelli, 2014. "Default Probability Estimation via Pair Copula Constructions," Papers 1405.1309, arXiv.org, revised Aug 2015.
    2. Oliver Blümke, 2020. "Estimating the probability of default for no‐default and low‐default portfolios," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 69(1), pages 89-107, January.
    3. Oliver Blümke, 2022. "Multiperiod default probability forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(4), pages 677-696, July.
    4. Jobst, Rainer & Kellner, Ralf & Rösch, Daniel, 2020. "Bayesian loss given default estimation for European sovereign bonds," International Journal of Forecasting, Elsevier, vol. 36(3), pages 1073-1091.
    5. Kiefer, Nicholas M., 2009. "Correlated Defaults, Temporal Correlation, Expert Information and Predictability of Default Rates," Working Papers 09-12, Cornell University, Center for Analytic Economics.
    6. Yi-Ping Chang & Chih-Tun Yu, 2014. "Bayesian confidence intervals for probability of default and asset correlation of portfolio credit risk," Computational Statistics, Springer, vol. 29(1), pages 331-361, February.
    7. Dirk Tasche, 2011. "Bayesian estimation of probabilities of default for low default portfolios," Papers 1112.5550, arXiv.org, revised Aug 2013.
    8. Peluso, Stefano & Mira, Antonietta & Muliere, Pietro, 2015. "Reinforced urn processes for credit risk models," Journal of Econometrics, Elsevier, vol. 184(1), pages 1-12.

  6. Glennon, Dennis & Kiefer, Nicholas M. & Larson, C. Erik & Choi, Hwan-sik, 2007. "Development and Validation of Credit-Scoring Models," Working Papers 07-12, Cornell University, Center for Analytic Economics.

    Cited by:

    1. Florentin Butaru & QingQing Chen & Brian Clark & Sanmay Das & Andrew W. Lo & Akhtar Siddique, 2015. "Risk and Risk Management in the Credit Card Industry," NBER Working Papers 21305, National Bureau of Economic Research, Inc.

  7. José E. Gómez-Gonzalez & Nicholas M. Kiefer, 2007. "Evidence of non-Markovian behavior in the process of bank rating migrations," Borradores de Economia 3961, Banco de la Republica.

    Cited by:

    1. Jose Eduardo Gómez & Paola Morales Acevedo & Fernando Pineda & Nancy Zamudio, 2007. "An Alternative Methodology for Estimating Credit Quality Transition Matrices," Borradores de Economia 4395, Banco de la Republica.
    2. Camilla Ferretti & Giampaolo Gabbi & Piero Ganugi & Pietro Vozzella, 2016. "Rating Trajectories and Credit Risk Migration: Evidence for SMEs," DISCE - Quaderni del Dipartimento di Scienze Economiche e Sociali dises1615, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
    3. Gómez-González, José Eduardo & Hinojosa, Inés Paola Orozco, 2010. "Estimation of conditional time-homogeneous credit quality transition matrices," Economic Modelling, Elsevier, vol. 27(1), pages 89-96, January.
    4. Camilla Ferretti & Giampaolo Gabbi & Piero Ganugi & Federica Sist & Pietro Vozzella, 2019. "Credit Risk Migration and Economic Cycles," Risks, MDPI, vol. 7(4), pages 1-18, October.

  8. Kiefer, Nicholas M., 2006. "Default Estimation for Low-Default Portfolios," Working Papers 06-08, Cornell University, Center for Analytic Economics.

    Cited by:

    1. Luciana Dalla Valle & Maria Elena De Giuli & Claudia Tarantola & Claudio Manelli, 2014. "Default Probability Estimation via Pair Copula Constructions," Papers 1405.1309, arXiv.org, revised Aug 2015.
    2. Gourieroux, C. & Monfort, A., 2021. "Model risk management: Valuation and governance of pseudo-models," Econometrics and Statistics, Elsevier, vol. 17(C), pages 1-22.
    3. Tsukahara, Fábio Yasuhiro & Kimura, Herbert & Sobreiro, Vinicius Amorim & Zambrano, Juan Carlos Arismendi, 2016. "Validation of default probability models: A stress testing approach," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 70-85.
    4. Oliver Blümke, 2020. "Estimating the probability of default for no‐default and low‐default portfolios," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 69(1), pages 89-107, January.
    5. Jobst, Rainer & Kellner, Ralf & Rösch, Daniel, 2020. "Bayesian loss given default estimation for European sovereign bonds," International Journal of Forecasting, Elsevier, vol. 36(3), pages 1073-1091.
    6. Gourieroux, Christian & Tiomo, Andre, 2019. "The Evaluation of Model Risk for Probability of Default and Expected Loss," MPRA Paper 95795, University Library of Munich, Germany.
    7. Yi-Ping Chang & Chih-Tun Yu, 2014. "Bayesian confidence intervals for probability of default and asset correlation of portfolio credit risk," Computational Statistics, Springer, vol. 29(1), pages 331-361, February.
    8. Walter Orth, 2013. "Default probability estimation in small samples--with an application to sovereign bonds," Quantitative Finance, Taylor & Francis Journals, vol. 13(12), pages 1891-1902, December.
    9. Kiefer, Nicholas M., 2009. "Incentive-Compatible Elicitation of Quantiles," Working Papers 09-13, Cornell University, Center for Analytic Economics.
    10. Wei, Li & Yuan, Zhongyi, 2016. "The loss given default of a low-default portfolio with weak contagion," Insurance: Mathematics and Economics, Elsevier, vol. 66(C), pages 113-123.
    11. Orth, Walter, 2011. "Default probability estimation in small samples - with an application to sovereign bonds," MPRA Paper 33778, University Library of Munich, Germany.
    12. Yajiao Tang & Junkai Ji & Yulin Zhu & Shangce Gao & Zheng Tang & Yuki Todo, 2019. "A Differential Evolution-Oriented Pruning Neural Network Model for Bankruptcy Prediction," Complexity, Hindawi, vol. 2019, pages 1-21, August.
    13. Blümke, Oliver, 2018. "On the cyclicality of default rates of banks: A comparative study of the asset correlation and diversification effects," Journal of Empirical Finance, Elsevier, vol. 47(C), pages 65-77.
    14. Orth, Walter, 2011. "Default probability estimation in small samples: With an application to sovereign bonds," Discussion Papers in Econometrics and Statistics 5/11, University of Cologne, Institute of Econometrics and Statistics.
    15. do Nascimento, José Cláudio, 2021. "The personal wealth importance to the intertemporal choice," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 565(C).
    16. Feixue Huang & Yan He, 2010. "Enactment of Default Point in KMV Model on CMBC, SPDB, CMB, Huaxia Bank and SDB," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 1(1), pages 30-36, December.
    17. Krüger, Steffen & Oehme, Toni & Rösch, Daniel & Scheule, Harald, 2018. "A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses," Journal of Empirical Finance, Elsevier, vol. 47(C), pages 246-262.
    18. Dirk Tasche, 2011. "Bayesian estimation of probabilities of default for low default portfolios," Papers 1112.5550, arXiv.org, revised Aug 2013.

  9. Gomez-Gonzalez, Jose E. & Kiefer, Nicholas M., 2006. "Bank Failure: Evidence from the Colombia Financial Crisis," Working Papers 06-12, Cornell University, Center for Analytic Economics.

    Cited by:

    1. Andres Felipe García-Suaza & José E. Gómez-González & Andrés Murcia Pabón & Fernando Tenjo-Galarza, 2011. "The cyclical behavior of bank capital buffers in an emerging economy: size do matters," Documentos de Trabajo 8275, Universidad del Rosario.
    2. Julian Parra-Polania & Carmiña Vargas, 2015. "Optimal tax on capital inflows discriminated by debt-risk profile," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 22(1), pages 102-119, February.
    3. John D. Castro-Pantoja & Jose Eduardo Gomez-Gonzalez & Tatiana A. Mora-Arbelaez & Daniela Rodriguez-Novoa & Laura C. Diaz-Barreto, 2018. "Bancarization and Violence in Colombia," Borradores de Economia 1052, Banco de la Republica de Colombia.
    4. Franz Alonso Hamann Salcedo & Rafael Hernández & Luisa Fernanda Silva Escobar & Fernando Tenjo Galarza, 2013. "Credit Pro-cyclicality and Bank Balance Sheet in Colombia," Borradores de Economia 10695, Banco de la Republica.
    5. Benbouzid, Nadia & Leonida, Leone & Mallick, Sushanta K., 2018. "The non-monotonic impact of bank size on their default swap spreads: Cross-country evidence," International Review of Financial Analysis, Elsevier, vol. 55(C), pages 226-240.
    6. Andrés Felipe García-Suaza & Jose Eduardo Gómez-González & Andrés Murcia pabón & Feenando tenjo Galarza, 2011. "The Cyclical Behavior of Bank Capital Buffers in an Emerging Economy: Size Does Matter," Borradores de Economia 8305, Banco de la Republica.
    7. Evžen Kočenda & Ichiro Iwasaki, 2022. "Bank survival around the world: A meta‐analytic review," Journal of Economic Surveys, Wiley Blackwell, vol. 36(1), pages 108-156, February.
    8. José Eduardo Gómez-Gomzález & Inés paola Orozco Hinojosa, 2009. "Un Modelo de Alerta Temprana para el Sistema Financiero Colombiano," Borradores de Economia 565, Banco de la Republica de Colombia.
    9. Sarmiento Paipilla, N.M. & Galán, Jorge E., 2015. "The Influence of Risk-taking on Bank Efficiency : Evidence from Colombia," Other publications TiSEM f7a73cdb-55a2-40d3-936f-7, Tilburg University, School of Economics and Management.
    10. Julián A. Parra Polanía & Carmiña O. Vargas Riaño, 2012. "Valor óptimo del impuesto sobre flujos de capital para Colombia," Borradores de Economia 9705, Banco de la Republica.
    11. Vazquez, Francisco & Federico, Pablo, 2015. "Bank funding structures and risk: Evidence from the global financial crisis," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 1-14.
    12. Juan Sebastián Amador Torres & José EDuardo Gómez G. & Andrés Murcia Pabón, 2013. "Loans Growth and Banks’ Risk: New Evidence," Borradores de Economia 763, Banco de la Republica de Colombia.
    13. Evzen Kocenda & Ichiro Iwasaki, 2020. "Bank Survival in Central and Eastern Europe," KIER Working Papers 1022, Kyoto University, Institute of Economic Research.
    14. Gomez-Gonzalez, Jose E. & Castro-Pantoja, John D. & Díaz-Barreto, Laura C. & Mora-Arbeláez, Tatiana A. & Rodriguez-Novoa, Daniela, 2021. "Bancarization and violent attacks from guerrilla and other illegal groups in Colombia," Socio-Economic Planning Sciences, Elsevier, vol. 78(C).
    15. José E. Gómez González & Nicholas M. Kiefer, 2007. "Evidence of non-Markovian behavior in the process of bank rating migrations," Borradores de Economia 4016, Banco de la Republica.
    16. José Eduardo Gómez Gónzlaez & Jorge Mario Uribe Gil & Hernán Piñeros Gordo, 2009. "Determinantes de la Rentabilidad de los Bancos en Colombia: ¿Importa la Tasa de Cambio?," Borradores de Economia 5405, Banco de la Republica.
    17. Miguel Morales & Dairo Estrada, 2010. "A financial stability index for Colombia," Annals of Finance, Springer, vol. 6(4), pages 555-581, October.
    18. Andrés Felipe García-Suaza & José Eduardo Gómez-González, 2009. "The Competing Risks of Acquiring and Being Acquired: Evidence from Colombia´s Financial Sector," Borradores de Economia 5676, Banco de la Republica.
    19. Juliana Gamboa-Arbeláez & José E. Gómez-González & Jorge Hirs-Garzón & Adolfo Meisel-Roca & Jair N. Ojeda-Joya, 2016. "El programa de apoyos para estudios en el exterior del Banco de la República y la formación del capital humano en el área económica en Colombia," Borradores de Economia 973, Banco de la Republica de Colombia.
    20. Jose Eduardo Gómez & Paola Morales Acevedo & Fernando Pineda & Nancy Zamudio, 2007. "An Alternative Methodology for Estimating Credit Quality Transition Matrices," Borradores de Economia 4395, Banco de la Republica.
    21. Gómez-González, José Eduardo & Silva, Luisa & Restrepo, Sergio & Salazar, Mauricio, 2013. "Flujos de capitales y fragilidad financiera," Chapters, in: Rincón-Castro, Hernán & Velasco, Andrés M. (ed.), Flujos de capitales, choques externos y respuestas de política en países emergentes, chapter 7, pages 261-299, Banco de la Republica de Colombia.
    22. Pérez Pérez Jorge, 2019. "Minimum Wages in Formal and Informal Sectors: Evidence from an Inflation Shock in Colombia," Working Papers 2019-13, Banco de México.
    23. Hu, Yang & Oxley, Les, 2017. "Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies," Economic Modelling, Elsevier, vol. 64(C), pages 419-442.
    24. Meral Varish Kiefer, 2014. "Bank failures and mergers in Turkey: 1992-2014," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 2(5), pages 31-49, October.
    25. Parra-Polanía, Julián Andrés & Vargas-Riaño, Carmiña Ofelia, 2013. "Impuesto pigouviano a los flujos de capitales : una estimación para Colombia," Chapters, in: Rincón-Castro, Hernán & Velasco, Andrés M. (ed.), Flujos de capitales, choques externos y respuestas de política en países emergentes, chapter 16, pages 627-644, Banco de la Republica de Colombia.
    26. Franz Hamann & Rafael Hernández & Luisa Silva & Fernando Tenjo G., 2014. "Leverage Pro-cyclicality and Bank Balance Sheet in Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(73), pages 50-76, July.
    27. Suss, Joel & Treitel, Henry, 2019. "Predicting bank distress in the UK with machine learning," Bank of England working papers 831, Bank of England.
    28. Francis, William, 2014. "UK deposit-taker responses to the financial crisis: what are the lessons?," Bank of England working papers 501, Bank of England.

  10. Kiefer, Nicholas M. & Larson, C. Erik, 2006. "Specification and Informational Issues in Credit Scoring," Working Papers 06-11, Cornell University, Center for Analytic Economics.

    Cited by:

    1. Glennon, Dennis & Kiefer, Nicholas M. & Larson, C. Erik & Choi, Hwan-sik, 2007. "Development and Validation of Credit-Scoring Models," Working Papers 07-12, Cornell University, Center for Analytic Economics.
    2. Ha Thu Nguyen, 2016. "Reject inference in application scorecards: evidence from France," Working Papers hal-04141601, HAL.
    3. Ha-Thu Nguyen, 2016. "Reject inference in application scorecards: evidence from France," EconomiX Working Papers 2016-10, University of Paris Nanterre, EconomiX.
    4. Adrien Ehrhardt & Christophe Biernacki & Vincent Vandewalle & Philippe Heinrich & S'ebastien Beben, 2019. "R\'eint\'egration des refus\'es en Credit Scoring," Papers 1903.10855, arXiv.org.

  11. Choi, Hwan-sik & Kiefer, Nicholas M., 2006. "Robust Model Selection in Dynamic Models with an Application to Comparing Predictive Accuracy," Working Papers 06-09, Cornell University, Center for Analytic Economics.

    Cited by:

    1. George Batta & Ananda Ganguly & Joshua George Rosett, 2014. "Disclosure-Derived Financial Statement Adjustments in Equity Valuation," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 17(02), pages 1-39.

  12. Kiefer, Nicholas M. & Larson, C. Erik, 2006. "A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transition," Working Papers 06-10, Cornell University, Center for Analytic Economics.

    Cited by:

    1. Rosati, Nicoletta & Bellia, Mario & Matos, Pedro Verga & Oliviera, Vasco, 2019. "Ratings matter: announcements in times of crisis and the dynamics of stock markets," JRC Working Papers in Economics and Finance 2019-08, Joint Research Centre, European Commission.
    2. Chateau, Jean-Pierre D., 2011. "Contribution à la réglementation de Bâle-3 : de la consistance interne du continuum du crédit commercial en marquant à la « valeur de modèle » le risque de crédit des engagements de crédit," L'Actualité Economique, Société Canadienne de Science Economique, vol. 87(4), pages 445-479, décembre.
    3. Wozabal, David & Hochreiter, Ronald, 2012. "A coupled Markov chain approach to credit risk modeling," Journal of Economic Dynamics and Control, Elsevier, vol. 36(3), pages 403-415.
    4. Rafael Weißbach & Wladislaw Poniatowski & Walter Krämer, 2013. "Nearest neighbor hazard estimation with left-truncated duration data," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 97(1), pages 33-47, January.
    5. Weißbach, Rafael & Walter, Ronja, 2010. "A likelihood ratio test for stationarity of rating transitions," Journal of Econometrics, Elsevier, vol. 155(2), pages 188-194, April.
    6. Nicholas M. Kiefer & C. Erik Larson, 2015. "Counting Processes for Retail Default Modeling," CREATES Research Papers 2015-17, Department of Economics and Business Economics, Aarhus University.
    7. José E. Gómez González & Nicholas M. Kiefer, 2007. "Evidence of non-Markovian behavior in the process of bank rating migrations," Borradores de Economia 4016, Banco de la Republica.
    8. Jose Eduardo Gómez & Paola Morales Acevedo & Fernando Pineda & Nancy Zamudio, 2007. "An Alternative Methodology for Estimating Credit Quality Transition Matrices," Borradores de Economia 4395, Banco de la Republica.
    9. Weißbach, Rafael & Strohecker, Fynn, 2016. "Modeling rating transitions with instantaneous default," Economics Letters, Elsevier, vol. 145(C), pages 38-40.
    10. Weißbach, Rafael & Mollenhauer, Thomas, 2011. "Modelling Rating Transitions," VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis 48698, Verein für Socialpolitik / German Economic Association.
    11. Frydman, Halina & Schuermann, Til, 2008. "Credit rating dynamics and Markov mixture models," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 1062-1075, June.
    12. Weißbach, Rafael & Dette, Holger, 2008. "Bias in nearest-neighbor hazard estimation," Technical Reports 2008,15, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    13. Yang, Bill Huajian, 2022. "Modeling Path-Dependent State Transition by a Recurrent Neural Network," MPRA Paper 114188, University Library of Munich, Germany, revised 18 Jul 2022.
    14. Kiefer, Nicholas M., 2007. "Default Estimation and Expert Information: All Likely Dataset Analysis and Robust Validation," Working Papers 07-11, Cornell University, Center for Analytic Economics.
    15. Weißbach, Rafael & Walter, Ronja, 2008. "A likelihood ratio test for stationarity of rating transitions," Technical Reports 2008,27, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    16. Chateau, John-Peter D., 2009. "Marking-to-model credit and operational risks of loan commitments: A Basel-2 advanced internal ratings-based approach," International Review of Financial Analysis, Elsevier, vol. 18(5), pages 260-270, December.
    17. Dimitris Gavalas & Theodore Syriopoulos, 2014. "Bank Credit Risk Management and Rating Migration Analysis on the Business Cycle," IJFS, MDPI, vol. 2(1), pages 1-22, March.

  13. Kiefer, Nicholas M. & Vogelsang, Timothy J., 2005. "A New Asymptotic Theory for Heteroskedasticity-Autocorrelation Robust Tests," Working Papers 05-08, Cornell University, Center for Analytic Economics.

    Cited by:

    1. Mr. Eugenio M Cerutti & Mr. Maurice Obstfeld & Haonan Zhou, 2019. "Covered Interest Parity Deviations: Macrofinancial Determinants," IMF Working Papers 2019/014, International Monetary Fund.
    2. David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2009. "The impact of the initial condition on robust tests for a linear trend," Discussion Papers 09/03, University of Nottingham, Granger Centre for Time Series Econometrics.
    3. Bunzel, Helle & Vogelsang, Timothy J., 2005. "Powerful Trend Function Tests That Are Robust to Strong Serial Correlation, With an Application to the Prebisch-Singer Hypothesis," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 381-394, October.
    4. Elif Guneren Genc & Ozlem Deniz Basar, 2017. "The Impact of OECD Countries¡¯ Macroeconomic Factors on Turkey¡¯s Foreign Trade," Research in World Economy, Research in World Economy, Sciedu Press, vol. 8(1), pages 24-36, June.
    5. Dedola, Luca & Georgiadis, Georgios & Gräb, Johannes & Mehl, Arnaud, 2018. "Does a big bazooka matter? Central bank balance-sheet policies and exchange rates," Working Paper Series 2197, European Central Bank.
    6. Kiviet, Jan F. & Niemczyk, Jerzy, 2012. "Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3567-3586.
    7. Aaronson, Daniel & Brave, Scott A. & Butters, R. Andrew & Fogarty, Michael & Sacks, Daniel W. & Seo, Boyoung, 2022. "Forecasting unemployment insurance claims in realtime with Google Trends," International Journal of Forecasting, Elsevier, vol. 38(2), pages 567-581.
    8. Hanck, Christoph & Demetrescu, Matei & Kruse, Robinson, 2015. "Fixed-b Asymptotics for t-Statistics in the Presence of Time-Varying Volatility," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112916, Verein für Socialpolitik / German Economic Association.
    9. Timothy G. Conley & Sílvia Gonçalves & Min Seong Kim & Benoit Perron, 2023. "Bootstrap inference under cross‐sectional dependence," Quantitative Economics, Econometric Society, vol. 14(2), pages 511-569, May.
    10. Hwang, Jungbin & Sun, Yixiao, 2016. "Simple, Robust, and Accurate F and t Tests in Cointegrated Systems," University of California at San Diego, Economics Working Paper Series qt82k1x4rd, Department of Economics, UC San Diego.
    11. Majid M. Al-Sadoon, 2016. "Testing Subspace Granger Causality," Working Papers 850, Barcelona School of Economics.
    12. Cattaneo, Matias D & Crump, Richard K & Jansson, Michael, 2014. "Small Bandwidth Asymptotics For Density-Weighted Average Derivatives," Department of Economics, Working Paper Series qt3jd237cg, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
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    Cited by:

    1. Zhongjun Qu & Yi-Ting Chen, 2010. "M Tests with a New Normalization Matrix," Boston University - Department of Economics - Working Papers Series WP2010-050, Boston University - Department of Economics.
    2. Heejoon Han & Oliver Linton & Tatsushi Oka & Yoon-Jae Whang, 2014. "The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series," Cambridge Working Papers in Economics 1452, Faculty of Economics, University of Cambridge.
    3. Lui, Yiu Lim & Phillips, Peter C.B. & Yu, Jun, 2024. "Robust testing for explosive behavior with strongly dependent errors," Journal of Econometrics, Elsevier, vol. 238(2).
    4. Wei-Ming Lee & Chung-Ming Kuan & Yu-Chin Hsu, 2014. "Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix," IEAS Working Paper : academic research 14-A001, Institute of Economics, Academia Sinica, Taipei, Taiwan.
    5. Daniel J. Nordman & Helle Bunzel & Soumendra N. Lahiri, 2012. "A Non-standard Empirical Likelihood for Time Series," CREATES Research Papers 2012-55, Department of Economics and Business Economics, Aarhus University.
    6. Shin‐Kun Peng & Takatoshi Tabuchi, 2007. "Spatial Competition in Variety and Number of Stores," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 16(1), pages 227-250, March.
    7. Xiaofeng Shao, 2010. "A self‐normalized approach to confidence interval construction in time series," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(3), pages 343-366, June.

  16. Kiefer, Nicholas M. & Bunzel, Helle & Vogelsang, Timothy & Vogelsang, Timothy & Bunzel, Helle, 2000. "Simple Robust Testing of Regression Hypotheses," Staff General Research Papers Archive 1832, Iowa State University, Department of Economics.

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    109. Xiaohong Chen & Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin & Myunghyun Song, 2023. "SGMM: Stochastic Approximation to Generalized Method of Moments," Papers 2308.13564, arXiv.org, revised Oct 2023.
    110. Mehdi Hosseinkouchack & Uwe Hassler, 2016. "Powerful Unit Root Tests Free of Nuisance Parameters," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(4), pages 533-554, July.
    111. Chen Yi-Ting & Lin Chang-Ching, 2008. "On the Robustness of Symmetry Tests for Stock Returns," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(2), pages 1-40, May.
    112. Chang, Jinyuan & Qiu, Yumou & Yao, Qiwei & Zou, Tao, 2018. "Confidence regions for entries of a large precision matrix," LSE Research Online Documents on Economics 87513, London School of Economics and Political Science, LSE Library.
    113. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2022. "Fast Inference for Quantile Regression with Tens of Millions of Observations," Papers 2209.14502, arXiv.org, revised Oct 2023.
    114. Choi, Ji-Eun & Shin, Dong Wan, 2020. "A self-normalization test for correlation change," Economics Letters, Elsevier, vol. 193(C).
    115. Zhang, Jingsi & Jiang, Wenxin & Shao, Xiaofeng, 2013. "Bayesian model selection based on parameter estimates from subsamples," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 979-986.
    116. Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2005. "Improved HAR Inference," Cowles Foundation Discussion Papers 1513, Cowles Foundation for Research in Economics, Yale University.
    117. Ulrich K. Muller & Mark W. Watson, 2021. "Spatial Correlation Robust Inference," Papers 2102.09353, arXiv.org.
    118. Xiaofeng Shao, 2010. "A self‐normalized approach to confidence interval construction in time series," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(3), pages 343-366, June.
    119. Helle Bunzel, 2004. "Fixed Bandwidth Asymptotics in Single Equation Models of Cointegration with an Application to Money Demand," Econometric Society 2004 North American Summer Meetings 219, Econometric Society.
    120. Deepa Dhume Datta & Wenxin Du, 2012. "Nonparametric HAC estimation for time series data with missing observations," International Finance Discussion Papers 1060, Board of Governors of the Federal Reserve System (U.S.).
    121. Chang, Jinyuan & Yao, Qiwei & Zhou, Wen, 2017. "Testing for high-dimensional white noise using maximum cross-correlations," LSE Research Online Documents on Economics 68531, London School of Economics and Political Science, LSE Library.
    122. Preinerstorfer, David, 2014. "Finite Sample Properties of Tests Based on Prewhitened Nonparametric Covariance Estimators," MPRA Paper 58333, University Library of Munich, Germany.
    123. Yang, Jingjing & Vogelsang, Timothy J., 2018. "Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators," Economics Letters, Elsevier, vol. 165(C), pages 21-27.

  17. Bent Jesper Christensen & Nicholas Kiefer, 2000. "Panel Data, Local Cuts, and Orthogeodesic Models," Econometric Society World Congress 2000 Contributed Papers 1108, Econometric Society.

    Cited by:

    1. Ip, Edward H. & Wang, Yuchung J., 2008. "A note on cuts for contingency tables," Journal of Multivariate Analysis, Elsevier, vol. 99(10), pages 2356-2363, November.
    2. Ortega, J., 2000. "Job Rotation as a Mechanism for Learning," Papers 00-04, Centre for Labour Market and Social Research, Danmark-.
    3. Westergaard-Nielsen, Niels, 2001. "Danish Labour Market Policy: Is it worth it?," CLS Working Papers 01-10, University of Aarhus, Aarhus School of Business, Centre for Labour Market and Social Research.
    4. Pedersen, Peder J. & Smith, Nina, 2001. "International Migration and Migration policy in Denmark," CLS Working Papers 01-5, University of Aarhus, Aarhus School of Business, Centre for Labour Market and Social Research.

  18. Bunzel, H. & Christensen, B.J. & Kiefer, N.M. & Korsholm, L., 1999. "Equilibrium Search with Human Capital Accumulation," Papers 99-11, Centre for Labour Market and Social Research, Danmark-.

    Cited by:

    1. Carlos Carrillo-Tudela, 2012. "Job Search, Human Capital and Wage Inequality," CESifo Working Paper Series 3979, CESifo.
    2. Burdett, Ken & Carrillo-Tudela, Carlos & Coles, Melvyn, 2009. "Human Capital Accumulation and Labour Market Equilibrium," IZA Discussion Papers 4215, Institute of Labor Economics (IZA).
    3. Jesper Bagger & Francois Fontaine & Jean-Marc Robin, 2014. "Tenure, experience, human capital and wages: a tractable equilibrium search model of wage dynamics," CeMMAP working papers 12/14, Institute for Fiscal Studies.
    4. Jesper Bagger & Francois Fontaine & Fabien Postel-Vinay & Jean-Marc Robin, 2014. "Tenure, Experience, Human Capital, and Wages," Post-Print hal-01301431, HAL.
    5. Arnaud Lefranc, 2002. "Labor Market Dynamics and Wage Losses of Displaced Workers in France and the United-States," THEMA Working Papers 2002-15, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    6. Xiao Ma & Alejandro Nakab & Daniela Vidart, 2024. "Human Capital Investment and Development: The Role of On-the-Job Training," Journal of Political Economy Macroeconomics, University of Chicago Press, vol. 2(1), pages 107-148.
    7. Amit Friedman, 2005. "Wage Distribution and Economic Growth," Bank of Israel Working Papers 2005.13, Bank of Israel.
    8. Ma, Xiao & Muendler, Marc-Andreas & Nakab, Alejandro, 2020. "Learning by Exporting and Wage Profiles: New Evidence from Brazil," MPRA Paper 109497, University Library of Munich, Germany, revised 31 Aug 2021.
    9. Xiao Ma & Alejandro Nakab & Daniela Vidart, 2022. "How do Workers Learn? Theory and Evidence on the Roots of Lifecycle Human Capital Accumulation," Working papers 2022-11, University of Connecticut, Department of Economics, revised Dec 2024.
    10. Gregory Veramendi, 2012. "Labor Market Dynamics: A Model of Search and Human Capital Accumulation," 2012 Meeting Papers 1059, Society for Economic Dynamics.

  19. An, M.Y. & Christensen, B.J. & Kiefer, N.M., 1998. "Approximate Distributions in Essentially Linear Models," Papers 98-08, Centre for Labour Market and Social Research, Danmark-.

    Cited by:

    1. Ortega, J., 2000. "Job Rotation as a Mechanism for Learning," Papers 00-04, Centre for Labour Market and Social Research, Danmark-.
    2. Westergaard-Nielsen, Niels, 2001. "Danish Labour Market Policy: Is it worth it?," CLS Working Papers 01-10, University of Aarhus, Aarhus School of Business, Centre for Labour Market and Social Research.
    3. Pedersen, Peder J. & Smith, Nina, 2001. "International Migration and Migration policy in Denmark," CLS Working Papers 01-5, University of Aarhus, Aarhus School of Business, Centre for Labour Market and Social Research.

  20. Audra J. Bowlus & Nicholas M. Kiefer & George R. Neumann, 1997. "Equilibrium Search Models and The Transition from School to Work," Labor and Demography 9705004, University Library of Munich, Germany.

    Cited by:

    1. Ping Yan, 2013. "How much do Workers Search?," Annals of Economics and Finance, Society for AEF, vol. 14(1), pages 249-276, May.
    2. Gadi Barlevy, 2003. "Estimating Models of On-the-Job Search Using Record Statistics," NBER Working Papers 10146, National Bureau of Economic Research, Inc.
    3. Pierre Deschamps & José De Sousa, 2021. "Labor mobility and racial discrimination," Post-Print hal-04328091, HAL.
    4. Luca Flabbi, 2004. "Gender Discrimination Estimation in a Search Model with Matching and Bargaining," 2004 Meeting Papers 367, Society for Economic Dynamics.
    5. J. Ignacio Garcia-Perez, 2002. "Equilibrium search models: the role of the assumptions," Investigaciones Economicas, Fundación SEPI, vol. 26(2), pages 255-284, May.
    6. Shintaro Yamaguchi, 2010. "Job Search, Bargaining, and Wage Dynamics," Journal of Labor Economics, University of Chicago Press, vol. 28(3), pages 595-631, July.
    7. Shaimaa Yassin, 2013. "Structural Labor Market Transitions and Wage Dispersion in Egypt and Jordan," Working Papers 753, Economic Research Forum, revised May 2013.
    8. Joel L. Horowitz & Sokbae Lee, 2002. "Semiparametric Estimation of a Panel Data Proportional Hazards Model with Fixed Effects," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A5-3, International Conferences on Panel Data.
    9. Geweke, J. & Joel Horowitz & Pesaran, M.H., 2006. "Econometrics: A Bird’s Eye View," Cambridge Working Papers in Economics 0655, Faculty of Economics, University of Cambridge.
    10. Rosholm, Michael & Svarer, Michael, 2004. "Endogenous wage dispersion in a search-matching model," Labour Economics, Elsevier, vol. 11(5), pages 623-645, October.
    11. Chéron, Arnaud & Hairault, Jean-Olivier & Langot, François, 2008. "A quantitative evaluation of payroll tax subsidies for low-wage workers: An equilibrium search approach," Journal of Public Economics, Elsevier, vol. 92(3-4), pages 817-843, April.
    12. G. Sulis, 2004. "Wage Dispersion and Equilibrium Search. Models: Some Evidence from Italy," Working Paper CRENoS 200402, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    13. Audra J Bowlus & Louise Grogan, "undated". "Equilibrium Job Search and Gender Wage Differentials in the UK," Canadian International Labour Network Working Papers 48, McMaster University.
    14. Christensen, Bent Jesper & Mortensen, Dale & Neumann, George R. & Werwatz, Axel, 2000. "On the job search and the wage distribution," SFB 373 Discussion Papers 2000,108, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    15. Van den Berg, Gerard, 2003. "Multiple Equilibria and Minimum Wages in Labour Markets with Informational Frictions and Heterogenous Production Technologies," CEPR Discussion Papers 3977, C.E.P.R. Discussion Papers.
    16. M. Antonella Mancino, 2022. "A Search Model Of Early Employment Careers And Youth Crime," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(1), pages 329-390, February.
    17. Bowlus, Audra J. & Liu, Huju, 2013. "The contributions of search and human capital to earnings growth over the life cycle," European Economic Review, Elsevier, vol. 64(C), pages 305-331.
    18. Joel L. Horowitz, 2018. "Bootstrap Methods in Econometrics," Papers 1809.04016, arXiv.org.
    19. Jeremy Lise, 2013. "On-the-Job Search and Precautionary Savings," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 80(3), pages 1086-1113.
    20. Audra J. Bowlus & Masashi Miyairi & Chris Robinson, 2016. "Immigrant job search assimilation in Canada," Canadian Journal of Economics, Canadian Economics Association, vol. 49(1), pages 5-51, February.
    21. van der Klaauw, Bas & van Vuuren, Aico & Berkhout, Peter, 2005. "Labor market prospects search intensity and the transition from college to work," Working Paper Series 2005:9, IFAU - Institute for Evaluation of Labour Market and Education Policy.
    22. Holzner, Christian & Launov, Andrey, 2010. "Search equilibrium and social and private returns to education," Munich Reprints in Economics 19436, University of Munich, Department of Economics.
    23. Christian Holzner & Andrey Launov, 2005. "Search Equilibrium, Production Parameters and Social Returns to Education: Theory and Estimation," ifo Working Paper Series 23, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    24. Launov, Andrey, 2003. "A Study of the Austrian Labor Market Dynamics Using a Model of Search Equilibrium," IZA Discussion Papers 801, Institute of Labor Economics (IZA).
    25. Nabanita Datta Gupta & Lene Kromann, 2014. "Differences in the labor market entry of second-generation immigrants and ethnic Danes," IZA Journal of Migration and Development, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 3(1), pages 1-22, December.
    26. Zhang, Yahong, 2012. "A search interpretation of the family gap," Labour Economics, Elsevier, vol. 19(2), pages 186-197.
    27. Launov, Andrey & Wolff, Joachim & Klasen, Stephan, 2004. "Unemployment Benefits and Unemployment Rates of Low-Skilled and Elder Workers in West Germany: A Search Equilibrium Approach," IZA Discussion Papers 1161, Institute of Labor Economics (IZA).
    28. Van den Berg, Gerard J., 2000. "Duration Models: Specification, Identification, and Multiple Durations," MPRA Paper 9446, University Library of Munich, Germany.
    29. van der Klaauw, Bas & van Vuuren, Aico, 2010. "Job search and academic achievement," European Economic Review, Elsevier, vol. 54(2), pages 294-316, February.
    30. Lene Kromann, 2009. "Does Employee Body Weight Affect Employers' Behavior?," Economics Working Papers 2009-04, Department of Economics and Business Economics, Aarhus University.
    31. Tairi Room, 2004. "Search Intensity and Wage Differences," Bank of Estonia Working Papers 2004-1, Bank of Estonia, revised 12 Oct 2004.
    32. Jesper Bagger & Morten Henningsen, 2008. "Job Durations and the Job Search Model: A Two-Country, Multi-Sample Analysis," Discussion Papers 553, Statistics Norway, Research Department.
    33. J Taylor & A N Nguyen, 2003. "Transition from school to first job: the influence of educational attainment," Working Papers 540112, Lancaster University Management School, Economics Department.
    34. Galego, Aurora & Caleiro, António, 2009. "Understanding the Transition to Work for First Degree University Graduates in Portugal -- The Case of the University of Évora," EconStor Preprints 144149, ZBW - Leibniz Information Centre for Economics.
    35. Yanqin Fan & Hyeonseok Park, 2024. "Minimum Sliced Distance Estimation in a Class of Nonregular Econometric Models," Papers 2412.05621, arXiv.org.
    36. Launov, Andrey & Wolf, Joachim, 2005. "Parametric vs. Nonparametric Estimation of an Equilibrium Search Model with Employer Heterogeneity," W.E.P. - Würzburg Economic Papers 65, University of Würzburg, Department of Economics.
    37. Berg, Gerard J. van den & Vuuren, Aico van, 2000. "Using firm data to assess the performance of equilibrium search models of the labor market," Serie Research Memoranda 0023, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    38. Joel L. Horowitz, 2018. "Bootstrap methods in econometrics," CeMMAP working papers CWP53/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

  21. Laidler, D., 1996. "American macroeconomics Between World War I and the Depression," University of Western Ontario, Departmental Research Report Series 9601, University of Western Ontario, Department of Economics.

    Cited by:

    1. Steven Stern & John Pepper, 2001. "Empirical Search Models," Virginia Economics Online Papers 383, University of Virginia, Department of Economics.

  22. An, Mark Y. & Kiefer, Nicholas M., 1995. "Evolution and Equilibria Selection of Repeated Lattice Games," Working Papers 95-32, Duke University, Department of Economics.

    Cited by:

    1. H. Peyton Young, 1996. "The Economics of Convention," Journal of Economic Perspectives, American Economic Association, vol. 10(2), pages 105-122, Spring.

  23. Devine, T.J. & Kiefer, N.M., 1990. "The Empirical Status Of Job Search Theory," Papers 4-90-1, Pennsylvania State - Department of Economics.

    Cited by:

    1. Jos van Ommeren & Giovanni Russo, 2004. "Sequential or Non-sequential Recruitment?," Tinbergen Institute Discussion Papers 04-109/3, Tinbergen Institute, revised 15 Sep 2008.
    2. Lars Behrenz, 2001. "Who Gets the Job and Why? an Explorative Study of Employers'recruitment Behavior," Journal of Applied Economics, Taylor & Francis Journals, vol. 4(2), pages 255-278, November.
    3. Sandner, Philipp G. & Block, Jörn H. & Lutz, Andreas, 2008. "Determinanten des Erfolgs staatlich geförderter Existenzgründungen – eine empirische Untersuchung," Discussion Papers in Business Administration 2968, University of Munich, Munich School of Management.
    4. Müller, Kai-Uwe, 2007. "Observed and unobserved determinants of unemployment insurance benefit sanctions in Germany: Evidence from matched individual and regional administrative data," Discussion Papers, Research Unit: Labor Market Policy and Employment SP I 2007-107, WZB Berlin Social Science Center.
    5. Joern H. Block & Marcus Wagner, 2010. "Necessity and Opportunity Entrepreneurs in Germany: Characteristics and Earning s Differentials," Schmalenbach Business Review (sbr), LMU Munich School of Management, vol. 62(2), pages 154-174, April.
    6. Bublitz, Elisabeth & Nielsen, Kristian & Noseleit, Florian & Timmermans, Bram, 2015. "Entrepreneurship, human capital, and labor demand: A story of signaling and matching," HWWI Research Papers 166, Hamburg Institute of International Economics (HWWI).
    7. Rainer Eppel & Marian Fink & Helmut Mahringer, 2016. "Die Wirkung zentraler Interventionen des AMS im Prozess der Vermittlung von Arbeitslosen," WIFO Studies, WIFO, number 59029, January.
    8. Vera-Toscano, Esperanza & Phimister, Euan & Weersink, Alfons, 2002. "Short-Term Employment Transitions Of The Canadian Labour Force: Rural-Urban Differences," Working Papers 34143, University of Guelph, Department of Food, Agricultural and Resource Economics.
    9. Thomas Skora & Heiko Rüger & Nico Stawarz, 2020. "Commuting and the Motherhood Wage Gap: Evidence from Germany," Sustainability, MDPI, vol. 12(14), pages 1-19, July.
    10. Jos van Ommeren & Piet Rietveld & Peter Nijkamp & Jos van Ommeren & Piet Rietveld & Peter Nijkamp, 2004. "Job Moving, Residential Moving, and Commuting: A Search Perspective," Chapters, in: Location, Travel and Information Technology, chapter 11, pages 223-246, Edward Elgar Publishing.
    11. Sigal Alon & Marta Tienda, 2000. "Employment and Wage Consequences of Young Women's Labor Force and Job Transitions," Working Papers 318, Princeton University, Woodrow Wilson School of Public and International Affairs, Office of Population Research..
    12. David C. Maré & Lynda Sanderson & Richard Fabling, 2014. "Earnings and Employment in Foreign-owned Firms," Working Papers 14_10, Motu Economic and Public Policy Research.
    13. Hwei-Lin Chuang, 1999. "Estimating the determinants of the unemployment duration for college graduates in Taiwan," Applied Economics Letters, Taylor & Francis Journals, vol. 6(10), pages 677-681.
    14. van Ommeren, Jos & Rietveld, Piet & Nijkamp, Peter, 1997. "Commuting: In Search of Jobs and Residences," Journal of Urban Economics, Elsevier, vol. 42(3), pages 402-421, November.
    15. Piil Damm, Anna & Rosholm, Michael, 2005. "Employment Effects of Dispersal Policies on Refugee Immigrants: Theory," Working Papers 05-1, University of Aarhus, Aarhus School of Business, Department of Economics.
    16. Damm, Anna Piil & Rosholm, Michael, 2003. "Employment Effects of Dispersal Policies on Refugee Immigrants, Part II: Empirical Evidence," IZA Discussion Papers 925, Institute of Labor Economics (IZA).
    17. van Ommeren, Jos & Russo, Giovanni, 2009. "Firm Recruitment Behaviour: Sequential or Non-Sequential Search?," IZA Discussion Papers 4008, Institute of Labor Economics (IZA).
    18. Sabatier, Mareva, 2002. "Strategies D'Insertion Et Duree D'Acces Au Premier Emploi [Job search strategies and unemployment duration before the first job]," MPRA Paper 10500, University Library of Munich, Germany.
    19. Damm, Anna Piil & Rosholm, Michael, 2003. "Employment Effects of Dispersal Policies on Refugee Immigrants, Part I: Theory," IZA Discussion Papers 924, Institute of Labor Economics (IZA).
    20. Stancanelli, E.G.F., 1994. "The unemployed's financial resources and the probality of re-employment," Serie Research Memoranda 0047, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    21. Tilahun, Nebiyou & Levinson, David, 2011. "Work and home location: Possible role of social networks," Transportation Research Part A: Policy and Practice, Elsevier, vol. 45(4), pages 323-331, May.
    22. Ommeren, Jos van & Berg, Gerard J. van den & Gorter, Cees, 1998. "Estimating the marginal willingness to pay for commuting," Serie Research Memoranda 0046, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    23. Vera-Toscano, Esperanza & Phimister, Euan & Weersink, Alfons, 2004. "Short-term employment transitions of the Canadian labour force: rural-urban differences in underemployment," Agricultural Economics, Blackwell, vol. 30(2), pages 129-142, March.
    24. Piil Damm, Anna & Rosholm, Michael, 2005. "Employment Effects of Dispersal Policies on Refugee Immigrants: Empirical Evidence," Working Papers 04-20, University of Aarhus, Aarhus School of Business, Department of Economics.

  24. Christensen, B.J. & Kiefer, N.M., 1990. "The Exact Likelihood Function For An Empirical Job Search Model," Papers 9017, Tilburg - Center for Economic Research.

    Cited by:

    1. Ferrall, Christopher, 1996. "Unemployment Insurance Eligibility and the School to Work Transition in Canada and the United States," Queen's Institute for Economic Research Discussion Papers 273308, Queen's University - Department of Economics.
    2. Sareen, Samita, 2003. "Reference Bayesian inference in nonregular models," Journal of Econometrics, Elsevier, vol. 113(2), pages 265-288, April.
    3. Paul E. Carrillo, 2005. "Assessing the Value of On-line Information Using a Two-sided Equilibrium Search Model in the Real Estate Market," Computing in Economics and Finance 2005 307, Society for Computational Economics.
    4. John W. Schindler, 2001. "Testing optimality in job search models," International Finance Discussion Papers 710, Board of Governors of the Federal Reserve System (U.S.).
    5. Manning, Alan & Thomas, Jonathan, 1997. "A simple test of the shirking model," LSE Research Online Documents on Economics 20300, London School of Economics and Political Science, LSE Library.
    6. Zhou, Haiming & Huang, Xianzheng, 2022. "Bayesian beta regression for bounded responses with unknown supports," Computational Statistics & Data Analysis, Elsevier, vol. 167(C).
    7. Donald, Stephen G. & Paarsch, Harry J., 2002. "Superconsistent estimation and inference in structural econometric models using extreme order statistics," Journal of Econometrics, Elsevier, vol. 109(2), pages 305-340, August.
    8. H. Bunzel & Bent Jesper Christensen & Peter Jensen & Nicholas Kiefer & L. Korsholm & L. Muus & G. R. Neumann & Michael Rosholm, 2001. "Specification and Estimation of Equilibrium Search Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(1), pages 90-126, January.
    9. Li, Tong, 2010. "Indirect inference in structural econometric models," Journal of Econometrics, Elsevier, vol. 157(1), pages 120-128, July.
    10. George R. Neumann, 1995. "Search Models and Duration Data," Labor and Demography 9511001, University Library of Munich, Germany.
    11. Steven Stern & John Pepper, 2001. "Empirical Search Models," Virginia Economics Online Papers 383, University of Virginia, Department of Economics.
    12. Bruce Shearer, 1994. "Piece-Rates, Principal-Agent, and Productivity Profiles: Parametric and Semi-Parametric Evidence," CIRANO Working Papers 94s-16, CIRANO.
    13. George Neumann, 1996. "Search Models and Duration Data," Econometrics 9602008, University Library of Munich, Germany, revised 07 Mar 1996.
    14. James A. Levinsohn & Todd Pugatch, 2011. "Prospective Analysis of a Wage Subsidy for Cape Town Youth," NBER Working Papers 17248, National Bureau of Economic Research, Inc.
    15. Padma Rao Sahib, 2000. "The information content of wage and duration data in a search model," Applied Economics, Taylor & Francis Journals, vol. 32(14), pages 1831-1839.
    16. Keane, Michael P. & Todd, Petra E. & Wolpin, Kenneth I., 2011. "The Structural Estimation of Behavioral Models: Discrete Choice Dynamic Programming Methods and Applications," Handbook of Labor Economics, in: O. Ashenfelter & D. Card (ed.), Handbook of Labor Economics, edition 1, volume 4, chapter 4, pages 331-461, Elsevier.
    17. Christensen, Bent Jesper & Kiefer, Nicholas M, 1994. "Measurement Error in the Prototypal Job-Search Model," Journal of Labor Economics, University of Chicago Press, vol. 12(4), pages 618-639, October.
    18. Christensen, Bent Jesper & Kiefer, Nicholas M., 1997. "Inference in non-linear panel models with partially missing observations The case of the equilibrium search model," Journal of Econometrics, Elsevier, vol. 79(2), pages 201-219, August.
    19. R. Bernardini Papalia & S. Bertarelli, 1998. "An Optimal Partnership Search Model: Theoretical Implications for the Europartenariat Event," Working Papers 310, Dipartimento Scienze Economiche, Universita' di Bologna.

  25. Devine, T.J. & Kiefer, N.M., 1988. "Empirical Labor Economics In The Search Framework," Papers 1-88-0, Pennsylvania State - Department of Economics.

    Cited by:

    1. Burdett, Kenneth, 1989. "Empirical Wage Distributions: A New Framework for Labor Market Policy Analysis," Working Paper Series 223, Research Institute of Industrial Economics.

  26. Nicholas M. Kiefer & Shelly J. Lundberg & George R. Neumann, 1984. "How Long is a Spell of Unemployment?: Illusions and Biases in the Use of CPS Data," NBER Working Papers 1467, National Bureau of Economic Research, Inc.

    Cited by:

    1. Sanford M. Jacoby & Sunil Sharma, 1991. "Employment Duration and Industrial Labor Mobility in the United States, 1880-1980," UCLA Economics Working Papers 618, UCLA Department of Economics.
    2. Yang, Zhenlin & Tsui, Albert K., 2004. "Analytically calibrated Box-Cox percentile limits for duration and event-time models," Insurance: Mathematics and Economics, Elsevier, vol. 35(3), pages 649-677, December.
    3. Haroon Bhorat & David Tseng, 2012. "The Newly Unemployed and the UIF Take-up Rate in the South African Labour Market," Working Papers 12147, University of Cape Town, Development Policy Research Unit.
    4. Francisco J. Gil & Maria Jesus Martin & Angel Serrat, 1994. "Movilidad en el mercado de trabajo en España: un análisis econométrico de duración con riesgos en competencia," Investigaciones Economicas, Fundación SEPI, vol. 18(3), pages 517-537, September.
    5. Villagarcía, Teresa, 1992. "Measuring the effects of covariates on duration data through completely censored and lengith biased cps-like data," UC3M Working papers. Economics 2840, Universidad Carlos III de Madrid. Departamento de Economía.
    6. Bowles, Roger Arthur & Florackis, Chrisostomos, 2007. "Duration of the time to reconviction: Evidence from UK prisoner discharge data," Journal of Criminal Justice, Elsevier, vol. 35(4), pages 365-378.
    7. Ignez M. Tristao, 2007. "Occupational Employment Risk and its Consequences for Unemployment Duration and Wages: Working Paper 2007-01," Working Papers 18287, Congressional Budget Office.
    8. Lusher, Lester & Schnorr, Geoffrey C. & Taylor, Rebecca L.C., 2021. "Unemployment Insurance as a Worker Indiscipline Device? Evidence from Scanner Data," IZA Discussion Papers 14105, Institute of Labor Economics (IZA).
    9. Jones, Stephen R G & Riddell, W Craig, 1995. "The Measurement of Labor Force Dynamics with Longitudinal Data: The Labour Market Activity Survey Filter," Journal of Labor Economics, University of Chicago Press, vol. 13(2), pages 351-385, April.
    10. Alfred Garloff & Stefan Werth, 2013. "Characterizing unemployment duration data with stock sample measures," ERSA conference papers ersa13p849, European Regional Science Association.
    11. Bindler, Anna, 2016. "Still unemployed, what next? Crime and unemployment duration," Working Papers in Economics 660, University of Gothenburg, Department of Economics.
    12. Anthony Shorrocks, 2009. "Spell incidence, spell duration and the measurement of unemployment," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 7(3), pages 295-310, September.

  27. Kiefer, Nicholas M & Salmon, Mark, 1982. "Testing Normality in Econometric Models," The Warwick Economics Research Paper Series (TWERPS) 216, University of Warwick, Department of Economics.

    Cited by:

    1. Bierens, H.J. & Broersma, L., 1991. "The relation between unemployment and interest rate : some international evidence," Serie Research Memoranda 0112, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    2. Lahiri, Kajal & Song, Jae G., 1999. "Testing for normality in a probit model with double selection," Economics Letters, Elsevier, vol. 65(1), pages 33-39, October.
    3. Fiorentini, Gabriele & Sentana, Enrique & Calzolari, Giorgio, 2004. "On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models," Economics Letters, Elsevier, vol. 83(3), pages 307-312, June.
    4. Aggarwal, Raj & Mougoue, Mbodja, 1996. "Cointegration among Asian currencies: Evidence of the increasing influence of the Japanese yen," Japan and the World Economy, Elsevier, vol. 8(3), pages 291-308, September.
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    6. Francis X. Diebold & Glenn D. Rudebusch, 2023. "Climate Models Underestimate the Sensitivity of Arctic Sea Ice to Carbon Emissions," PIER Working Paper Archive 24-010, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
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  28. KIEFER, Nicholas M. & NEUMANN, George R., 1979. "An empirical job-search model, with a test of the constant reservation-wage hypothesis," LIDAM Reprints CORE 358, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    Cited by:

    1. Eckstein, Zvi & van den Berg, Gerard J., 2007. "Empirical labor search: A survey," Journal of Econometrics, Elsevier, vol. 136(2), pages 531-564, February.
    2. Christopher A. Pissarides & Barbara Petrongolo, 2001. "Looking into the Black Box: A Survey of the Matching Function," Journal of Economic Literature, American Economic Association, vol. 39(2), pages 390-431, June.
    3. Burdett, Kenneth, 1989. "Empirical Wage Distributions: A New Framework for Labor Market Policy Analysis," Working Paper Series 223, Research Institute of Industrial Economics.
    4. Tat Y. Chan & Young-Hoon Park, 2015. "Consumer Search Activities and the Value of Ad Positions in Sponsored Search Advertising," Marketing Science, INFORMS, vol. 34(4), pages 606-623, July.
    5. Pfann, Gerard A. & Hamermesh, Daniel S., 2001. "Two-Sided Learning, Labor Turnover and Worker Displacement," IZA Discussion Papers 308, Institute of Labor Economics (IZA).
    6. Hila Axelrad & Israel Luski & Miki Malul, 2017. "Reservation Wages and the Unemployment of Older Workers," Journal of Labor Research, Springer, vol. 38(2), pages 206-227, June.
    7. Addison, John T. & Centeno, Mario & Portugal, Pedro, 2004. "Reservation Wages, Search Duration, and Accepted Wages in Europe," IZA Discussion Papers 1252, Institute of Labor Economics (IZA).
    8. Christensen, Bent Jesper & Kiefer, Nicholas M., 1991. "The Exact Likelihood Function for an Empirical Job Search Model," Econometric Theory, Cambridge University Press, vol. 7(4), pages 464-486, December.
    9. Katarzyna Budnik, 2012. "Do those who stay work less? On the impact of emigration on the measured TFP in Poland," NBP Working Papers 113, Narodowy Bank Polski.
    10. Alan L. Gustman, 1980. "Analyzing the Relation of Unemployment Insurance to Unemployment," NBER Working Papers 0512, National Bureau of Economic Research, Inc.
    11. John W. Schindler, 2001. "Testing optimality in job search models," International Finance Discussion Papers 710, Board of Governors of the Federal Reserve System (U.S.).
    12. Roman Sysuyev & Damba Lkhagvasuren & Marianna Kudlyak, 2013. "Sorting by Skill over the Course of Job Search," 2013 Meeting Papers 572, Society for Economic Dynamics.
    13. Bernd Frick & Friedrich Scheel, 2016. "Fly Like an Eagle," Journal of Sports Economics, , vol. 17(8), pages 813-831, December.
    14. Mr. Eswar S Prasad, 2003. "What Determines the Reservation Wages of Unemployed Workers? New Evidence From German Micro Data," IMF Working Papers 2003/004, International Monetary Fund.
    15. Stephan Humpert & Christian Pfeifer, 2011. "Explaining Age and Gender Differences in Employment Rates: A Labor Supply Side Perspective," Working Paper Series in Economics 214, University of Lüneburg, Institute of Economics.
    16. Madhu Mohanty, 2005. "An alternative method of estimating the worker's reservation wage," International Economic Journal, Taylor & Francis Journals, vol. 19(4), pages 501-522.
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    18. Bauermann, Tom, 2020. "Governmental policies to reduce unemployment during recessions: Insights from an ABM," Ruhr Economic Papers 847, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    19. Hamermesh, Daniel, 2008. "Fun with matched firm-employee data: Progress and road maps," Labour Economics, Elsevier, vol. 15(4), pages 662-672, August.
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    23. Pfann Gerard A. & Hamermesh Daniel S., 2008. "Two-Sided Learning with Applications to Labor Turnover and Worker Displacement," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 228(5-6), pages 423-445, October.
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    27. Michael Clemens, 2013. "The Effect of Foreign Labor on Native Employment: A Job-Specific Approach and Application to North Carolina Farms- Working Paper 326," Working Papers 326, Center for Global Development.
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    29. Michael Papadopoulos, 2020. "Reservation Wages and Work Arrangements: Evidence From The American Life Panel," SCEPA working paper series. 2020-01, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.
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    37. Pagura, Maria E., 2002. "The Hazard Of Client Exit In Microfinance," 2002 Annual meeting, July 28-31, Long Beach, CA 19698, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    38. Rendón, Silvio, 2002. "Job search and asset accumulation under borrowing constraints," UC3M Working papers. Economics we025219, Universidad Carlos III de Madrid. Departamento de Economía.
    39. Furmanov, Kirill & Chernysheva, Irina, 2012. "Health and job search in Russia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 26(2), pages 62-91.
    40. Steven Stern & John Pepper, 2001. "Empirical Search Models," Virginia Economics Online Papers 383, University of Virginia, Department of Economics.
    41. Nazarov, Zafar, 2018. "The effect of the unemployment insurance wage replacement rate on reemployment wages: A dynamic discrete time hazard model with unobserved heterogeneity," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 52, pages 91-109.
    42. Dale T. Mortensen, 1994. "Reducing supply-side disincentives to job creation," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, issue Jan, pages 189-237.
    43. Enswar Prasad, 2001. "The Dynamics of Reservation Wages: Preliminary Evidence from the GSOEP," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 70(1), pages 44-50.
    44. Christian Belzil, 1994. "Une analyse empirique de la relation entre la durée de chômage et le salaire offert," Économie et Prévision, Programme National Persée, vol. 113(2), pages 171-175.
    45. Jones, Sam & Santos, Ricardo, 2022. "Can information correct optimistic wage expectations? Evidence from Mozambican job-seekers," Journal of Development Economics, Elsevier, vol. 159(C).
    46. Eckstein, Zwi & van den Berg, Gerard J, 2003. "Empircial labor search models: A survey," Working Paper Series 2003:18, IFAU - Institute for Evaluation of Labour Market and Education Policy.
    47. Christensen, Björn, 2001. "The Determinants of Reservation Wages in Germany Does a Motivation Gap Exist?," Kiel Working Papers 1024, Kiel Institute for the World Economy (IfW Kiel).
    48. Kollmann, Robert, 1986. ""Why Can't the Long-Term Unemployed Find Jobs? A Possible Explanation and Dynamic Implications", MSc thesis, London School of Economics, 1986 (MSc Econometrics and Mathematical Economics)," MPRA Paper 70008, University Library of Munich, Germany.
    49. Ilya Kukaev & Edward J. Timmons, 2023. "Certifiably employable?: The effects of occupational regulation on unemployment duration," Working Papers 23-02, Department of Economics, West Virginia University.
    50. Sarah Brown & Karl Taylor, "undated". "Reservation Wages, Expected wages and the duration of Unemployment: evidence from British Panel data," Working Papers 2009001, The University of Sheffield, Department of Economics.
    51. Rioux, Laurence & Lollivier, Stefan, 2005. "A Structural Non-Stationary Model of Job Search: Stigmatization of the Unemployed by Job Offers or Wage Offers?," CEPR Discussion Papers 5108, C.E.P.R. Discussion Papers.
    52. Entorf, Horst & Sattarova, Liliya, 2016. "The Analysis of Prison-Prisoner Data Using Cluster-Sample Econometrics: Prison Conditions and Prisoners' Assessments of the Future," IZA Discussion Papers 10209, Institute of Labor Economics (IZA).
    53. Burdett, Kenneth, 1980. "How Changes in Labor Demand Affects Unemployed Workers," Working Paper Series 28, Research Institute of Industrial Economics.
    54. Bruce K. Fallick, 1989. "Unemployment Insurance and the Rate of Re-Employment of Displaced Workers," UCLA Economics Working Papers 550, UCLA Department of Economics.
    55. DesJardins, S. L. & Ahlburg, D. A. & McCall, B. P., 1999. "An event history model of student departure," Economics of Education Review, Elsevier, vol. 18(3), pages 375-390, June.
    56. Laurence Rioux, 2001. "Salaire de réserve, allocation chômage dégressive et revenu minimum d'insertion," Économie et Statistique, Programme National Persée, vol. 346(1), pages 137-160.
    57. Christopher J. Flinn & James J. Heckman, 1982. "Models for the Analysis of Labor Force Dynamics," NBER Working Papers 0857, National Bureau of Economic Research, Inc.
    58. Fousseynou Bah, 2011. "A Simultaneous Determination of the Inter Vivos Transfer and the Unemployment Duration: the Malian case," Working Papers halshs-00630262, HAL.
    59. Donald Haurin & Kala Sridhar, 2003. "The impact of local unemployment rates on reservation wages and the duration of search for a job," Applied Economics, Taylor & Francis Journals, vol. 35(13), pages 1469-1476.
    60. Heather L.R. Tierney & Zafar Nazarov & Nodir Adilov, 2019. "Do re-employment wages fall due to the depreciation of human capital or employer perceptions?," Economics Bulletin, AccessEcon, vol. 39(4), pages 2857-2864.
    61. Luz A. Florez & Ligia Alba Melo-Becerra & Carlos Esteban Posada, 2021. "Estimating the reservation wage across city groups in Colombia: A stochastic frontier approach," Borradores de Economia 1163, Banco de la Republica de Colombia.
    62. Leppin, Julian Sebastian, 2012. "The estimation of reservation wages: A simulation-based comparison," HWWI Research Papers 124, Hamburg Institute of International Economics (HWWI).
    63. Feldstein, Martin & Poterba, James, 1984. "Unemployment insurance and reservation wages," Journal of Public Economics, Elsevier, vol. 23(1-2), pages 141-167.
    64. Franz, Wolfgang & Siebeck, Karin, 1990. "Theoretical aspects of the relation between unemployment and vacancies," Discussion Papers, Series II 102, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
    65. Lawrence F. Katz, 1986. "Layoffs, Recall and the Duration of Unemployment," NBER Working Papers 1825, National Bureau of Economic Research, Inc.
    66. Dijk, Jouke van, 1998. "Differences in underemployment between the United States and the Netherlands," Research Report 98D26, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
    67. Gutknecht, Daniel, 2012. "Do Reservation Wages Decline Monotonically? A Novel Statistical Test," Economic Research Papers 270635, University of Warwick - Department of Economics.
    68. Clemens, Michael A., 2017. "The Effect of Occupational Visas on Native Employment: Evidence from Labor Supply to Farm Jobs in the Great Recession," IZA Discussion Papers 10492, Institute of Labor Economics (IZA).
    69. Liina Malk, 2015. "Determinants of reservation wages: empirical evidence for Estonia," Bank of Estonia Working Papers wp2014-8, Bank of Estonia, revised 20 Jan 2015.
    70. Fiona Scott Morton & Jorge Silva-Risso & Florian Zettelmeyer, 2011. "What matters in a price negotiation: Evidence from the U.S. auto retailing industry," Quantitative Marketing and Economics (QME), Springer, vol. 9(4), pages 365-402, December.
    71. Daniel S. Hamermesh, 1986. "Plant Closings, Labor Demand and the Value of the Firm," NBER Working Papers 1839, National Bureau of Economic Research, Inc.
    72. Daniel Gutknecht, 2013. "Testing for Monotonicity under Endogeneity An Application to the Reservation Wage Function," Economics Series Working Papers 673, University of Oxford, Department of Economics.
    73. Gerard A. Pfann & Daniel S. Hamermesh, 2001. "Two-Sided Learning, Labor Turnover and Displacement," NBER Working Papers 8273, National Bureau of Economic Research, Inc.
    74. Galasi, Péter, 1996. "Munkanélküliek álláskeresési magatartása [Job-searching behaviour of the unemployed]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 805-815.

  29. Audra J. Bowlus & Nicholas M. Kiefer & George R. Neumann, "undated". "Fitting Equilibrium Search Models to Labour Market Data," Working Papers _005, University of California at Berkeley, Econometrics Laboratory Software Archive.

    Cited by:

    1. Ortega, J., 2000. "Job Rotation as a Mechanism for Learning," Papers 00-04, Centre for Labour Market and Social Research, Danmark-.
    2. Westergaard-Nielsen, Niels, 2001. "Danish Labour Market Policy: Is it worth it?," CLS Working Papers 01-10, University of Aarhus, Aarhus School of Business, Centre for Labour Market and Social Research.
    3. Tomi Kyyrä, 2007. "Estimating Equilibrium Search Models from Finnish Data," Finnish Economic Papers, Finnish Economic Association, vol. 20(2), pages 139-165, Autumn.
    4. Pedersen, Peder J. & Smith, Nina, 2001. "International Migration and Migration policy in Denmark," CLS Working Papers 01-5, University of Aarhus, Aarhus School of Business, Centre for Labour Market and Social Research.

Articles

  1. Nicholas M. Kiefer & Jeffrey S. Racine, 2017. "The smooth colonel and the reverend find common ground," Econometric Reviews, Taylor & Francis Journals, vol. 36(1-3), pages 241-256, March.
    See citations under working paper version above.
  2. Nicholas M. Kiefer, 2011. "Default estimation, correlated defaults, and expert information," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(2), pages 173-192, March.
    See citations under working paper version above.
  3. Hwan-sik Choi & Nicholas M. Kiefer, 2010. "Improving robust model selection tests for dynamic models," Econometrics Journal, Royal Economic Society, vol. 13(2), pages 177-204, July.

    Cited by:

    1. Robinson Kruse & Christian Leschinski & Michael Will, 2016. "Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting," CREATES Research Papers 2016-17, Department of Economics and Business Economics, Aarhus University.
    2. Coroneo, Laura & Iacone, Fabrizio & Paccagnini, Alessia & Santos Monteiro, Paulo, 2023. "Testing the predictive accuracy of COVID-19 forecasts," International Journal of Forecasting, Elsevier, vol. 39(2), pages 606-622.
    3. Matei Demetrescu & Christoph Hanck & Robinson Kruse, 2016. "Fixed-b Inference in the Presence of Time-Varying Volatility," CREATES Research Papers 2016-01, Department of Economics and Business Economics, Aarhus University.
    4. Andreas Alfons & Wolfgang Baaske & Peter Filzmoser & Wolfgang Mader & Roland Wieser, 2011. "Robust variable selection with application to quality of life research," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 20(1), pages 65-82, March.
    5. Matei Demetrescu & Christoph Hanck & Robinson Kruse‐Becher, 2022. "Robust inference under time‐varying volatility: A real‐time evaluation of professional forecasters," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 1010-1030, August.
    6. Choi, Hwan-sik & Jeong, Minsoo & Park, Joon Y., 2014. "An asymptotic analysis of likelihood-based diffusion model selection using high frequency data," Journal of Econometrics, Elsevier, vol. 178(P3), pages 539-557.
    7. Choi, Hwan-sik, 2016. "Information theory for maximum likelihood estimation of diffusion models," Journal of Econometrics, Elsevier, vol. 191(1), pages 110-128.
    8. Liu, Tuo & Lee, Lung-fei, 2019. "A likelihood ratio test for spatial model selection," Journal of Econometrics, Elsevier, vol. 213(2), pages 434-458.

  4. Kiefer, Nicholas M., 2010. "Default Estimation and Expert Information," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(2), pages 320-328.

    Cited by:

    1. Luciana Dalla Valle & Maria Elena De Giuli & Claudia Tarantola & Claudio Manelli, 2014. "Default Probability Estimation via Pair Copula Constructions," Papers 1405.1309, arXiv.org, revised Aug 2015.
    2. Oliver Blümke, 2020. "Estimating the probability of default for no‐default and low‐default portfolios," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 69(1), pages 89-107, January.
    3. Oliver Blümke, 2022. "Multiperiod default probability forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(4), pages 677-696, July.
    4. Bhattacharya, Arnab & Wilson, Simon P. & Soyer, Refik, 2019. "A Bayesian approach to modeling mortgage default and prepayment," European Journal of Operational Research, Elsevier, vol. 274(3), pages 1112-1124.
    5. Yi-Ping Chang & Chih-Tun Yu, 2014. "Bayesian confidence intervals for probability of default and asset correlation of portfolio credit risk," Computational Statistics, Springer, vol. 29(1), pages 331-361, February.
    6. Walter Orth, 2013. "Default probability estimation in small samples--with an application to sovereign bonds," Quantitative Finance, Taylor & Francis Journals, vol. 13(12), pages 1891-1902, December.
    7. Azamat Abdymomunov & Sharon Blei & Bakhodir Ergashev, 2015. "Integrating Stress Scenarios into Risk Quantification Models," Journal of Financial Services Research, Springer;Western Finance Association, vol. 47(1), pages 57-79, February.
    8. Kiefer, Nicholas M., 2009. "Incentive-Compatible Elicitation of Quantiles," Working Papers 09-13, Cornell University, Center for Analytic Economics.
    9. Orth, Walter, 2011. "Default probability estimation in small samples - with an application to sovereign bonds," MPRA Paper 33778, University Library of Munich, Germany.
    10. Weißbach, Rafael & Mollenhauer, Thomas, 2011. "Modelling Rating Transitions," VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis 48698, Verein für Socialpolitik / German Economic Association.
    11. Orth, Walter, 2011. "Default probability estimation in small samples: With an application to sovereign bonds," Discussion Papers in Econometrics and Statistics 5/11, University of Cologne, Institute of Econometrics and Statistics.
    12. Dirk Tasche, 2011. "Bayesian estimation of probabilities of default for low default portfolios," Papers 1112.5550, arXiv.org, revised Aug 2013.

  5. José E. Gómez-Gonzalez & Nicholas M. Kiefer, 2009. "Bank Failure: Evidence From The Colombian Financial Crisis," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 3(2), pages 15-31.
    See citations under working paper version above.
  6. Kiefer, Nicholas M., 2009. "Default estimation for low-default portfolios," Journal of Empirical Finance, Elsevier, vol. 16(1), pages 164-173, January.
    See citations under working paper version above.
  7. Nicholas Kiefer & Jeffrey Racine, 2009. "The smooth Colonel meets the Reverend," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 21(5), pages 521-533.
    See citations under working paper version above.
  8. José E. Gómez-González & Nicholas M. Kiefer., 2009. "Evidence of Non-Markovian Behavior in the Process of Bank Rating Migrations," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 46(133), pages 33-50.
    See citations under working paper version above.
  9. Choi, Hwan-Sik & Kiefer, Nicholas M., 2008. "Robust Nonnested Testing and the Demand for Money," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 9-17, January.

    Cited by:

    1. Zhongjun Qu & Yi-Ting Chen, 2010. "M Tests with a New Normalization Matrix," Boston University - Department of Economics - Working Papers Series WP2010-050, Boston University - Department of Economics.
    2. Hagemann, Andreas, 2012. "A simple test for regression specification with non-nested alternatives," Journal of Econometrics, Elsevier, vol. 166(2), pages 247-254.

  10. Kiefer, Nicholas M. & Larson, C. Erik, 2007. "A simulation estimator for testing the time homogeneity of credit rating transitions," Journal of Empirical Finance, Elsevier, vol. 14(5), pages 818-835, December.
    See citations under working paper version above.
  11. Choi, Hwan-sik & Kiefer, Nicholas M., 2005. "Software evaluation: EasyReg International," International Journal of Forecasting, Elsevier, vol. 21(3), pages 609-616.

    Cited by:

    1. A. Yalta & A. Yalta, 2010. "Should Economists Use Open Source Software for Doing Research?," Computational Economics, Springer;Society for Computational Economics, vol. 35(4), pages 371-394, April.
    2. A. Talha Yalta & A. Yasemin Yalta, 2009. "Wilkinson Tests and gretl," EHUCHAPS, in: Ignacio Díaz-Emparanza & Petr Mariel & María Victoria Esteban (ed.), Econometrics with gretl. Proceedings of the gretl Conference 2009, edition 1, chapter 16, pages 243-251, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales.
    3. Ignacio Díaz-Emparanza & Petr Mariel & María Victoria Esteban (ed.), 2009. "Econometrics with gretl. Proceedings of the gretl Conference 2009," UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales, edition 1, number 01, June.

  12. Kiefer, Nicholas M. & Vogelsang, Timothy J., 2005. "A New Asymptotic Theory For Heteroskedasticity-Autocorrelation Robust Tests," Econometric Theory, Cambridge University Press, vol. 21(6), pages 1130-1164, December.
    See citations under working paper version above.
  13. Nicholas M. Kiefer & Timothy J. Vogelsang, 2002. "Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation," Econometrica, Econometric Society, vol. 70(5), pages 2093-2095, September.
    See citations under working paper version above.
  14. Kiefer, Nicholas M. & Vogelsang, Timothy J., 2002. "Heteroskedasticity-Autocorrelation Robust Testing Using Bandwidth Equal To Sample Size," Econometric Theory, Cambridge University Press, vol. 18(6), pages 1350-1366, December.

    Cited by:

    1. Sun, Yixiao & Kaplan, David M., 2011. "A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing," University of California at San Diego, Economics Working Paper Series qt8cx0t4gc, Department of Economics, UC San Diego.
    2. Majid M. Al-Sadoon, 2016. "Testing Subspace Granger Causality," Working Papers 850, Barcelona School of Economics.
    3. Cattaneo, Matias D & Crump, Richard K & Jansson, Michael, 2014. "Small Bandwidth Asymptotics For Density-Weighted Average Derivatives," Department of Economics, Working Paper Series qt3jd237cg, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
    4. Issler, João Victor & Soares, Ana Flávia, 2019. "Central Bank credibility and inflation expectations: a microfounded forecasting approach," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 812, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    5. Timothy Conley & Silvia Gonçalves & Christian Hansen, 2018. "Inference with Dependent Data in Accounting and Finance Applications," Journal of Accounting Research, Wiley Blackwell, vol. 56(4), pages 1139-1203, September.
    6. Pedroni, Peter L. & Vogelsang, Timothy J. & Wagner, Martin & Westerlund, Joakim, 2015. "Nonparametric rank tests for non-stationary panels," Journal of Econometrics, Elsevier, vol. 185(2), pages 378-391.
    7. Casini, Alessandro, 2023. "Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models," Journal of Econometrics, Elsevier, vol. 235(2), pages 372-392.
    8. Patrik Buggenberger & Richard Smith, 2005. "Generalized empirical likelihood tests in time series models with potential identification failure," CeMMAP working papers CWP01/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    9. Ulrich K. Müller & Mark W. Watson, 2015. "Low-Frequency Econometrics," NBER Working Papers 21564, National Bureau of Economic Research, Inc.
    10. Fabrizio Iacone & Stephen J. Leybourne & A. M. Robert Taylor, 2014. "A FIXED- b TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(1), pages 40-54, January.
    11. Phillips, Peter C.B., 2005. "Automated Discovery In Econometrics," Econometric Theory, Cambridge University Press, vol. 21(1), pages 3-20, February.
    12. Kim, Min Seong & Sun, Yixiao, 2013. "Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects," Journal of Econometrics, Elsevier, vol. 177(1), pages 85-108.
    13. Qunyong Wang & Na Wu, 2012. "Long-run covariance and its applications in cointegration regression," Stata Journal, StataCorp LP, vol. 12(3), pages 525-542, September.
    14. Hansen, Christian B., 2007. "Asymptotic properties of a robust variance matrix estimator for panel data when T is large," Journal of Econometrics, Elsevier, vol. 141(2), pages 597-620, December.
    15. Ching-Chuan Tsong, 2009. "Assessing the Accuracy of Event Forecasts," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 5(2), pages 219-240, July.
    16. Martínez-Iriarte, Julián & Sun, Yixiao & Wang, Xuexin, 2020. "Asymptotic F tests under possibly weak identification," Journal of Econometrics, Elsevier, vol. 218(1), pages 140-177.
    17. Hong, Y. & Linton, O. B. & McCabe, B. & Sun, J. & Wang, S., 2023. "Kolmogorov-Smirnov Type Testing for Structural Breaks: A New Adjusted-Range Based Self-Normalization Approach," Cambridge Working Papers in Economics 2367, Faculty of Economics, University of Cambridge.
    18. Hagemann, Andreas, 2019. "Placebo inference on treatment effects when the number of clusters is small," Journal of Econometrics, Elsevier, vol. 213(1), pages 190-209.
    19. Pötscher, Benedikt M. & Preinerstorfer, David, 2016. "Controlling the Size of Autocorrelation Robust Tests," MPRA Paper 75657, University Library of Munich, Germany.
    20. Pötscher, Benedikt M. & Preinerstorfer, David, 2017. "Further Results on Size and Power of Heteroskedasticity and Autocorrelation Robust Tests, with an Application to Trend Testing," MPRA Paper 81053, University Library of Munich, Germany.
    21. Kim, Min Seong & Sun, Yixiao & Yang, Jingjing, 2016. "A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data," University of California at San Diego, Economics Working Paper Series qt2240n3n5, Department of Economics, UC San Diego.
    22. Ulrich Mueller & Mark W. Watson, 2013. "Measuring Uncertainty about Long-Run Prediction," NBER Working Papers 18870, National Bureau of Economic Research, Inc.
    23. Cho, Cheol-Keun & Amsler, Christine & Schmidt, Peter, 2015. "A test of the null of integer integration against the alternative of fractional integration," Journal of Econometrics, Elsevier, vol. 187(1), pages 217-237.
    24. M. Mogliani & T. Ferrière, 2016. "Rationality of announcements, business cycle asymmetry, and predictability of revisions. The case of French GDP," Working papers 600, Banque de France.
    25. Kong, Jianning & Phillips, Peter C.B. & Sul, Donggyu, 2019. "Weak σ-convergence: Theory and applications," Journal of Econometrics, Elsevier, vol. 209(2), pages 185-207.
    26. Casini, Alessandro, 2024. "The fixed-b limiting distribution and the ERP of HAR tests under nonstationarity," Journal of Econometrics, Elsevier, vol. 238(2).
    27. Jin, Sainan & Phillips, Peter C.B. & Sun, Yixiao, 2006. "A new approach to robust inference in cointegration," Economics Letters, Elsevier, vol. 91(2), pages 300-306, May.
    28. Sun, Yixiao & Phillips, Peter C.B. & Jin, Sainan, 2011. "Power Maximization And Size Control In Heteroskedasticity And Autocorrelation Robust Tests With Exponentiated Kernels," Econometric Theory, Cambridge University Press, vol. 27(6), pages 1320-1368, December.
    29. Surajit Ray & N. E. Savin, 2008. "The performance of heteroskedasticity and autocorrelation robust tests: a Monte Carlo study with an application to the three-factor Fama-French asset-pricing model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(1), pages 91-109.
    30. Al-Sadoon, Majid M., 2017. "A unifying theory of tests of rank," Journal of Econometrics, Elsevier, vol. 199(1), pages 49-62.
    31. Lui, Yiu Lim & Phillips, Peter C.B. & Yu, Jun, 2024. "Robust testing for explosive behavior with strongly dependent errors," Journal of Econometrics, Elsevier, vol. 238(2).
    32. Hwang, Jungbin & Sun, Yixiao, 2015. "Asymptotic F and t Tests in an Efficient GMM Setting," University of California at San Diego, Economics Working Paper Series qt1c62d8xf, Department of Economics, UC San Diego.
    33. Pasquale Tridico & Riccardo Pariboni, 2017. "Structural Change, Aggregate Demand And The Decline Of Labour Productivity: A Comparative Perspective," Departmental Working Papers of Economics - University 'Roma Tre' 0221, Department of Economics - University Roma Tre.
    34. Ray, Surajit & Savin, N.E. & Tiwari, Ashish, 2009. "Testing the CAPM revisited," Journal of Empirical Finance, Elsevier, vol. 16(5), pages 721-733, December.
    35. Wei-Ming Lee & Chung-Ming Kuan & Yu-Chin Hsu, 2014. "Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix," IEAS Working Paper : academic research 14-A001, Institute of Economics, Academia Sinica, Taipei, Taiwan.
    36. Yixiao Sun & Peter C.B. Phillips, 2008. "Optimal Bandwidth Choice for Interval Estimation in GMM Regression," Cowles Foundation Discussion Papers 1661, Cowles Foundation for Research in Economics, Yale University.
    37. Sun, Jiajing & Hong, Yongmiao & Linton, Oliver & Zhao, Xiaolu, 2022. "Adjusted-range self-normalized confidence interval construction for censored dependent data," Economics Letters, Elsevier, vol. 220(C).
    38. Xuexin Wang & Yixiao Sun, 2019. "An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence," Working Papers 2019-05-24, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    39. Yixiao Sun, 2014. "Fixed-smoothing Asymptotics and AsymptoticFandtTests in the Presence of Strong Autocorrelation," Advances in Econometrics, in: Essays in Honor of Peter C. B. Phillips, volume 14, pages 23-63, Emerald Group Publishing Limited.
    40. Eben Lazarus & Daniel J. Lewis & James H. Stock, 2021. "The Size‐Power Tradeoff in HAR Inference," Econometrica, Econometric Society, vol. 89(5), pages 2497-2516, September.
    41. Sun, Yixiao, 2013. "Fixed-smoothing Asymptotics in a Two-step GMM Framework," University of California at San Diego, Economics Working Paper Series qt64x4z265, Department of Economics, UC San Diego.
    42. Robalo Marques, Carlos & Dias, Daniel, 2005. "Using mean reversion as a measure of persistence," Working Paper Series 450, European Central Bank.
    43. Sun, Yixiao, 2014. "Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference," Journal of Econometrics, Elsevier, vol. 178(P3), pages 659-677.
    44. Hwang, Jungbin & Sun, Yixiao, 2018. "Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework," Journal of Econometrics, Elsevier, vol. 207(2), pages 381-405.
    45. Jungbin Hwang & Gonzalo Valdés, 2020. "Finite-sample Corrected Inference for Two-step GMM in Time Series," Working papers 2020-02, University of Connecticut, Department of Economics.
    46. Choi, Hwan-sik & Kiefer, Nicholas M., 2006. "Robust Model Selection in Dynamic Models with an Application to Comparing Predictive Accuracy," Working Papers 06-09, Cornell University, Center for Analytic Economics.
    47. Shin‐Kun Peng & Takatoshi Tabuchi, 2007. "Spatial Competition in Variety and Number of Stores," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 16(1), pages 227-250, March.
    48. Amengual, Dante & Carrasco, Marine & Sentana, Enrique, 2020. "Testing distributional assumptions using a continuum of moments," Journal of Econometrics, Elsevier, vol. 218(2), pages 655-689.
    49. Travaglini, Guido, 2010. "Dynamic Econometric Testing of Climate Change and of its Causes," MPRA Paper 23600, University Library of Munich, Germany.
    50. Vogelsang, Timothy J. & Franses, Philip Hans, 2005. "Testing for common deterministic trend slopes," Journal of Econometrics, Elsevier, vol. 126(1), pages 1-24, May.
    51. Matei Demetrescu & Christoph Hanck & Robinson Kruse‐Becher, 2022. "Robust inference under time‐varying volatility: A real‐time evaluation of professional forecasters," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 1010-1030, August.
    52. Hualde, Javier & Iacone, Fabrizio, 2017. "Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes," Economics Letters, Elsevier, vol. 150(C), pages 39-43.
    53. Kim, Seonjin & Zhao, Zhibiao & Shao, Xiaofeng, 2015. "Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 277-290.
    54. Peter C. B. Phillips & Xiaohu Wang & Yonghui Zhang, 2019. "HAR Testing for Spurious Regression in Trend," Econometrics, MDPI, vol. 7(4), pages 1-28, December.
    55. Sun, Yixiao X & Phillips, Peter C. B. & Jin, Sainan, 2005. "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗," University of California at San Diego, Economics Working Paper Series qt16b3j2hd, Department of Economics, UC San Diego.
    56. Kiefer, Nicholas M. & Vogelsang, Timothy J., 2005. "A New Asymptotic Theory for Heteroskedasticity-Autocorrelation Robust Tests," Working Papers 05-08, Cornell University, Center for Analytic Economics.
    57. Javier Hualde & Fabrizio Iacone, 2015. "Autocorrelation robust inference using the Daniell kernel with fixed bandwidth," Discussion Papers 15/14, Department of Economics, University of York.
    58. Yifan Li, 2024. "Correcting the bias of the sample cross‐covariance estimator," Journal of Time Series Analysis, Wiley Blackwell, vol. 45(2), pages 214-247, March.
    59. Davide De Gaetano, 2017. "A Bootstrap Bias Correction Of Long Run Fourth Order Moment Estimation In The Cusum Of Squares Test," Departmental Working Papers of Economics - University 'Roma Tre' 0220, Department of Economics - University Roma Tre.
    60. Christian A. Vossler, 2013. "Analyzing repeated-game economics experiments: robust standard errors for panel data with serial correlation," Chapters, in: John A. List & Michael K. Price (ed.), Handbook on Experimental Economics and the Environment, chapter 3, pages 89-112, Edward Elgar Publishing.
    61. Muller, Ulrich K., 2005. "Size and power of tests of stationarity in highly autocorrelated time series," Journal of Econometrics, Elsevier, vol. 128(2), pages 195-213, October.
    62. Preinerstorfer, David & Pötscher, Benedikt M., 2013. "On Size and Power of Heteroscedasticity and Autocorrelation Robust Tests," MPRA Paper 45675, University Library of Munich, Germany.
    63. Sun, Yixiao, 2011. "Robust trend inference with series variance estimator and testing-optimal smoothing parameter," Journal of Econometrics, Elsevier, vol. 164(2), pages 345-366, October.
    64. Lee, Wei-Ming, 2007. "Robust M tests using kernel-based estimators with bandwidth equal to sample size," Economics Letters, Elsevier, vol. 96(3), pages 295-300, September.
    65. Liu, Cheng & Sun, Yixiao, 2019. "A Simple and Trustworthy Asymptotic t Test in Difference-in-Differences Regressions," University of California at San Diego, Economics Working Paper Series qt0ck2109g, Department of Economics, UC San Diego.
    66. Xiaoqing Ye & Yixiao Sun, 2018. "Heteroskedasticity- and autocorrelation-robust F and t tests in Stata," Stata Journal, StataCorp LP, vol. 18(4), pages 951-980, December.
    67. Cheol-Keun Cho & Timothy J. Vogelsang, 2016. "Fixed- b Inference for Testing Structural Change in a Time Series Regression," Econometrics, MDPI, vol. 5(1), pages 1-26, December.
    68. Yixiao Sun & Xuexin Wang, 2019. "An Asymptotically F-Distributed Chow Test in the Presence of Heteroscedasticity and Autocorrelation," Papers 1911.03771, arXiv.org.
    69. Muller, Ulrich K., 2007. "A theory of robust long-run variance estimation," Journal of Econometrics, Elsevier, vol. 141(2), pages 1331-1352, December.
    70. Kim, Min Seong & Sun, Yixiao, 2011. "Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix," Journal of Econometrics, Elsevier, vol. 160(2), pages 349-371, February.
    71. Javier Hualde & Fabrizio Iacone, 2015. "Small-b and Fixed-b Asymptotics for Weighted Covariance Estimation in Fractional Cointegration," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(4), pages 528-540, July.
    72. Sun, Yixiao & Kim, Min Seong, 2012. "Simple and powerful GMM over-identification tests with accurate size," Journal of Econometrics, Elsevier, vol. 166(2), pages 267-281.
    73. Sun, Yixiao & Yang, Jingjing, 2020. "Testing-optimal kernel choice in HAR inference," Journal of Econometrics, Elsevier, vol. 219(1), pages 123-136.
    74. Francq, Christian & Zakoïan, Jean-Michel, 2007. "HAC estimation and strong linearity testing in weak ARMA models," Journal of Multivariate Analysis, Elsevier, vol. 98(1), pages 114-144, January.
    75. Majid M. Al-Sadoon, 2014. "A general theory of rank testing," Economics Working Papers 1411, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2015.
    76. Wenger, Kai & Less, Vivien, 2020. "A modified Wilcoxon test for change points in long-range dependent time series," Economics Letters, Elsevier, vol. 192(C).
    77. Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2005. "Improved HAR Inference," Cowles Foundation Discussion Papers 1513, Cowles Foundation for Research in Economics, Yale University.
    78. Xiaofeng Shao, 2010. "A self‐normalized approach to confidence interval construction in time series," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(3), pages 343-366, June.
    79. Preinerstorfer, David, 2014. "Finite Sample Properties of Tests Based on Prewhitened Nonparametric Covariance Estimators," MPRA Paper 58333, University Library of Munich, Germany.
    80. Bester, C. Alan & Conley, Timothy G. & Hansen, Christian B., 2011. "Inference with dependent data using cluster covariance estimators," Journal of Econometrics, Elsevier, vol. 165(2), pages 137-151.
    81. Yang, Jingjing & Vogelsang, Timothy J., 2018. "Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators," Economics Letters, Elsevier, vol. 165(C), pages 21-27.

  15. Bunzel H. & Kiefer N. M. & Vogelsang T. J., 2001. "Simple Robust Testing of Hypotheses in Nonlinear Models," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1088-1096, September.
    See citations under working paper version above.
  16. Bowlus, Audra J & Kiefer, Nicholas M & Neumann, George R, 2001. "Equilibrium Search Models and the Transition from School to Work," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(2), pages 317-343, May.
    See citations under working paper version above.
  17. H. Bunzel & Bent Jesper Christensen & Peter Jensen & Nicholas Kiefer & L. Korsholm & L. Muus & G. R. Neumann & Michael Rosholm, 2001. "Specification and Estimation of Equilibrium Search Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(1), pages 90-126, January.

    Cited by:

    1. Susan Vroman & Monica Robayo-Abril & James Albrecht, 2016. "Public Sector Employment in an Equilibrium Search and Matching Model," 2016 Meeting Papers 311, Society for Economic Dynamics.
    2. Bart Cockx & Muriel Dejemeppe & Andrey Launov & Bruno Van der Linden, 2011. "Monitoring, Sanctions and Front-Loading of Job Search in a Non-Stationary Model," Working Papers 1114, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 21 Nov 2011.
    3. Paul E. Carrillo, 2005. "Assessing the Value of On-line Information Using a Two-sided Equilibrium Search Model in the Real Estate Market," Computing in Economics and Finance 2005 307, Society for Computational Economics.
    4. Van den Berg, Gerard & van Vuuren, Aico, 2003. "The Effect of Search Frictions on Wages," CEPR Discussion Papers 3979, C.E.P.R. Discussion Papers.
    5. Jesper Bagger & Rasmus Lentz, 2014. "An Empirical Model of Wage Dispersion with Sorting," Economics Working Papers 2014-11, Department of Economics and Business Economics, Aarhus University.
    6. Rosholm, Michael & Svarer, Michael, 2004. "Endogenous wage dispersion in a search-matching model," Labour Economics, Elsevier, vol. 11(5), pages 623-645, October.
    7. Andreas Hornstein & Per Krusell & Giovanni L. Violante, 2011. "Frictional Wage Dispersion in Search Models: A Quantitative Assessment," American Economic Review, American Economic Association, vol. 101(7), pages 2873-2898, December.
    8. Ortega, J., 2000. "Job Rotation as a Mechanism for Learning," Papers 00-04, Centre for Labour Market and Social Research, Danmark-.
    9. Wong, Linda, 2001. "Structural Estimation of Marriage Models," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A1-1, International Conferences on Panel Data.
    10. Westergaard-Nielsen, Niels, 2001. "Danish Labour Market Policy: Is it worth it?," CLS Working Papers 01-10, University of Aarhus, Aarhus School of Business, Centre for Labour Market and Social Research.
    11. Van den Berg, Gerard, 2003. "Multiple Equilibria and Minimum Wages in Labour Markets with Informational Frictions and Heterogenous Production Technologies," CEPR Discussion Papers 3977, C.E.P.R. Discussion Papers.
    12. Bowlus, Audra J. & Liu, Huju, 2013. "The contributions of search and human capital to earnings growth over the life cycle," European Economic Review, Elsevier, vol. 64(C), pages 305-331.
    13. Jesper Bagger & Rasmus Lentz, 2014. "An Empirical Model of Wage Dispersion with Sorting," NBER Working Papers 20031, National Bureau of Economic Research, Inc.
    14. Tomi Kyyrä, 2007. "Estimating Equilibrium Search Models from Finnish Data," Finnish Economic Papers, Finnish Economic Association, vol. 20(2), pages 139-165, Autumn.
    15. Nabanita Datta Gupta & Lene Kromann, 2014. "Differences in the labor market entry of second-generation immigrants and ethnic Danes," IZA Journal of Migration and Development, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 3(1), pages 1-22, December.
    16. Rasmus Lentz & Jesper Bagger, 2015. "An Empirical Model of Wage Dispersion with Sorting," 2015 Meeting Papers 1345, Society for Economic Dynamics.
    17. Lene Kromann, 2009. "Does Employee Body Weight Affect Employers' Behavior?," Economics Working Papers 2009-04, Department of Economics and Business Economics, Aarhus University.
    18. Jesper Bagger & Morten Henningsen, 2008. "Job Durations and the Job Search Model: A Two-Country, Multi-Sample Analysis," Discussion Papers 553, Statistics Norway, Research Department.
    19. van den Berg, Gerard J, 1999. "Empirical Inference with Equilibrium Search Models of the Labour Market," Economic Journal, Royal Economic Society, vol. 109(456), pages 283-306, June.
    20. Pedersen, Peder J. & Smith, Nina, 2001. "International Migration and Migration policy in Denmark," CLS Working Papers 01-5, University of Aarhus, Aarhus School of Business, Centre for Labour Market and Social Research.
    21. Violante, Giovanni & Hornstein, Andreas, 2006. "Frictional Wage Dispersion in Search Models: A Quantitative Approach," CEPR Discussion Papers 5935, C.E.P.R. Discussion Papers.

  18. Natarajan, Ranjini & McCulloch, Charles E. & Kiefer, Nicholas M., 2000. "A Monte Carlo EM method for estimating multinomial probit models," Computational Statistics & Data Analysis, Elsevier, vol. 34(1), pages 33-50, July.

    Cited by:

    1. Meza, Cristian & Jaffrézic, Florence & Foulley, Jean-Louis, 2009. "Estimation in the probit normal model for binary outcomes using the SAEM algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 1350-1360, February.
    2. Hernández-Trillo, Fausto & Smith-Ramírez, Ricardo, 2009. "Credit ratings in the presence of bailout: the case of Mexican subnational government debt," LSE Research Online Documents on Economics 123370, London School of Economics and Political Science, LSE Library.
    3. Jie Jiang & Xinsheng Liu & Keming Yu, 2013. "Maximum likelihood estimation of multinomial probit factor analysis models for multivariate t-distribution," Computational Statistics, Springer, vol. 28(4), pages 1485-1500, August.
    4. Ricardo Smith Ramírez, 2007. "FIML estimation of treatment effect models with endogenous selection and multiple censored responses via a Monte Carlo EM Algorithm," Working Papers DTE 403, CIDE, División de Economía.
    5. Moffa, Giusi & Kuipers, Jack, 2014. "Sequential Monte Carlo EM for multivariate probit models," Computational Statistics & Data Analysis, Elsevier, vol. 72(C), pages 252-272.
    6. Fausto Hernández-Trillo & Ricardo Smith, 2006. "Rating Sub-National Government Debt in LDCs: Does size matter?," Working Papers DTE 370, CIDE, División de Economía.
    7. Caffo, Brian & An, Ming-Wen & Rohde, Charles, 2007. "Flexible random intercept models for binary outcomes using mixtures of normals," Computational Statistics & Data Analysis, Elsevier, vol. 51(11), pages 5220-5235, July.
    8. Ricardo Smith, 2006. "Measuring the Effects of Working-Land Conservation Programs on Adoption of Soil-Erosion Reducing Practices and Permanent Vegetative Cover," Working Papers DTE 369, CIDE, División de Economía.

  19. Nicholas M. Kiefer & Timothy J. Vogelsang & Helle Bunzel, 2000. "Simple Robust Testing of Regression Hypotheses," Econometrica, Econometric Society, vol. 68(3), pages 695-714, May.
    See citations under working paper version above.
  20. Kiefer, Nicholas M & Steel, Mark F J, 1998. "Bayesian Analysis of the Prototypal Search Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(2), pages 178-186, April.

    Cited by:

    1. John W. Schindler, 2001. "Testing optimality in job search models," International Finance Discussion Papers 710, Board of Governors of the Federal Reserve System (U.S.).
    2. Ortega, J., 2000. "Job Rotation as a Mechanism for Learning," Papers 00-04, Centre for Labour Market and Social Research, Danmark-.
    3. Gary Koop, 1999. "Bayesian inference in models based on equilibrium search theory," Edinburgh School of Economics Discussion Paper Series 12, Edinburgh School of Economics, University of Edinburgh.
    4. Westergaard-Nielsen, Niels, 2001. "Danish Labour Market Policy: Is it worth it?," CLS Working Papers 01-10, University of Aarhus, Aarhus School of Business, Centre for Labour Market and Social Research.
    5. Richard J. Boys & Peter J. Dolton & Neil R. Walker, 2007. "Adapting the optimal job search model for active labour market policy," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 170(3), pages 759-779, July.
    6. Pedersen, Peder J. & Smith, Nina, 2001. "International Migration and Migration policy in Denmark," CLS Working Papers 01-5, University of Aarhus, Aarhus School of Business, Centre for Labour Market and Social Research.

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    1. Ortega, J., 2000. "Job Rotation as a Mechanism for Learning," Papers 00-04, Centre for Labour Market and Social Research, Danmark-.
    2. Gary Koop, 1999. "Bayesian inference in models based on equilibrium search theory," Edinburgh School of Economics Discussion Paper Series 12, Edinburgh School of Economics, University of Edinburgh.
    3. H. Bunzel & Bent Jesper Christensen & Peter Jensen & Nicholas Kiefer & L. Korsholm & L. Muus & G. R. Neumann & Michael Rosholm, 2001. "Specification and Estimation of Equilibrium Search Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(1), pages 90-126, January.
    4. Westergaard-Nielsen, Niels, 2001. "Danish Labour Market Policy: Is it worth it?," CLS Working Papers 01-10, University of Aarhus, Aarhus School of Business, Centre for Labour Market and Social Research.
    5. Eric French & John Bailey Jones, 2002. "On the distribution and dynamics of health costs," Working Paper Series WP-02-21, Federal Reserve Bank of Chicago.
    6. Tomi Kyyrä, 2007. "Estimating Equilibrium Search Models from Finnish Data," Finnish Economic Papers, Finnish Economic Association, vol. 20(2), pages 139-165, Autumn.
    7. Lene Kromann, 2009. "Does Employee Body Weight Affect Employers' Behavior?," Economics Working Papers 2009-04, Department of Economics and Business Economics, Aarhus University.
    8. Pedersen, Peder J. & Smith, Nina, 2001. "International Migration and Migration policy in Denmark," CLS Working Papers 01-5, University of Aarhus, Aarhus School of Business, Centre for Labour Market and Social Research.

  23. Easley, David & Kiefer, Nicholas M & O'Hara, Maureen, 1996. "Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow," Journal of Finance, American Finance Association, vol. 51(3), pages 811-833, July.

    Cited by:

    1. David Easley & Soeren Hvidkjaer & Maureen O'Hara, 2002. "Is Information Risk a Determinant of Asset Returns?," Journal of Finance, American Finance Association, vol. 57(5), pages 2185-2221, October.
    2. Sabrina Buti & Barbara Rindi & Ingrid M. Werner, 2011. "Dark Pool Trading Strategies," Working Papers 421, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    3. Desgranges, Gabriel & Foucault, Thierry, 2005. "Reputation-based pricing and price improvements," Journal of Economics and Business, Elsevier, vol. 57(6), pages 493-527.
    4. Sun, Yuxin & Ibikunle, Gbenga, 2017. "Informed trading and the price impact of block trades: A high frequency trading analysis," International Review of Financial Analysis, Elsevier, vol. 54(C), pages 114-129.
    5. Kedia, Simi & Zhou, Xing, 2011. "Local market makers, liquidity and market quality," Journal of Financial Markets, Elsevier, vol. 14(4), pages 540-567, November.
    6. Ahmad Peivandi & Rakesh V. Vohra, 2021. "Instability of Centralized Markets," Econometrica, Econometric Society, vol. 89(1), pages 163-179, January.
    7. Grammig, Joachim & Schiereck, Dirk & Theissen, Erik, 2001. "Knowing me, knowing you: : Trader anonymity and informed trading in parallel markets," Journal of Financial Markets, Elsevier, vol. 4(4), pages 385-412, October.
    8. Buti, Sabrina & Rindi, Barbara & Werner, Ingrid M., 2017. "Dark pool trading strategies, market quality and welfare," Journal of Financial Economics, Elsevier, vol. 124(2), pages 244-265.
    9. Ramazan Gençay & Nikola Gradojevic & Richard Olsen & Faruk Selçuk, 2015. "Informed traders' arrival in foreign exchange markets: Does geography matter?," Post-Print hal-01563055, HAL.
    10. James Weston, 2002. "Electronic Communication Networks and Liquidity on the Nasdaq," Journal of Financial Services Research, Springer;Western Finance Association, vol. 22(1), pages 125-139, August.
    11. Mark J. Garmaise & Tobias J. Moskowitz, 2002. "Confronting Information Asymmetries: Evidence from Real Estate Markets," NBER Working Papers 8877, National Bureau of Economic Research, Inc.
    12. Attig, Najah & El Ghoul, Sadok, 2021. "Flying under the radar: The real effects of anonymous trading," Journal of Corporate Finance, Elsevier, vol. 71(C).
    13. Chakravarty, Sugato & Sarkar, Asani, 2002. "A model of broker's trading, with applications to order flow internalization," Review of Financial Economics, Elsevier, vol. 11(1), pages 19-36.
    14. He, Chen & Odders-White, Elizabeth & Ready, Mark J., 2006. "The impact of preferencing on execution quality," Journal of Financial Markets, Elsevier, vol. 9(3), pages 246-273, August.
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    16. Michael J. Barclay & Terrence Hendershott & D. Timothy McCormick, 2003. "Competition among Trading Venues: Information and Trading on Electronic Communications Networks," Journal of Finance, American Finance Association, vol. 58(6), pages 2637-2665, December.
    17. Peress, Joël & Schmidt, Daniel, 2024. "Uncertainty about what is in the price," Journal of Financial Economics, Elsevier, vol. 161(C).
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    19. Zhang, Rongrong, 2023. "Stock price informativeness and supplier trade credit extensions," The Quarterly Review of Economics and Finance, Elsevier, vol. 90(C), pages 284-294.
    20. Hamdi Ben‐Nasr & Lobna Bouslimi & Rui Zhong, 2021. "Do Patented Innovations Reduce Stock Price Crash Risk?," International Review of Finance, International Review of Finance Ltd., vol. 21(1), pages 3-36, March.
    21. Boehmer, Beatrice & Boehmer, Ekkehart, 2003. "Trading your neighbor's ETFs: Competition or fragmentation?," Journal of Banking & Finance, Elsevier, vol. 27(9), pages 1667-1703, September.
    22. Juan Jose Cruces & Enrique L. Kawamura, 2005. "Insider Trading and Corporate Governance in Latin America: A Sequential Trade Model Approach," Working Papers 86, Universidad de San Andres, Departamento de Economia, revised Dec 2005.
    23. Sugato Chakravarty & Asani Sarkar, 1998. "An analysis of brokers' trading with applications to order flow internalization and off-exchange sales," Research Paper 9813, Federal Reserve Bank of New York.
    24. Ni, Yensen & Huang, Paoyu & Chen, Yuhsin, 2019. "Board structure, considerable capital, and stock price overreaction informativeness in terms of technical indicators," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 514-528.
    25. Chen, Jing & Dong, Yizhe & Hou, Wenxuan & McMillan, David G., 2018. "Does feedback trading drive returns of cross-listed shares?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 53(C), pages 179-199.
    26. Joachim Grammig & Erik Theissen, 2003. "Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?," University of St. Gallen Department of Economics working paper series 2003 2003-01, Department of Economics, University of St. Gallen.
    27. Lim, Kian-Ping & Thian, Tze-Chung & Hooy, Chee-Wooi, 2017. "Investor heterogeneity, trading account types and competing liquidity channels for Malaysian stocks," Research in International Business and Finance, Elsevier, vol. 41(C), pages 220-234.
    28. De Winne, Rudy & Gresse, Carole & Platten, Isabelle, 2014. "Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 31-43.
    29. Marco Wölfle, 2015. "Information-Based Trade in German Real Estate and Equity Markets," Risks, MDPI, vol. 3(4), pages 1-26, December.
    30. J. Barry Lin & Christos Pantzalis & Jung Chul Park, 2017. "Corporate derivatives use policy and information environment," Review of Quantitative Finance and Accounting, Springer, vol. 49(1), pages 159-194, July.
    31. Vincent Glode & Christian Opp, 2016. "Asymmetric Information and Intermediation Chains," American Economic Review, American Economic Association, vol. 106(9), pages 2699-2721, September.
    32. Carol Osler & Alexander Mende & Lukas Menkhoff, 2010. "Price Discovery in Currency Markets," Working Papers 03, Brandeis University, Department of Economics and International Business School.
    33. Paiardini, Paola, 2009. "Informed Trading in Parallel Bond Markets," Economics & Statistics Discussion Papers esdp09053, University of Molise, Department of Economics.
    34. Vincent Van Kervel & Albert J. Menkveld, 2019. "High‐Frequency Trading around Large Institutional Orders," Journal of Finance, American Finance Association, vol. 74(3), pages 1091-1137, June.
    35. Aktas, Nihat & de Bodt, Eric & Declerck, Fany & Van Oppens, Herve, 2007. "The PIN anomaly around M&A announcements," Journal of Financial Markets, Elsevier, vol. 10(2), pages 169-191, May.
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    37. Yiuman Tse, 2000. "Further Examination Of Price Discovery On The Nyse And Regional Exchanges," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 23(3), pages 331-351, September.
    38. Hendershott, Terrence & Jones, Charles M., 2005. "Trade-through prohibitions and market quality," Journal of Financial Markets, Elsevier, vol. 8(1), pages 1-23, February.
    39. Jinghan Cai & Chiu Yu Ko & Yuming Li & Le Xia, 2019. "Hide and Seek: Uninformed Traders and the Short-sales Constraints," Annals of Economics and Finance, Society for AEF, vol. 20(1), pages 319-356, May.
    40. Cooney, John Jr. & Sias, Richard W., 2004. "Informed trading and order type," Journal of Banking & Finance, Elsevier, vol. 28(7), pages 1711-1743, July.
    41. Chung, Kee H. & Chuwonganant, Chairat & McCormick, D. Timothy, 2006. "Does internalization diminish the impact of quote aggressiveness on dealer market share?," Journal of Financial Intermediation, Elsevier, vol. 15(1), pages 108-131, January.
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    179. Irani, Rustom M. & Oesch, David, 2013. "Monitoring and corporate disclosure: Evidence from a natural experiment," Journal of Financial Economics, Elsevier, vol. 109(2), pages 398-418.
    180. van Kervel, V.L., 2013. "Competition between stock exchanges and optimal trading," Other publications TiSEM 5c608a0f-527d-441d-a910-e, Tilburg University, School of Economics and Management.
    181. Foley, Sean & Putniņš, Tālis J., 2016. "Should we be afraid of the dark? Dark trading and market quality," Journal of Financial Economics, Elsevier, vol. 122(3), pages 456-481.
    182. Qiao Liu & Kit Pong Wong, 2011. "Intellectual Capital and Financing Decisions: Evidence from the U.S. Patent Data," Management Science, INFORMS, vol. 57(10), pages 1861-1878, October.
    183. Juan Cruces & Enrique Kawamura, 2005. "Transacciones basadas en información privilegiada y conducción empresarial en América Latina," Research Department Publications 3207, Inter-American Development Bank, Research Department.
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  24. Kapteyn, Arie & Kiefer, Nicholas M & Rust, John, 1995. "Introduction: The Microeconometrics of Dynamic Decision Making," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 10(S), pages 1-7, Suppl. De.

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    1. Ooms, M., 2008. "Trends in Applied Econometrics Software Development 1985-2008, an analysis of Journal of Applied Econometrics research articles, software reviews, data and code," Serie Research Memoranda 0021, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    2. Winter, Joachim, 1997. "Ökonometrische Analyse diskreter dynamischer Entscheidungsprozesse," Sonderforschungsbereich 504 Publications 99-27, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.

  25. An, M Y & Kiefer, N M, 1995. "Local Externalities and Societal Adoption of Technologies," Journal of Evolutionary Economics, Springer, vol. 5(2), pages 103-117, June.

    Cited by:

    1. Fré Dé & Ric Deroian, 2001. "Morphogenesis Of Social Networks And Coexistence Of Technologies," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 10(6), pages 427-448.
    2. Xiong, Hang & Payne, Diane & Kinsella, Stephen, 2016. "Peer effects in the diffusion of innovations: Theory and simulation," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 63(C), pages 1-13.
    3. Sauer, Johannes & Zilberman, David, 2009. "Innovation behaviour at farm level: Selection and identification," 49th Annual Conference, Kiel, Germany, September 30-October 2, 2009 53276, German Association of Agricultural Economists (GEWISOLA).
    4. Yang, Guang-Yong & Hu, Zhao-Long & Liu, Jian-Guo, 2015. "Knowledge diffusion in the collaboration hypernetwork," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 429-436.
    5. Joachim Henkel & Jörn Block, 2013. "Peer influence in network markets: a theoretical and empirical analysis," Journal of Evolutionary Economics, Springer, vol. 23(5), pages 925-953, November.
    6. Robin Cowan & William Cowan & Peter Swann, 2004. "Waves in consumption with interdependence among consumers [Vagues dans la consommation quand il y a interdépendance entre consommateurs]," Post-Print hal-00279019, HAL.
    7. Sauer, Johannes & Zilberman, David D., 2009. "Innovation behaviour at micro level - selection and identification," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt6t49r0fh, Department of Agricultural & Resource Economics, UC Berkeley.
    8. Sauer, J. & Zilbermann, D., 2010. "Innovation Behaviour At Farm Level – Selection And Identification," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 45, March.
    9. Cowan, Robin & Cowan, William, 1998. "Technological Standardization with and without Borders in an Interacting Agents Model," Research Memorandum 015, Maastricht University, Maastricht Economic Research Institute on Innovation and Technology (MERIT).
    10. Yoo, Do-il, 2012. "Individual and Social Learning in Bio-technology Adoption: The Case of GM Corn in the U.S," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124975, Agricultural and Applied Economics Association.
    11. Liangjie Zhao & Wenqi Duan, 2014. "Simulating the Evolution of Market Shares: The Effects of Customer Learning and Local Network Externalities," Computational Economics, Springer;Society for Computational Economics, vol. 43(1), pages 53-70, January.
    12. Beise, Marian, 2004. "Lead markets: country-specific drivers of the global diffusion of innovations," Research Policy, Elsevier, vol. 33(6-7), pages 997-1018, September.
    13. Marian Beise, 2003. "Lead Markets: Drivers of the Global Diffusion of Innovations," Discussion Paper Series 141, Research Institute for Economics & Business Administration, Kobe University.

  26. Devine, T. J. & Kiefer, N. M., 1995. "The empirical status of job search theory," Labour Economics, Elsevier, vol. 2(1), pages 101-101, March.
    See citations under working paper version above.
  27. Bowlus, Audra J & Kiefer, Nicholas M & Neumann, George R, 1995. "Estimation of Equilibrium Wage Distributions with Heterogeneity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 10(S), pages 119-131, Suppl. De.

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    1. Bowlus, A.J. & Eckstein, Z., 1998. "Discrimination and Skill Differences in an Equilibrium Search Model," Papers 04-98, Tel Aviv.
    2. David L. Fuller & Bryan Engelhardt, 2010. "Labor Force Participation and Pair-wise Efficient Contracts with Search and Bargaining," Working Papers 12005, Concordia University, Department of Economics, revised 20 Jan 2012.
    3. Biro, Aniko & Bisztray, Márta & da Fonseca, João G. & Molnár, Tímea Laura, 2023. "Accident-Induced Absence from Work and Wage Ladders," IZA Discussion Papers 16312, Institute of Labor Economics (IZA).
    4. Luca Flabbi, 2004. "Gender Discrimination Estimation in a Search Model with Matching and Bargaining," 2004 Meeting Papers 367, Society for Economic Dynamics.
    5. Subal Kumbhakar & Christopher Parmeter, 2009. "The effects of match uncertainty and bargaining on labor market outcomes: evidence from firm and worker specific estimates," Journal of Productivity Analysis, Springer, vol. 31(1), pages 1-14, February.
    6. J. Ignacio Garcia-Perez, 2002. "Equilibrium search models: the role of the assumptions," Investigaciones Economicas, Fundación SEPI, vol. 26(2), pages 255-284, May.
    7. Terry Sicular, 1998. "Capital Flight and Foreign Investment: Two Tales from China and Russia," University of Western Ontario, Departmental Research Report Series 9802, University of Western Ontario, Department of Economics.
    8. Shaimaa Yassin, 2013. "Structural Labor Market Transitions and Wage Dispersion in Egypt and Jordan," Working Papers 753, Economic Research Forum, revised May 2013.
    9. Rosholm, Michael & Svarer, Michael, 2004. "Endogenous wage dispersion in a search-matching model," Labour Economics, Elsevier, vol. 11(5), pages 623-645, October.
    10. Ortega, J., 2000. "Job Rotation as a Mechanism for Learning," Papers 00-04, Centre for Labour Market and Social Research, Danmark-.
    11. G. Sulis, 2004. "Wage Dispersion and Equilibrium Search. Models: Some Evidence from Italy," Working Paper CRENoS 200402, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    12. Gathier Lanot & George Neumann, 1996. "Measuring Productivity Differences in Equilibrium Search Models," Econometrics 9606003, University Library of Munich, Germany.
    13. Bryan Engelhardt & David L. Fuller, 2009. "Efficient Labor Force Participation with Search and Bargaining," Working Papers 0909, College of the Holy Cross, Department of Economics, revised Nov 2009.
    14. Pieter Gautier & Jose Luis Moraga-Gonzalez & Ronald Wolthoff, 2007. "Structural Estimation of Search Intensity: Do non-employed workers search hard enough?," 2007 Meeting Papers 695, Society for Economic Dynamics.
    15. Audra J Bowlus & Louise Grogan, "undated". "Equilibrium Job Search and Gender Wage Differentials in the UK," Canadian International Labour Network Working Papers 48, McMaster University.
    16. H. Bunzel & Bent Jesper Christensen & Peter Jensen & Nicholas Kiefer & L. Korsholm & L. Muus & G. R. Neumann & Michael Rosholm, 2001. "Specification and Estimation of Equilibrium Search Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(1), pages 90-126, January.
    17. Westergaard-Nielsen, Niels, 2001. "Danish Labour Market Policy: Is it worth it?," CLS Working Papers 01-10, University of Aarhus, Aarhus School of Business, Centre for Labour Market and Social Research.
    18. John Kennes & Daniel le Maire, 2010. "Coordination Frictions and Job Heterogeneity: A Discrete Time Analysis," Economics Working Papers 2010-05, Department of Economics and Business Economics, Aarhus University.
    19. Van den Berg, Gerard, 2003. "Multiple Equilibria and Minimum Wages in Labour Markets with Informational Frictions and Heterogenous Production Technologies," CEPR Discussion Papers 3977, C.E.P.R. Discussion Papers.
    20. Audra J. Bowlus & Masashi Miyairi & Chris Robinson, 2016. "Immigrant job search assimilation in Canada," Canadian Journal of Economics, Canadian Economics Association, vol. 49(1), pages 5-51, February.
    21. Holzner, Christian & Launov, Andrey, 2010. "Search equilibrium and social and private returns to education," Munich Reprints in Economics 19436, University of Munich, Department of Economics.
    22. George R. Neumann, 1995. "Search Models and Duration Data," Labor and Demography 9511001, University Library of Munich, Germany.
    23. Engelhardt, Bryan & Rupert, Peter, 2017. "Competitive versus random search with bargaining: An empirical comparison," Labour Economics, Elsevier, vol. 48(C), pages 183-197.
    24. Steven Stern & John Pepper, 2001. "Empirical Search Models," Virginia Economics Online Papers 383, University of Virginia, Department of Economics.
    25. Christian Holzner & Andrey Launov, 2005. "Search Equilibrium, Production Parameters and Social Returns to Education: Theory and Estimation," ifo Working Paper Series 23, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    26. Launov, Andrey, 2003. "A Study of the Austrian Labor Market Dynamics Using a Model of Search Equilibrium," IZA Discussion Papers 801, Institute of Labor Economics (IZA).
    27. Jeremy Lise, 2011. "On-the-Job Search and Precautionary Savings: Theory and Empirics of Earnings and Wealth Inequality," IFS Working Papers W11/16, Institute for Fiscal Studies.
    28. Dizioli, Allan & Pinheiro, Roberto B., 2012. "Health insurance as a productive factor," MPRA Paper 39743, University Library of Munich, Germany.
    29. Tomi Kyyrä, 2007. "Estimating Equilibrium Search Models from Finnish Data," Finnish Economic Papers, Finnish Economic Association, vol. 20(2), pages 139-165, Autumn.
    30. Braun, Christine & Engelhardt, Bryan & Griffy, Benjamin & Rupert, Peter, 2020. "Testing the independence of job arrival rates and wage offers," Labour Economics, Elsevier, vol. 63(C).
    31. Nabanita Datta Gupta & Lene Kromann, 2014. "Differences in the labor market entry of second-generation immigrants and ethnic Danes," IZA Journal of Migration and Development, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 3(1), pages 1-22, December.
    32. Bryan Engelhardt, 2010. "The Effect of Employment Frictions on Crime," Journal of Labor Economics, University of Chicago Press, vol. 28(3), pages 677-718, July.
    33. George Neumann, 1996. "Search Models and Duration Data," Econometrics 9602008, University Library of Munich, Germany, revised 07 Mar 1996.
    34. Zhang, Yahong, 2012. "A search interpretation of the family gap," Labour Economics, Elsevier, vol. 19(2), pages 186-197.
    35. Launov, Andrey & Wolff, Joachim & Klasen, Stephan, 2004. "Unemployment Benefits and Unemployment Rates of Low-Skilled and Elder Workers in West Germany: A Search Equilibrium Approach," IZA Discussion Papers 1161, Institute of Labor Economics (IZA).
    36. Lene Kromann, 2009. "Does Employee Body Weight Affect Employers' Behavior?," Economics Working Papers 2009-04, Department of Economics and Business Economics, Aarhus University.
    37. Audra J. Bowlus & Shannon N. Seitz, 1998. "Search Friction in the U.S. Labor Market," Tinbergen Institute Discussion Papers 98-113/3, Tinbergen Institute.
    38. Bryan Engelhardt, 2008. "The Effect of Employment Frictions on Crime: Theory and Estimation," Working Papers 0805, College of the Holy Cross, Department of Economics.
    39. Rao, Neel, 2022. "Search equilibrium with unobservable investment," Games and Economic Behavior, Elsevier, vol. 133(C), pages 300-330.
    40. van den Berg, Gerard J, 1999. "Empirical Inference with Equilibrium Search Models of the Labour Market," Economic Journal, Royal Economic Society, vol. 109(456), pages 283-306, June.
    41. Pedersen, Peder J. & Smith, Nina, 2001. "International Migration and Migration policy in Denmark," CLS Working Papers 01-5, University of Aarhus, Aarhus School of Business, Centre for Labour Market and Social Research.

  28. Kiefer, Nicholas M & Kelly, Thomas J & Burdett, Kenneth, 1994. "Menu Pricing: An Experimental Approach," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(3), pages 329-337, July.

    Cited by:

    1. Natarajan, Ranjini & McCulloch, Charles E. & Kiefer, Nicholas M., 2000. "A Monte Carlo EM method for estimating multinomial probit models," Computational Statistics & Data Analysis, Elsevier, vol. 34(1), pages 33-50, July.
    2. Durham, Catherine A. & Pardoe, Iain & Vega-H, Esteban, 2004. "A Methodology for Evaluating How Product Characteristics Impact Choice in Retail Settings with Many Zero Observations: An Application to Restaurant Wine Purchase," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 29(1), pages 1-20, April.
    3. Vassalotti, Amy, 2005. "How Will An Increase From $6.75 to $7.75 in the California Minimum Wage Impact the California Economy?," Institute for Research on Labor and Employment, Working Paper Series qt299581z3, Institute of Industrial Relations, UC Berkeley.
    4. Jeannette Wicks-Lim & Mark D. Brenner & Robert Pollin, 2004. "Economic Analysis of the Florida Minimum Wage Proposal," Published Studies ps17, Political Economy Research Institute, University of Massachusetts at Amherst.

  29. Bala, Venkatesh & Kiefer, Nicholas M., 1994. "On the existence of universally convergent mechanisms," Journal of Economic Dynamics and Control, Elsevier, vol. 18(2), pages 299-316, March.

    Cited by:

    1. Earl A. Thompson & Jonathan Treussard & Charles R. Hickson, 2004. "Predicting Bubbles and Bubbles-Substitutes," UCLA Economics Working Papers 836, UCLA Department of Economics.
    2. Cavalli, Fausto & Naimzada, Ahmad, 2015. "A tâtonnement process with fading memory, stabilization and optimal speed of convergence," Chaos, Solitons & Fractals, Elsevier, vol. 79(C), pages 116-129.
    3. W D A Bryant, 2009. "General Equilibrium:Theory and Evidence," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6875, August.
    4. Earl A. Thompson & Charles R. Hickson, 2006. "Predicting bubbles," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 8(3/4), pages 217-246.
    5. Paul Oslington, 2012. "General Equilibrium: Theory and Evidence," The Economic Record, The Economic Society of Australia, vol. 88(282), pages 446-448, September.

  30. Christensen, Bent Jesper & Kiefer, Nicholas M, 1994. "Measurement Error in the Prototypal Job-Search Model," Journal of Labor Economics, University of Chicago Press, vol. 12(4), pages 618-639, October.

    Cited by:

    1. Bart Cockx & Muriel Dejemeppe & Andrey Launov & Bruno Van der Linden, 2017. "Imperfect Monitoring of Job Search: Structural Estimation and Policy Design," LIDAM Discussion Papers IRES 2017002, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    2. Barbara Petrongolo & Christopher A. Pissarides, 2003. "Scale Effects in Markets with Search," CEP Discussion Papers dp0571, Centre for Economic Performance, LSE.
    3. Bart Cockx & Muriel Dejemeppe & Andrey Launov & Bruno Van der Linden, 2011. "Monitoring, Sanctions and Front-Loading of Job Search in a Non-Stationary Model," Working Papers 1114, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 21 Nov 2011.
    4. Manning, Alan & Thomas, Jonathan, 1997. "A simple test of the shirking model," LSE Research Online Documents on Economics 20300, London School of Economics and Political Science, LSE Library.
    5. Gorgens, Tue, 2002. "Reservation wages and working hours for recently unemployed US women," Labour Economics, Elsevier, vol. 9(1), pages 93-123, February.
    6. H. Bunzel & Bent Jesper Christensen & Peter Jensen & Nicholas Kiefer & L. Korsholm & L. Muus & G. R. Neumann & Michael Rosholm, 2001. "Specification and Estimation of Equilibrium Search Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(1), pages 90-126, January.
    7. Paarsch, Harry J. & Shearer, Bruce S., 2009. "The response to incentives and contractual efficiency: Evidence from a field experiment," European Economic Review, Elsevier, vol. 53(5), pages 481-494, July.
    8. Steven Stern & John Pepper, 2001. "Empirical Search Models," Virginia Economics Online Papers 383, University of Virginia, Department of Economics.
    9. Tomi Kyyrä, 2007. "Estimating Equilibrium Search Models from Finnish Data," Finnish Economic Papers, Finnish Economic Association, vol. 20(2), pages 139-165, Autumn.
    10. Muriel Dejemeppe & Bruno Van der Linden & Andrey Launov & Bart Cockx, 2011. "Monitoring and Sanctions in a Non-Stationary Structural Job-Search Model," 2011 Meeting Papers 501, Society for Economic Dynamics.
    11. James A. Levinsohn & Todd Pugatch, 2011. "Prospective Analysis of a Wage Subsidy for Cape Town Youth," NBER Working Papers 17248, National Bureau of Economic Research, Inc.
    12. Jesper Bagger & Morten Henningsen, 2008. "Job Durations and the Job Search Model: A Two-Country, Multi-Sample Analysis," Discussion Papers 553, Statistics Norway, Research Department.
    13. Fiona MacPhail, 1998. "Moving Beyond Statistical Validity in Economics," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 45(1), pages 119-149, November.

  31. Easley, David & Kiefer, Nicholas M & Possen, Uri M, 1993. "An Equilibrium Analysis of Fiscal Policy with Uncertainty and Incomplete Markets," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 34(4), pages 935-952, November.

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    1. Kartik B. Athreya & Andrea L. Waddle, 2007. "Implications of some alternatives to capital income taxation," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 93(Win), pages 31-55.
    2. Sunghyun Henry Kim & Jinill Kim, 2006. "Welfare Effects of Tax Policy in Open Economies: Stabilization and Cooperation," Computing in Economics and Finance 2006 71, Society for Computational Economics.
    3. Elmendorf, Douglas W & Kimball, Miles S, 2000. "Taxation of Labor Income and the Demand for Risky Assets," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 41(3), pages 801-833, August.
    4. Conde-Ruiz, J. Ignacio, 1996. "The political economy of international private insurance and fiscal policy," UC3M Working papers. Economics 6164, Universidad Carlos III de Madrid. Departamento de Economía.

  32. Christensen, Bent Jesper & Kiefer, Nicholas M., 1991. "The Exact Likelihood Function for an Empirical Job Search Model," Econometric Theory, Cambridge University Press, vol. 7(4), pages 464-486, December.
    See citations under working paper version above.
  33. Kiefer, Nicholas M & Nyarko, Yaw, 1989. "Optimal Control of an Unknown Linear Process with Learning," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 30(3), pages 571-586, August.

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    1. Schinkel, Maarten Pieter & Tuinstra, Jan & Vermeulen, Dries, 2002. "Convergence of Bayesian learning to general equilibrium in mis-specified models," Journal of Mathematical Economics, Elsevier, vol. 38(4), pages 483-508, December.
    2. Cunha-e-Sa, Maria A. & Santos, Vasco, 2008. "Experimentation with accumulation," Journal of Economic Dynamics and Control, Elsevier, vol. 32(2), pages 470-496, February.
    3. Martin Ellison & Lucio Sarno & Jouko Vilmunen, 2004. "Monetary policy and learning in an open economy," Macroeconomics 0404022, University Library of Munich, Germany.
    4. Ellison, Martin & Valla, Natacha, 2000. "Learning, uncertainty and central bank activism in an economy with strategic interactions," Working Paper Series 28, European Central Bank.
    5. Eric Schaling & Mewael F. Tesfaselassie & Sylvester Eijffinger, 2007. "Learning About the Term Structure and Optimal Rules for Inflation Targeting," Working Papers 062, Economic Research Southern Africa.
    6. R. Nagel & N.J. Vriend, 1998. "An Experimental Study of Adaptive Behavior in an Oligopolistic Market Game," Working Papers 388, Queen Mary University of London, School of Economics and Finance.
    7. Hans M. Amman & Marco Paolo Tucci, 2018. "How active is active learning: value function method vs an approximation method," Department of Economics University of Siena 788, Department of Economics, University of Siena.
    8. Spagat, M., 1995. "Leaving some stones unturned: A reassessment of iterative planning theory," Journal of Public Economics, Elsevier, vol. 58(1), pages 85-105, September.
    9. Volker W. Wieland, 1999. "Monetary policy, parameter uncertainty and optimal learning," Finance and Economics Discussion Series 1999-48, Board of Governors of the Federal Reserve System (U.S.).
    10. Holden, Tom, 2008. "Rational macroeconomic learning in linear expectational models," MPRA Paper 10872, University Library of Munich, Germany.
    11. Leonard J. Mirman & Kevin Reffett & Marc Santugini, 2016. "On learning and growth," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(4), pages 641-684, April.
    12. Schaling, E. & Eijffinger, S.C.W. & Tesfaselassie, M.F., 2004. "Heterogeneous Information about the Term Structure of Interest rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting," Discussion Paper 2004-14, Tilburg University, Center for Economic Research.
    13. Schaling, Eric & Eijffinger, Sylvester C. W. & Tesfaselassie, Mewael F., 2004. "Heterogenous information about the term structure, least-squares learning and optimal rules for inflation targeting," Bank of Finland Research Discussion Papers 23/2004, Bank of Finland.
    14. Volker Wieland, "undated". "Monetary Policy and Uncertainty about the Natural Unemployment Rate," Computing in Economics and Finance 1997 11, Society for Computational Economics.
    15. Schaling, E., 2003. "Learning, Inflation Reduction and Optimal Monetary Policy," Other publications TiSEM 49f6213d-93d9-4a5a-85ca-5, Tilburg University, School of Economics and Management.
    16. Esther Hauk & Andrea Lanteri & Albert Marcet, 2016. "Optimal Policy with General Signal Extraction," Working Papers 932, Barcelona School of Economics.
    17. D.A. Kendrick & H.M. Amman & M.P. Tucci, 2008. "Learning About Learning in Dynamic Economic Models," Working Papers 08-20, Utrecht School of Economics.
    18. Mewael F. Tesfaselassie & Eric Schaling, 2008. "Managing Disinflation under Uncertainty," CDMA Conference Paper Series 0812, Centre for Dynamic Macroeconomic Analysis.
    19. Amman, Hans M. & Kendrick, David A. & Tucci, Marco P., 2020. "Approximating The Value Function For Optimal Experimentation," Macroeconomic Dynamics, Cambridge University Press, vol. 24(5), pages 1073-1086, July.
    20. Leonard J. Mirman & Marc Santugini, 2012. "Learning and Technology Progress in Dynamic Games," Cahiers de recherche 1217, CIRPEE.
    21. Hans M. Amman & Marco P. Tucci, 2020. "How Active is Active Learning: Value Function Method Versus an Approximation Method," Computational Economics, Springer;Society for Computational Economics, vol. 56(3), pages 675-693, October.
    22. Mariusz Górajski, 2018. "Robust Monetary Policy in a Model of the Polish Economy: Is the Uncertainty Responsible for the Interest Rate Smoothing Effect?," Computational Economics, Springer;Society for Computational Economics, vol. 52(2), pages 313-340, August.
    23. Cosimano, Thomas F., 2008. "Optimal experimentation and the perturbation method in the neighborhood of the augmented linear regulator problem," Journal of Economic Dynamics and Control, Elsevier, vol. 32(6), pages 1857-1894, June.
    24. Koulovatianos, Christos & Mirman, Leonard J. & Santugini, Marc, 2009. "Optimal growth and uncertainty: Learning," Journal of Economic Theory, Elsevier, vol. 144(1), pages 280-295, January.
    25. Alexandre X. Carvalho & Martin L. Puterman, 2005. "Dynamic Optimization and Learning: How Should a Manager set Prices when the Demand Function is Unknown ?," Discussion Papers 1117, Instituto de Pesquisa Econômica Aplicada - IPEA.
    26. Maria Antonieta Cunha-e-Sa & Vasco Santos, 2007. "Experimentation with accumulation," Nova SBE Working Paper Series wp503, Universidade Nova de Lisboa, Nova School of Business and Economics.
    27. Kendrick, David A., 2005. "Stochastic control for economic models: past, present and the paths ahead," Journal of Economic Dynamics and Control, Elsevier, vol. 29(1-2), pages 3-30, January.
    28. Hector Chade & Edward E. Schlee, 2000. "Increasing Returns in the Value of Information," Econometric Society World Congress 2000 Contributed Papers 1715, Econometric Society.
    29. Martin Ellison & Lucio Sarno & Jouko Vilmunen, 2006. "Caution or Activism? Monetary Policy Strategies in an Open Economy," Computing in Economics and Finance 2006 214, Society for Computational Economics.
    30. H.M. Amman & D.A. Kendrick, 2012. "Conjectures on the policy function in the presence of optimal experimentation," Working Papers 12-09, Utrecht School of Economics.
    31. Koray, Semih & Saglam, Ismail, 2005. "Learning in Bayesian Regulation," MPRA Paper 1899, University Library of Munich, Germany.
    32. Arnoud V. den Boer & Bert Zwart, 2014. "Simultaneously Learning and Optimizing Using Controlled Variance Pricing," Management Science, INFORMS, vol. 60(3), pages 770-783, March.
    33. Tesfaselassie, Mewael F., 2008. "Central bank learning and monetary policy," Kiel Working Papers 1444, Kiel Institute for the World Economy (IfW Kiel).
    34. Alexandre X. Carvalho & Martin L. Puterman, 2015. "Dynamic Optimization and Learning: How Should a Manager Set Prices When the Demand Function is Unknown?," Discussion Papers 0158, Instituto de Pesquisa Econômica Aplicada - IPEA.
    35. Wieland, Volker, 2000. "Learning by doing and the value of optimal experimentation," Journal of Economic Dynamics and Control, Elsevier, vol. 24(4), pages 501-534, April.
    36. Chen Yeh & David Argente, 2016. "A Menu Cost Model with Price Experimentation," 2016 Meeting Papers 1515, Society for Economic Dynamics.
    37. Schaling, E., 2003. "Learning, Inflation Reduction and Optimal Monetary Policy," Discussion Paper 2003-74, Tilburg University, Center for Economic Research.
    38. Fudenberg, Drew & Romanyuk, Gleb & Strack, Philipp, 2017. "Active learning with a misspecified prior," Theoretical Economics, Econometric Society, vol. 12(3), September.
    39. Tim Willems, 2017. "Actively Learning by Pricing: A Model of an Experimenting Seller," Economic Journal, Royal Economic Society, vol. 127(604), pages 2216-2239, September.
    40. James B. Bullard & Jacek Suda, 2008. "The stability of macroeconomic systems with Bayesian learners," Working Papers 2008-043, Federal Reserve Bank of St. Louis.
    41. Schaling, Eric, 2003. "Learning, inflation expectations and optimal monetary policy," Bank of Finland Research Discussion Papers 20/2003, Bank of Finland.
    42. Dan Protopopescu, 2007. "Improving the Risk Concept: A Revision of Arrow-Pratt Theory in the Context of Controlled Dynamic Stochastic Environments," UFAE and IAE Working Papers 727.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), revised 03 Dec 2009.
    43. Beck, Gunter W. & Wieland, Volker, 2002. "Learning and control in a changing economic environment," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1359-1377, August.
    44. Mariusz Gorajski, 2016. "Robust monetary policy in a linear model of the polish economy: is the uncertainty in the model responsible for the interest rate smoothing effect?," Lodz Economics Working Papers 1/2016, University of Lodz, Faculty of Economics and Sociology.
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    1. Cunha-e-Sa, Maria A. & Santos, Vasco, 2008. "Experimentation with accumulation," Journal of Economic Dynamics and Control, Elsevier, vol. 32(2), pages 470-496, February.
    2. Peter John Robinson & W.J.W. Botzen & F. Zhou, 2019. "An experimental study of charity hazard: The effect of risky and ambiguous government compensation on flood insurance demand," Working Papers 19-19, Utrecht School of Economics.
    3. Hans M. Amman & Marco Paolo Tucci, 2018. "How active is active learning: value function method vs an approximation method," Department of Economics University of Siena 788, Department of Economics, University of Siena.
    4. Lars E.O. Svensson & Noah Williams, 2008. "Optimal Monetary Policy Under Uncertainty in DSGE Models: A Markov Jump-Linear-Quadratic Approach," Working Papers Central Bank of Chile 484, Central Bank of Chile.
    5. D.A. Kendrick & H.M. Amman & M.P. Tucci, 2008. "Learning About Learning in Dynamic Economic Models," Working Papers 08-20, Utrecht School of Economics.
    6. D.A. Kendrick & H.M. Amman, 2008. "Comparison of Policy Functions from the Optimal Learning and Adaptive Control Frameworks," Working Papers 08-19, Utrecht School of Economics.
    7. Amman, Hans M. & Kendrick, David A. & Tucci, Marco P., 2020. "Approximating The Value Function For Optimal Experimentation," Macroeconomic Dynamics, Cambridge University Press, vol. 24(5), pages 1073-1086, July.
    8. Hans M. Amman & Marco P. Tucci, 2020. "How Active is Active Learning: Value Function Method Versus an Approximation Method," Computational Economics, Springer;Society for Computational Economics, vol. 56(3), pages 675-693, October.
    9. Svensson, Lars E. O. & Williams, Noah, 2006. "Bayesian and adaptive optimal policy under model uncertainty," CFS Working Paper Series 2007/11, Center for Financial Studies (CFS).
    10. Lars E. O. Svensson & Noah Williams, 2008. "Optimal monetary policy under uncertainty: a Markov jump-linear-quadratic approach," Review, Federal Reserve Bank of St. Louis, vol. 90(Jul), pages 275-294.
    11. Maria Antonieta Cunha-e-Sa & Vasco Santos, 2007. "Experimentation with accumulation," Nova SBE Working Paper Series wp503, Universidade Nova de Lisboa, Nova School of Business and Economics.
    12. Rauh, Michael T. & Seccia, Giulio, 2005. "Experimentation, full revelation, and the monotone likelihood ratio property," Journal of Economic Behavior & Organization, Elsevier, vol. 56(2), pages 239-262, February.
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    16. Beck, Gunter W. & Wieland, Volker, 2002. "Learning and control in a changing economic environment," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1359-1377, August.

  35. Easley, David & Kiefer, Nicholas M, 1989. "Optimal Learning with Endogenous Data," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 30(4), pages 963-978, November.

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    1. Leonard J. Mirman & Kevin Reffett & Marc Santugini, 2016. "On learning and growth," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(4), pages 641-684, April.
    2. Kelly, David L. & Shorish, Jamsheed, 2000. "Stability of Functional Rational Expectations Equilibria," Journal of Economic Theory, Elsevier, vol. 95(2), pages 215-250, December.
    3. Jiarui Han & Tze Lai & Viktor Spivakovsky, 2006. "Approximate Policy Optimization and Adaptive Control in Regression Models," Computational Economics, Springer;Society for Computational Economics, vol. 27(4), pages 433-452, June.
    4. Koulovatianos, Christos & Mirman, Leonard J. & Santugini, Marc, 2009. "Optimal growth and uncertainty: Learning," Journal of Economic Theory, Elsevier, vol. 144(1), pages 280-295, January.
    5. Alexandre X. Carvalho & Martin L. Puterman, 2005. "Dynamic Optimization and Learning: How Should a Manager set Prices when the Demand Function is Unknown ?," Discussion Papers 1117, Instituto de Pesquisa Econômica Aplicada - IPEA.
    6. Christos Koulovatianos & Leonard J. Mirman & Marc Santugini, 2006. "Investment in a Monopoly with Bayesian Learning," Vienna Economics Papers vie0603, University of Vienna, Department of Economics.
    7. Alexandre X. Carvalho & Martin L. Puterman, 2015. "Dynamic Optimization and Learning: How Should a Manager Set Prices When the Demand Function is Unknown?," Discussion Papers 0158, Instituto de Pesquisa Econômica Aplicada - IPEA.
    8. Eric Cope, 2007. "Bayesian strategies for dynamic pricing in e‐commerce," Naval Research Logistics (NRL), John Wiley & Sons, vol. 54(3), pages 265-281, April.

  36. Easley, David & Kiefer, Nicholas M, 1988. "Controlling a Stochastic Process with Unknown Parameters," Econometrica, Econometric Society, vol. 56(5), pages 1045-1064, September.

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    1. Schinkel, Maarten Pieter & Tuinstra, Jan & Vermeulen, Dries, 2002. "Convergence of Bayesian learning to general equilibrium in mis-specified models," Journal of Mathematical Economics, Elsevier, vol. 38(4), pages 483-508, December.
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    3. Aleksander Berentsen & Esther Bruegger & Simon Loertscher, 2008. "Learning, public good provision, and the information trap," IEW - Working Papers 371, Institute for Empirical Research in Economics - University of Zurich.
    4. Cunha-e-Sa, Maria A. & Santos, Vasco, 2008. "Experimentation with accumulation," Journal of Economic Dynamics and Control, Elsevier, vol. 32(2), pages 470-496, February.
    5. Vettas, Nikolaos, 1997. "Entry and Exit Under Demand Uncertainty," Working Papers 97-31, Duke University, Department of Economics.
    6. Krahmer, Daniel, 2007. "Equilibrium learning in simple contests," Games and Economic Behavior, Elsevier, vol. 59(1), pages 105-131, April.
    7. Hans M. Amman & Marco Paolo Tucci, 2018. "How active is active learning: value function method vs an approximation method," Department of Economics University of Siena 788, Department of Economics, University of Siena.
    8. Spagat, M., 1995. "Leaving some stones unturned: A reassessment of iterative planning theory," Journal of Public Economics, Elsevier, vol. 58(1), pages 85-105, September.
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    12. Baradel, Nicolas, 2024. "Optimal control under uncertainty: Application to the issue of CAT bonds," Insurance: Mathematics and Economics, Elsevier, vol. 117(C), pages 16-44.
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    14. Cuimin Ba, 2021. "Robust Misspecified Models and Paradigm Shifts," Papers 2106.12727, arXiv.org, revised Aug 2023.
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    17. Amman, Hans M. & Kendrick, David A. & Tucci, Marco P., 2020. "Approximating The Value Function For Optimal Experimentation," Macroeconomic Dynamics, Cambridge University Press, vol. 24(5), pages 1073-1086, July.
    18. Hans M. Amman & Marco P. Tucci, 2020. "How Active is Active Learning: Value Function Method Versus an Approximation Method," Computational Economics, Springer;Society for Computational Economics, vol. 56(3), pages 675-693, October.
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    40. Beck, Gunter W. & Wieland, Volker, 2002. "Learning and control in a changing economic environment," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1359-1377, August.
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    1. Dekkers, G.J.M., 1994. "The private sector versus the government : A four-state labour market transition model," WORC Paper 94.07.033/2, Tilburg University, Work and Organization Research Centre.
    2. Julie L. Hotchkiss & Robert E. Moore, 1999. "On the Evidence of a Working Spouse Penalty in the Managerial Labor Market," ILR Review, Cornell University, ILR School, vol. 52(3), pages 410-423, April.

  39. Kiefer, Nicholas M, 1987. "A Proposition and an Example in the Theory of Job Search with Hours Constraints," Journal of Labor Economics, University of Chicago Press, vol. 5(2), pages 211-220, April.

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    1. Gorgens, Tue, 2002. "Reservation wages and working hours for recently unemployed US women," Labour Economics, Elsevier, vol. 9(1), pages 93-123, February.

  40. Burdett, Kenneth & Kiefer, Nicholas M. & Sharma, Sunil, 1985. "Layoffs and duration dependence in a model of turnover," Journal of Econometrics, Elsevier, vol. 28(1), pages 51-69, April.

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    1. Bernell, Stephanie Lazarus & Shinogle, Judith Ann, 2005. "The relationship between HAART use and employment for HIV-positive individuals: an empirical analysis and policy outlook," Health Policy, Elsevier, vol. 71(2), pages 255-264, February.
    2. Andrey Launov & Klaus Wälde, 2013. "Estimating Incentive And Welfare Effects Of Nonstationary Unemployment Benefits," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(4), pages 1159-1198, November.
    3. Agarwal, Sumit & Ambrose, Brent W. & Chomsisengphet, Souphala & Liu, Chunlin, 2006. "An empirical analysis of home equity loan and line performance," Journal of Financial Intermediation, Elsevier, vol. 15(4), pages 444-469, October.
    4. Mijares, John C., 1997. "Early drug use and quits and discharges among adolescent males," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 26(4), pages 439-458.
    5. Fugazza Carolina, 2019. "Anatomy of Non-Employment Risk," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 19(3), pages 1-19, July.
    6. Hamilton, Barton & MacKinnon, Mary, 1996. "Long-term employment relationships in the early twentieth century: Evidence from personnel data," Labour Economics, Elsevier, vol. 3(4), pages 357-383, December.
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    8. George R. Neumann, 1995. "Search Models and Duration Data," Labor and Demography 9511001, University Library of Munich, Germany.
    9. Hotchkiss, Julie L., 1992. "Search Duration and Intermediate, Transitional Work," MPRA Paper 9331, University Library of Munich, Germany.
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    11. Mehdi Farsi & Geert Ridder, 2006. "Estimating the out‐of‐hospital mortality rate using patient discharge data," Health Economics, John Wiley & Sons, Ltd., vol. 15(9), pages 983-995, September.
    12. George Neumann, 1996. "Search Models and Duration Data," Econometrics 9602008, University Library of Munich, Germany, revised 07 Mar 1996.
    13. Man K. Leung & Trevor Young & Michael K. Fung, 2008. "The entry and exit decisions of foreign banks in Hong Kong," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 29(6), pages 503-512.
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    19. Mark C. Foley, 1997. "Labor Market Dynamics in Russia," Working Papers 780, Economic Growth Center, Yale University.
    20. Agarwal, Sumit & Chomsisengphet, Souphala & Hassler, Olivier, 2005. "The impact of the 2001 financial crisis and the economic policy responses on the Argentine mortgage market," Journal of Housing Economics, Elsevier, vol. 14(3), pages 242-270, September.
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  41. Kiefer, Nicholas M & Lundberg, Shelly J & Neumann, George R, 1985. "How Long Is a Spell of Unemployment? Illusions and Biases in the Use of CPS Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 3(2), pages 118-128, April.
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    1. Vargas Juliana Mesén & Linden Bruno Van der, 2019. "Why Cash Transfer Programs Can Both Stimulate and Slow Down Job Finding," IZA Journal of Labor Economics, Sciendo & Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 8(1), pages 1-27, June.
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    7. Cerda, Rodrigo & Vergara, Rodrigo, 2007. "Unemployment insurance in Chile: Does it stabilize the business cycle?," Journal of Policy Modeling, Elsevier, vol. 29(3), pages 473-488.
    8. Arnsperger, Christian & de la Croix, David, 1994. "Envy-Minimizing Unemployment Benefits," LIDAM Discussion Papers IRES 1995001, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
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  43. Kiefer, Nicholas M., 1985. "Specification diagnostics based on Laguerre alternatives for econometric models of duration," Journal of Econometrics, Elsevier, vol. 28(1), pages 135-154, April.

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    1. Jin Seo Cho & Halbert White, 2009. "Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models," Discussion Paper Series 0912, Institute of Economic Research, Korea University.
    2. Weißbach, Rafael & Walter, Ronja, 2010. "A likelihood ratio test for stationarity of rating transitions," Journal of Econometrics, Elsevier, vol. 155(2), pages 188-194, April.
    3. Mijares, John C., 1997. "Early drug use and quits and discharges among adolescent males," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 26(4), pages 439-458.
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    5. Massoud Karshenas & Paul L. Stoneman, 1993. "Rank, Stock, Order, and Epidemic Effects in the Diffusion of New Process Technologies: An Empirical Model," RAND Journal of Economics, The RAND Corporation, vol. 24(4), pages 503-528, Winter.
    6. Bera Anil K. & Bilias Yannis & Yoon Mann J. & Taşpınar Süleyman & Doğan Osman, 2020. "Adjustments of Rao’s Score Test for Distributional and Local Parametric Misspecifications," Journal of Econometric Methods, De Gruyter, vol. 9(1), pages 1-29, January.
    7. Schmidt, Peter & Witte, Ann Dryden, 1989. "Predicting criminal recidivism using 'split population' survival time models," Journal of Econometrics, Elsevier, vol. 40(1), pages 141-159, January.
    8. Weißbach, Rafael & Walter, Ronja, 2008. "A likelihood ratio test for stationarity of rating transitions," Technical Reports 2008,27, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    9. James E. Prieger, "undated". "Conditional Moment Tests for Parametric Duration Models," Department of Economics 00-10, California Davis - Department of Economics.

  44. Nicholas M. Kiefer, 1985. "Evidence on the Role of Education in Labor Turnover," Journal of Human Resources, University of Wisconsin Press, vol. 20(3), pages 445-452.

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    1. Luis Vila & Belen Garcia-Mora, 2005. "Education and the Determinants of Job Satisfaction," Education Economics, Taylor & Francis Journals, vol. 13(4), pages 409-425.
    2. Jim Davies, 2003. "Empirical Evidence on Human Capital Externalities," University of Western Ontario, Economic Policy Research Institute Working Papers 20035, University of Western Ontario, Economic Policy Research Institute.
    3. Mijares, John C., 1997. "Early drug use and quits and discharges among adolescent males," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 26(4), pages 439-458.
    4. Giacomo Degli Antoni, 2015. "Getting a job through voluntary associations: the role of network and human capital creation," QUADERNI DI ECONOMIA DEL LAVORO, FrancoAngeli Editore, vol. 2015(103), pages 49-66.
    5. Kettunen, Juha, 1997. "Education and unemployment duration," Economics of Education Review, Elsevier, vol. 16(2), pages 163-170, April.
    6. Wöhlbier, Florian, 2002. "Subsidising Education with Unionised Labour Markets," Discussion Papers in Economics 7, University of Munich, Department of Economics.
    7. Kangoh Lee, 2018. "Unemployment and crime: the role of apprehension," European Journal of Law and Economics, Springer, vol. 45(1), pages 59-80, February.
    8. Duha T. Altindag & Bahadіr Dursun & Elif S. Filiz, 2022. "The effect of education on unemployment duration," Economic Inquiry, Western Economic Association International, vol. 60(1), pages 21-42, January.
    9. B. Wolfe & S. Zuvekas, "undated". "Nonmarket outcomes of schooling," Institute for Research on Poverty Discussion Papers 1065-95, University of Wisconsin Institute for Research on Poverty.
    10. Garcia-Aracil, Adela & Winter, Carolyn, 2006. "Gender and ethnicity differentials in school attainment and labor market earnings in Ecuador," World Development, Elsevier, vol. 34(2), pages 289-307, February.
    11. Kristoffersen, Ingebjørg, 2018. "Great expectations: Education and subjective wellbeing," Journal of Economic Psychology, Elsevier, vol. 66(C), pages 64-78.
    12. Brett Mullins & David L. Sjoquist & Sally Wallace, 2021. "Earnings mobility and the Great Recession," Social Science Quarterly, Southwestern Social Science Association, vol. 102(6), pages 2718-2732, November.
    13. McKenna, C. J., 1996. "Education and the distribution of unemployment," European Journal of Political Economy, Elsevier, vol. 12(1), pages 113-132, April.
    14. Robert H. Haveman & Barbara L. Wolfe, 2002. "Social and nonmarket benefits from education in an advanced economy," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, vol. 47(Jun), pages 97-142.

  45. Kiefer, Nicholas M, 1984. "A Simple Test for Heterogeneity in Exponential Models of Duration," Journal of Labor Economics, University of Chicago Press, vol. 2(4), pages 539-549, October.

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    1. Vitor Castro & Boris Fisera, 2022. "Determinants of the Duration of Economic Recoveries: The Role of ´Too Much Finance´," Working Papers IES 2022/33, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Dec 2022.
    2. Pérez-Rodríguez, Jorge V. & Gómez-Déniz, Emilio & Sosvilla-Rivero, Simón, 2021. "Testing unobserved market heterogeneity in financial markets: The case of Banco Popular," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 151-160.
    3. Jorge Pérez-Rodríguez & Emilio Gómez-Déniza & Simón Sosvilla-Rivero, 2019. "“Testing for private information using trade duration models with unobserved market heterogeneity: The case of Banco Popular”," IREA Working Papers 201907, University of Barcelona, Research Institute of Applied Economics, revised Apr 2019.
    4. Luca Agnello & Vítor Castro & Ricardo M. Sousa, 2018. "The Legacy and the Tyranny of Time: Exit and Re‐Entry of Sovereigns to International Capital Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(8), pages 1969-1994, December.
    5. Hwei-Lin Chuang, 1999. "Estimating the determinants of the unemployment duration for college graduates in Taiwan," Applied Economics Letters, Taylor & Francis Journals, vol. 6(10), pages 677-681.
    6. Bera Anil K. & Bilias Yannis & Yoon Mann J. & Taşpınar Süleyman & Doğan Osman, 2020. "Adjustments of Rao’s Score Test for Distributional and Local Parametric Misspecifications," Journal of Econometric Methods, De Gruyter, vol. 9(1), pages 1-29, January.
    7. Luca Agnello & Vítor Castro & Ricardo M. Sousa, 2023. "Interest rate gaps in an uncertain global context: why “too” low (high) for “so” long?," Empirical Economics, Springer, vol. 64(2), pages 539-565, February.
    8. Gourieroux, C. & Visser, M., 1997. "A count data model with unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 79(2), pages 247-268, August.

  46. Kiefer, Nicholas M., 1984. "Microeconometric evidence on the neoclassical model of demand," Journal of Econometrics, Elsevier, vol. 25(3), pages 285-302, July.

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    1. Kesavan, Thulasiram, 1988. "Monte Carlo experiments of market demand theory," ISU General Staff Papers 198801010800009854, Iowa State University, Department of Economics.
    2. Veisten, Knut, 2007. "Contingent valuation controversies: Philosophic debates about economic theory," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 36(2), pages 204-232, April.
    3. García, Lucia, 2018. "Demand behaviour in Spain during the last three decades: What is the ideal microeconomic model to represent consumer preferences?," MPRA Paper 87937, University Library of Munich, Germany.
    4. García, Lucia & Velilla, Jorge, 2018. "Estimación del Modelo de Demanda de Rotterdam para España: evolución de las elasticidades [Estimation of the Rotterdam Model in Spain: the Evolution of Elasticities]," MPRA Paper 88785, University Library of Munich, Germany.

  47. Kenneth Burdett & Nicholas M. Kiefer & Dale T. Mortensen & George R. Neumann, 1984. "Earnings, Unemployment, and the Allocation of Time Over Time," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 51(4), pages 559-578.

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    2. Sniekers, F., 2014. "Persistence and volatility of Beveridge cycles," CeNDEF Working Papers 14-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    3. Kiefer, Nicholas M & Lundberg, Shelly J & Neumann, George R, 1985. "How Long Is a Spell of Unemployment? Illusions and Biases in the Use of CPS Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 3(2), pages 118-128, April.
    4. Manning, Alan, 2009. "You can't always get what you want: The impact of the UK Jobseeker's Allowance," Labour Economics, Elsevier, vol. 16(3), pages 239-250, June.
    5. Dekkers, G.J.M., 1994. "The private sector versus the government : A four-state labour market transition model," WORC Paper 94.07.033/2, Tilburg University, Work and Organization Research Centre.
    6. Manning, Alan, 2000. "Labour supply, search and taxes," LSE Research Online Documents on Economics 20202, London School of Economics and Political Science, LSE Library.
    7. Garibaldi, Pietro & Wasmer, Etienne, 2001. "Labor Market Flows and Equilibrium Search Unemployment," IZA Discussion Papers 406, Institute of Labor Economics (IZA).
    8. Nickerson, Cynthia J. & Bockstael, Nancy E., 2001. "Preservation Or Development: Competing Uses Over The Future Of Farmland In Urbanizing Areas," 2001 Annual meeting, August 5-8, Chicago, IL 20703, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    9. Etienne Wasmer, 2004. "Labour Supply Dynamics, Unemployment and Human Capital Investments," Post-Print hal-01019976, HAL.
    10. Florens, J.-P. & Fougère, D. & Kamionka, T. & Mouchart, M., 1994. "La modélisation économétrique des transitions individuelles sur le marché du travail," LIDAM Reprints CORE 1138, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    11. Frijters, Paul & van der Klaauw, Bas, 2004. "Job Search with Nonparticipation," IZA Discussion Papers 1407, Institute of Labor Economics (IZA).
    12. Mijares, John C., 1997. "Early drug use and quits and discharges among adolescent males," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 26(4), pages 439-458.
    13. Per Engström & Bertil Holmlund, 2007. "Worker Absenteeism in Search Equilibrium," Scandinavian Journal of Economics, Wiley Blackwell, vol. 109(3), pages 439-467, September.
    14. Ziliak, Stephen T., 1997. "Kicking the Malthusian vice: Lessons from the abolition of "welfare" in the late nineteenth century," The Quarterly Review of Economics and Finance, Elsevier, vol. 37(2), pages 449-468.
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    16. Been-Lon Chen & Chih-Fang Lai, 2014. "Effects of Labor Taxes and Unemployment Compensation on Labor Supply in a Search Model with an Endogenous Labor Force," IEAS Working Paper : academic research 14-A015, Institute of Economics, Academia Sinica, Taipei, Taiwan.
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    18. Fernando Martins & Domingos Seward, 2019. "Into the heterogeneities in the Portuguese labour market: an empirical assessment," Working Papers REM 2019/76, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
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    1. Esmeralda Ramalho, 2004. "Covariate Measurement Error in Endogenous Stratified Samples," Economics Working Papers 2_2004, University of Évora, Department of Economics (Portugal).
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    4. M. Nooi Asl & H. Bevrani & R. Arabi Belaghi & K. Mansson, 2021. "Ridge-type shrinkage estimators in generalized linear models with an application to prostate cancer data," Statistical Papers, Springer, vol. 62(2), pages 1043-1085, April.
    5. Klein, T.J., 2008. "Heterogeneous Treatment Effects : Instrumental Variables Without Monotonicity?," Other publications TiSEM e015611a-6b97-4cd5-8dc8-7, Tilburg University, School of Economics and Management.
    6. West, Kenneth D., 1986. "Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons," Journal of Econometrics, Elsevier, vol. 33(3), pages 367-385, December.
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    8. Godfrey, Leslie G & Orme, Chris D, 1996. "On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 37(2), pages 263-281, May.
    9. Godfrey, Leslie G., 1998. "Hausman tests for autocorrelation in the presence of lagged dependent variables Some further results," Journal of Econometrics, Elsevier, vol. 82(2), pages 197-207, February.
    10. Carlsson, Fredrik & Johansson-Stenman, Olof, 2006. "Should We Trust Hypothetical Referenda? Test and Identification Problems," Working Papers in Economics 189, University of Gothenburg, Department of Economics, revised 24 Jan 2006.
    11. Carlsson, Fredrik & Johansson-Stenman, Olof, 2010. "Scale factors and hypothetical referenda: A clarifying note," Journal of Environmental Economics and Management, Elsevier, vol. 59(3), pages 286-292, May.
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    13. James R. Brown, 2005. "Venture Capital and Firm Performance Over the Long-Run: Evidence from High-Tech IPOs in the United States," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 10(3), pages 1-33, Fall.
    14. Ahmed, S. Ejaz & Nicol, Christopher J., 2012. "An application of shrinkage estimation to the nonlinear regression model," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3309-3321.

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    1. Vitor Castro & Boris Fisera, 2022. "Determinants of the Duration of Economic Recoveries: The Role of ´Too Much Finance´," Working Papers IES 2022/33, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Dec 2022.
    2. Luca Agnello & Vítor Castro & Ricardo M. Sousa, 2018. "The Legacy and the Tyranny of Time: Exit and Re‐Entry of Sovereigns to International Capital Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(8), pages 1969-1994, December.

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    2. Andrey Launov & Klaus Wälde, 2013. "Estimating Incentive And Welfare Effects Of Nonstationary Unemployment Benefits," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(4), pages 1159-1198, November.
    3. Antonio Accetturo & Luigi Infante, 2013. "Skills or culture? An analysis of the decision to work by immigrant women in Italy," IZA Journal of Migration and Development, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 2(1), pages 1-21, December.
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  52. Kiefer, Nicholas M, 1981. "Limited Information Analysis of a Small Underidentified Macroeconomic Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 22(2), pages 429-442, June.

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    1. VAN DIJK, Herman K., 1987. "Some advances in Bayesian estimations methods using Monte Carlo Integration," LIDAM Reprints CORE 783, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

  53. Brenner, Reuven & Kiefer, Nicholas M, 1981. "The Economics of the Diaspora: Discrimination and Occupational Structure," Economic Development and Cultural Change, University of Chicago Press, vol. 29(3), pages 517-534, April.

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    1. Eckstein, Zvi & Botticini, Maristella, 2004. "Jewish Occupational Selection: Education, Restrictions or Minorities?," CEPR Discussion Papers 4604, C.E.P.R. Discussion Papers.
    2. Ayesh, Abubakr, 2024. "Mass involuntary migration and educational attainment," World Development, Elsevier, vol. 181(C).
    3. Neuman, Shoshana & Ziderman, Adrian, 2003. "Can vocational education improve the wages of minorities and disadvantaged groups?: The case of Israel," Economics of Education Review, Elsevier, vol. 22(4), pages 421-432, August.
    4. Sascha O. Becker & Irena Grosfeld & Pauline Grosjean & Nico Voigtländer & Ekaterina Zhuravskaya, 2018. "Forced Migration and Human Capital: Evidence from Post-WWII Population Transfers," NBER Working Papers 24704, National Bureau of Economic Research, Inc.
    5. Maristella Botticini & Zvi Eckstein, 2005. "From Farmers to Merchants:A Human Capital Interpretation of Jewish Economic History," Boston University - Department of Economics - Working Papers Series WP2005-018, Boston University - Department of Economics.
    6. Evelyn L. Lehrer, 2004. "Religion as a Determinant of Economic and Demographic Behavior in the United States," Population and Development Review, The Population Council, Inc., vol. 30(4), pages 707-726, December.
    7. Méon, Pierre-Guillaume & Tojerow, Ilan, 2019. "The minority ethic: Rethinking religious denominations, minority status, and educational achievement across the globe," Journal of Comparative Economics, Elsevier, vol. 47(1), pages 196-214.
    8. Frédéric Docquier & Hillel Rapoport, 2001. "Ethnic Discrimination and the Migration of Skilled Labor," Working Papers 2001-19, Bar-Ilan University, Department of Economics.
    9. Becker, Sascha O. & Ferrara, Andreas, 2019. "Consequences of forced migration: A survey of recent findings," Labour Economics, Elsevier, vol. 59(C), pages 1-16.
    10. Saarela, Jan & Finnas, Fjalar, 2006. "Can the low unemployment rate of Swedish speakers in Finland be attributed to structural factors?," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 35(3), pages 498-513, June.
    11. Pierre-Guillaume Méon & Ilan Tojerow, 2018. "In God We Learn? The Universal Messages of Religions, their Context-Specific Effects, and the role of Minority Status," Working Papers CEB 16-036, ULB -- Universite Libre de Bruxelles.
    12. Wen-Jen Tsay, 2007. "The Fertility of Second-Generation Political Immigrants in Taiwan," IEAS Working Paper : academic research 07-A004, Institute of Economics, Academia Sinica, Taipei, Taiwan.
    13. Lehrer, Evelyn L., 2005. "Religious Affiliation and Participation as Determinants of Women's Educational Attainment and Wages," IZA Discussion Papers 1725, Institute of Labor Economics (IZA).
    14. Michael A. Kortt & Brian Dollery & Bligh Grant, 2013. "The Relationship Between Religious Affiliation and Returns to Human Capital for Women," Economic Papers, The Economic Society of Australia, vol. 32(3), pages 395-404, September.
    15. Sander, William, 2010. "Religious background and educational attainment: The effects of Buddhism, Islam, and Judaism," Economics of Education Review, Elsevier, vol. 29(3), pages 489-493, June.
    16. Rapoport, Hillel & Weiss, Avi, 2002. "In-Group Cooperation in a Hostile Environment: An Economic Perspective on Some Aspects of Jewish Life in (Pre-Modern) Diaspora," IZA Discussion Papers 483, Institute of Labor Economics (IZA).
    17. Esa Mangeloja, 2004. "Economic Growth and Religious Production Efficiency," DEGIT Conference Papers c009_040, DEGIT, Dynamics, Economic Growth, and International Trade.
    18. Palsson, Craig, 2023. "The forces of path dependence: Haiti's refugee camps, 1937–2009," Explorations in Economic History, Elsevier, vol. 89(C).
    19. Amjad Naveed & Cong Wang, 2018. "Can religion explain cross-country differences in inequality? A global perspective," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 50(3), pages 481-518, March.
    20. Michael Clemens & Satish Chand, 2008. "Human Capital Investment under Exit Options: Evidence from a Natural Quasi-Experiment," Working Papers 152, Center for Global Development, revised Feb 2019.
    21. Wen-Jen Tsay, 2006. "The educational attainment of second-generation mainland Chinese immigrants in Taiwan," Journal of Population Economics, Springer;European Society for Population Economics, vol. 19(4), pages 749-767, October.
    22. Pierre-Guillaume Méon & Ilan Tojerow, 2016. "In God We Learn? Religions’ Universal Messages, Context-Specific Effects, and Minority Status," Working Papers CEB 2013/233535, ULB -- Universite Libre de Bruxelles.
    23. Zizi GOSCHIN & Monica ROMAN, 2012. "Determinants of the remitting behaviour of Romanian emigrants in an economic crisis context," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 3, pages 87-103, December.
    24. Saarela, Jan & Finnas, Fjalar, 2003. "Unemployment and native language: the Finnish case," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 32(1), pages 59-80, March.
    25. Robert Cherry, 1990. "American Jewry and Bonacich's Middleman Minority Theory," Review of Radical Political Economics, Union for Radical Political Economics, vol. 22(2-3), pages 158-173, June.
    26. Lehrer, Evelyn L., 2005. "Young Women's Religious Affiliation and Participation as Determinants of High School Completion," IZA Discussion Papers 1818, Institute of Labor Economics (IZA).
    27. Eliakim Katz & Hillel Rapoport, 2001. "Macroeconomic Instability, Migration, and the Option Value of Education," Working Papers 2001-17, Bar-Ilan University, Department of Economics.

  54. Nicholas M. Kiefer, 1980. "A Note on Regime Classification in Disequilibrium Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 47(3), pages 637-639.

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    1. Dufrénot, Gilles & Malik, Sheheryar, 2012. "The changing role of house price dynamics over the business cycle," Economic Modelling, Elsevier, vol. 29(5), pages 1960-1967.
    2. Mark Taylor & Ashoka Mody, 2004. "International Capital Crunches: The Time-Varying Role Of Informational Asymmetries," Royal Economic Society Annual Conference 2004 113, Royal Economic Society.
    3. William Greene, 2001. "Fixed and Random Effects in Nonlinear Models," Working Papers 01-01, New York University, Leonard N. Stern School of Business, Department of Economics.
    4. Kooiman, Peter & Van Dijk, Herman K. & Thurik, A. Roy, 1985. "Likelihood diagnostics and Bayesian analysis of a micro-economic disequilibrium model for retail services," Journal of Econometrics, Elsevier, vol. 29(1-2), pages 121-148.
    5. Smith Conway, Karen & Kimmel, Jean, 1998. "Male labor supply estimates and the decision to moonlight," Labour Economics, Elsevier, vol. 5(2), pages 135-166, June.
    6. van Dalen, J. & Koerts, J. & Thurik, A. R., 1987. "The analysis of demand and supply factors in retailing using a disequilibrium model," Econometric Institute Archives 272364, Erasmus University Rotterdam.
    7. Felices, Guillermo & Orskaug, Bjorn-Erik, 2008. "Estimating the determinants of capital flows to emerging market economies: a maximum likelihood disequilibrium approach," Bank of England working papers 354, Bank of England.
    8. Lee, Lung-Fei, 1997. "A smooth likelihood simulator for dynamic disequilibrium models," Journal of Econometrics, Elsevier, vol. 78(2), pages 257-294, June.
    9. Gerald Manthalu, 2019. "User fee exemption and maternal health care utilisation at mission health facilities in Malawi: An application of disequilibrium theory of demand and supply," Health Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 461-474, April.

  55. Kiefer, Nicholas M, 1980. "A Note on Switching Regressions and Logistic Discrimination," Econometrica, Econometric Society, vol. 48(4), pages 1065-1069, May.

    Cited by:

    1. John H. Ciccolo, Jr. & Christopher F. Baum, 1983. "Changes in the Balance Sheet of the U.S. Manufacturing Sector, 1926-1977," NBER Working Papers 1169, National Bureau of Economic Research, Inc.
    2. Ley, Eduardo, 1992. "Switching regressions and activity analysis," UC3M Working papers. Economics 5820, Universidad Carlos III de Madrid. Departamento de Economía.
    3. Dukhanina, Ekaterina & Massol, Olivier & Lévêque, François, 2019. "Policy measures targeting a more integrated gas market: Impact of a merger of two trading zones on prices and arbitrage activity in France," Energy Policy, Elsevier, vol. 132(C), pages 583-593.
    4. Olivier Massol & Emmanuel Hache & Albert Banal‐Estañol, 2024. "Trade sanctions and international market integration: Evidence from the sanctions on Iranian methanol exports," The World Economy, Wiley Blackwell, vol. 47(2), pages 637-663, February.
    5. Koontz, Stephen R. & Garcia, Philip, 1997. "Meat-Packer Conduct In Fed Cattle Pricing: Multiple-Market Oligopsony Power," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 22(1), pages 1-17, July.
    6. Olivier Massol & Albert Banal-Estañol, 2014. "Market power across the Channel: Are Continental European gas markets isolated ?," Working Papers hal-02475017, HAL.

  56. Kiefer, Nicholas M., 1980. "Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance," Journal of Econometrics, Elsevier, vol. 14(2), pages 195-202, October.

    Cited by:

    1. Giorgio Calzolari & Laura Magazzini, 2009. "Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood," Working Papers 53/2009, University of Verona, Department of Economics.
    2. Jerry Hausman & Guido Kuersteiner, 2005. "Difference in Difference Meets Generalized Least Squares: Higher Order Properties of Hypotheses Tests," Boston University - Department of Economics - Working Papers Series WP2005-010, Boston University - Department of Economics.
    3. A. Colin Cameron & Douglas L. Miller, 2010. "Robust Inference with Clustered Data," Working Papers 316, University of California, Davis, Department of Economics.
    4. Qian, Hailong & Schmidt, Peter, 2003. "Partial GLS regression," Economics Letters, Elsevier, vol. 79(3), pages 385-392, June.
    5. Karlsson, Martin & Nilsson, Therese & Pichler, Stefan, 2012. "What doesn't kill you makes you stronger? The Impact of the 1918 Spanish Flu Epidemic on Economic Performance in Sweden," Working Papers 2012:7, Lund University, Department of Economics.
    6. Kruiniger, Hugo, 2013. "Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions," Journal of Econometrics, Elsevier, vol. 173(2), pages 175-188.
    7. So Im, Kyung & Ahn, Seung C. & Schmidt, Peter & Wooldridge, Jeffrey M., 1999. "Efficient estimation of panel data models with strictly exogenous explanatory variables," Journal of Econometrics, Elsevier, vol. 93(1), pages 177-201, November.
    8. Amacher, Gregory S & Hellerstein, Daniel, 1999. "The Error Structure of Time Series Cross-Section Hedonic Models with Sporadic Event Timing and Serial Correlation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(3), pages 233-252, May-June.
    9. Ahn, Seung Chan & Hoon Lee, Young & Schmidt, Peter, 2001. "GMM estimation of linear panel data models with time-varying individual effects," Journal of Econometrics, Elsevier, vol. 101(2), pages 219-255, April.
    10. Kaufmann, Daniel & Kraay, Aart & Zoido-Lobaton, Pablo, 1999. "Aggregating governance indicators," Policy Research Working Paper Series 2195, The World Bank.
    11. Sam Schulhofer-Wohl, 2011. "Heterogeneity and tests of risk sharing," Staff Report 462, Federal Reserve Bank of Minneapolis.
    12. Geert Dhaene & Koen Jochmans, 2011. "An Adjusted profile likelihood for non-stationary panel data models with fixed effects," Working Papers hal-01073732, HAL.
    13. Hansen, Christian B., 2007. "Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects," Journal of Econometrics, Elsevier, vol. 140(2), pages 670-694, October.
    14. Dann Payares Ayola, 2012. "Estimación del potencial de valorización del suelo en Barranquilla en el periodo 2001-2011. Estimación de efectos fijos en datos de panel," Revista de Economía del Caribe 10851, Universidad del Norte.
    15. Park, Byeong U. & Sickles, Robin C. & Simar, Leopold, 2003. "Semiparametric-efficient estimation of AR(1) panel data models," Journal of Econometrics, Elsevier, vol. 117(2), pages 279-309, December.
    16. Gabor Kezdi, 2005. "Robus Standard Error Estimation in Fixed-Effects Panel Models," Econometrics 0508018, University Library of Munich, Germany.
    17. Christian Almer & Jeremy Laurent-Lucchetti & Manuel Oechslin, 2014. "Agricultural shocks and riots: A disaggregated analysis," Department of Economics Working Papers 24/14, University of Bath, Department of Economics.
    18. Melvin Stephens Jr., 2001. "Worker Displacement and the Added Worker Effect," NBER Working Papers 8260, National Bureau of Economic Research, Inc.
    19. Jee-Seon Kim & Edward Frees, 2006. "Omitted Variables in Multilevel Models," Psychometrika, Springer;The Psychometric Society, vol. 71(4), pages 659-690, December.
    20. Neckermann, Susanne & Cueni, Reto & Frey, Bruno S., 2012. "Awards at work," ZEW Discussion Papers 12-004, ZEW - Leibniz Centre for European Economic Research.
    21. Jeffrey M. Wooldridge, 2009. "Difference-in-differences estimation (in Russian)," Quantile, Quantile, issue 6, pages 25-47, March.
    22. Soto, Gonzalo & Jardon, Carlos M. & Martinez-Cobas, Xavier, 2024. "FDI and income inequality in tax-haven countries: The relevance of tax pressure," Economic Systems, Elsevier, vol. 48(1).
    23. Hugo Kruiniger, 2002. "On the estimation of panel regression models with fixed effects," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 C6-2, International Conferences on Panel Data.
    24. Wooldridge, Jeffrey M., 1995. "Selection corrections for panel data models under conditional mean independence assumptions," Journal of Econometrics, Elsevier, vol. 68(1), pages 115-132, July.
    25. Sébastien Roux & Philippe Zamora, 2013. "L'impact local des radars fixes sur les accidents de la route : un effet important après l'installation mais plus réduit à long terme," Économie et Statistique, Programme National Persée, vol. 460(1), pages 37-68.
    26. Michael Pfaffermayr, 2013. "The Cliff and Ord Test for Spatial Correlation of the Disturbances in Unbalanced Panel Models," International Regional Science Review, , vol. 36(4), pages 492-506, October.
    27. Joilson Dias & Maria Helena Ambrosio Dias, 2004. "Educação Dos Jovens, Analfabetismo E O Custo Governo: Teoria E Aplicações Econométricas Para O Brasil," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting] 049, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    28. Han, Chirok & Phillips, Peter C. B. & Sul, Donggyu, 2014. "X-Differencing And Dynamic Panel Model Estimation," Econometric Theory, Cambridge University Press, vol. 30(1), pages 201-251, February.
    29. Sébastien Roux & Philippe Zamora, 2011. "Short and Medium-Run Local Effects of Fixed Speed Enforcement Cameras on Accidents : Evidence from the French Case," Working Papers 2011-01, Center for Research in Economics and Statistics.
    30. Susanne Neckermann & Reto Cueni & Bruno S. Frey, 2009. "What is an Award Worth? An Econometric Assessment of the Impact of Awards on Employee Performance," CESifo Working Paper Series 2657, CESifo.
    31. Asai, Manabu, 2023. "Feasible Panel GARCH Models: Variance-Targeting Estimation and Empirical Application," Econometrics and Statistics, Elsevier, vol. 25(C), pages 23-38.
    32. Lung‐fei Lee & Jihai Yu, 2012. "Spatial Panels: Random Components Versus Fixed Effects," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(4), pages 1369-1412, November.
    33. Kruiniger, Hugo, 2008. "Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model," Journal of Econometrics, Elsevier, vol. 144(2), pages 447-464, June.
    34. Ayla Ogus & Cinar Ozen & Cem Kilic, 2007. "The Turkish Sugar Industry in the Aftermath of EU Sugar Reform," Papers of the Annual IUE-SUNY Cortland Conference in Economics, in: Oguz Esen & Ayla Ogus (ed.), Proceedings of the Conference on Globalization and Its Discontents, pages 174-185, Izmir University of Economics.

  57. Kiefer, Nicholas M, 1979. "On the Value of Sample Separation Information," Econometrica, Econometric Society, vol. 47(4), pages 997-1003, July.

    Cited by:

    1. Alberto Salvo, 2010. "Inferring market power under the threat of entry: the case of the Brazilian cement industry," RAND Journal of Economics, RAND Corporation, vol. 41(2), pages 326-350, June.
    2. William Greene, 2001. "Fixed and Random Effects in Nonlinear Models," Working Papers 01-01, New York University, Leonard N. Stern School of Business, Department of Economics.
    3. König, Heinz & Laisney, François & Lechner, Michael & Pohlmeier, Winfried, 1993. "Do Married Women Base Their Labour Supply Decisions on Gross or Marginal Wages?," ZEW Discussion Papers 93-09, ZEW - Leibniz Centre for European Economic Research.

  58. Kiefer, Nicholas M, 1979. "Population Heterogeneity and Inference from Panel Data on the Effects of Vocational Education," Journal of Political Economy, University of Chicago Press, vol. 87(5), pages 213-226, October.

    Cited by:

    1. David H. Dean & Robert C. Dolan, 1991. "Assessing the role of vocational rehabilitation in disability policy," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 10(4), pages 568-587.
    2. Barros, Ricardo Paes de, 2010. "The Impact of Social Interventions: Nonparametric Identification from Choice-Based Samples," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 30(2), December.
    3. Kevin Hollenbeck & Richard J. Willke, 1991. "The Employment and Earnings Impacts of the Targeted Jobs Tax Credit," Upjohn Working Papers 91-07, W.E. Upjohn Institute for Employment Research.
    4. David H. Finifter, 1987. "An Approach To Estimating Net Earnings Impact of Federally Subsidized Employment and Training Programs," Evaluation Review, , vol. 11(4), pages 528-547, August.

  59. Kiefer, Nicholas M & Neumann, George R, 1979. "An Empirical Job-Search Model, with a Test of the Constant Reservation-Wage Hypothesis," Journal of Political Economy, University of Chicago Press, vol. 87(1), pages 89-107, February.
    See citations under working paper version above.
  60. Kiefer, Nicholas M, 1978. "Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model," Econometrica, Econometric Society, vol. 46(2), pages 427-434, March.

    Cited by:

    1. Dufrénot, Gilles & Malik, Sheheryar, 2012. "The changing role of house price dynamics over the business cycle," Economic Modelling, Elsevier, vol. 29(5), pages 1960-1967.
    2. John Dagsvik & Boyan Jovanovic, 1991. "Was the Great Depression a Low-Level Equilibrium?," NBER Working Papers 3726, National Bureau of Economic Research, Inc.
    3. Radu Tunaru, 2015. "Model Risk in Financial Markets:From Financial Engineering to Risk Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9524, August.
    4. Tran, Minh Chau & Gan, Christopher & Hu, Baiding, 2014. "Credit Constraints and Impact on Farm Household Welfare: Evidence from Vietnam’s North Central Coast region," 2014 Conference, August 28-29, 2014, Nelson, New Zealand 187495, New Zealand Agricultural and Resource Economics Society.
    5. Simon A. BRODA & Markus HAAS & Jochen KRAUSE & Marc S. PAOLELLA & Sven C. STEUDE, 2011. "Stable Mixture GARCH Models," Swiss Finance Institute Research Paper Series 11-39, Swiss Finance Institute.
    6. Francisco J. Ruge-Murcia, 2000. "Uncovering financial markets' beliefs about inflation targets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(5), pages 483-512.
    7. Morduch, Jonathan J. & Stern, Hal S., 1997. "Using mixture models to detect sex bias in health outcomes in Bangladesh," Journal of Econometrics, Elsevier, vol. 77(1), pages 259-276, March.
    8. Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle, 2012. "The effects of the subprime crisis on the Latin American financial markets: an empirical assessment," Post-Print hal-01411539, HAL.
    9. Ley, Eduardo, 1992. "Switching regressions and activity analysis," UC3M Working papers. Economics 5820, Universidad Carlos III de Madrid. Departamento de Economía.
    10. Georgiev, Iliyan, 2010. "Model-based asymptotic inference on the effect of infrequent large shocks on cointegrated variables," Journal of Econometrics, Elsevier, vol. 158(1), pages 37-50, September.
    11. Bloom, David E & Canning, David & Sevilla, Jaypee, 2003. "Geography and Poverty Traps," Journal of Economic Growth, Springer, vol. 8(4), pages 355-378, December.
    12. Markus Thamerus, 2003. "Fitting a Mixture Distribution to a Variable Subject to Heteroscedastie Measurement Errors," Computational Statistics, Springer, vol. 18(1), pages 1-17, March.
    13. Augustyniak, Maciej, 2014. "Maximum likelihood estimation of the Markov-switching GARCH model," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 61-75.
    14. Reis dos Santos, M. Isabel & Reis dos Santos, Pedro M., 2016. "Switching regression metamodels in stochastic simulation," European Journal of Operational Research, Elsevier, vol. 251(1), pages 142-147.
    15. Yuichi Kitamura & Louise Laage, 2018. "Nonparametric Analysis of Finite Mixtures," Papers 1811.02727, arXiv.org.
    16. Roberto Rocci & Stefano Antonio Gattone & Roberto Di Mari, 2018. "A data driven equivariant approach to constrained Gaussian mixture modeling," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 12(2), pages 235-260, June.
    17. Adél Bosch & Franz Ruch, 2012. "An alternative business cycle dating procedure for South Africa," Working Papers 267, Economic Research Southern Africa.
    18. Kien Tran, 1998. "Estimating mixtures of normal distributions via empirical characteristic function," Econometric Reviews, Taylor & Francis Journals, vol. 17(2), pages 167-183.
    19. Judex Hyppolite, 2017. "Alternative approaches for econometric modeling of panel data using mixture distributions," Journal of Statistical Distributions and Applications, Springer, vol. 4(1), pages 1-34, December.
    20. Simon van Norden, 1995. "Regime Switching as a Test for Exchange Rate Bubbles," Econometrics 9502001, University Library of Munich, Germany, revised 09 Aug 1995.
    21. Louis Atamja & Sungjoon Yoo, 2021. "Credit Constraint and Rural Household Welfare in the Mezam Division of the North-West Region of Cameroon," Sustainability, MDPI, vol. 13(11), pages 1-19, May.
    22. Gabriele Fiorentini & Enrique Sentana, 2020. "Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions," Working Papers wp2020_2023, CEMFI.
    23. Pao-Li Chang & Myoung-jae Lee, 2006. "Protection for Sale Under Monopolistic Competition: An Empirical Investigation," Working Papers 18-2006, Singapore Management University, School of Economics.
    24. de Genaro, Alan & Avellaneda, Marco, 2019. "Does the Lending Rate Impact ETF's Prices?," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 38(2), January.
    25. Kozarski, R., 2013. "Pricing and hedging in the VIX derivative market," Other publications TiSEM 221fefe0-241e-4914-b6bd-c, Tilburg University, School of Economics and Management.
    26. Elcyon C. R. Lima & Alexis Maka & Mário Mendonça, 2015. "Monetary Policy Regimes in Brazil," Discussion Papers 0181, Instituto de Pesquisa Econômica Aplicada - IPEA.
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    28. Yang, Qing-Qing & Ching, Wai-Ki & Gu, Jia-Wen & Siu, Tak-Kuen, 2018. "Market-making strategy with asymmetric information and regime-switching," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 408-433.
    29. Houda Rharrabti Zaid, 2015. "Transmission du stress financier de la zone euro aux Pays de l’Europe Centrale et Orientale," EconomiX Working Papers 2015-37, University of Paris Nanterre, EconomiX.
    30. Luis Angel García-Escudero & Alfonso Gordaliza & Francesca Greselin & Salvatore Ingrassia & Agustín Mayo-Iscar, 2018. "Eigenvalues and constraints in mixture modeling: geometric and computational issues," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 12(2), pages 203-233, June.
    31. Hanson, Gordon & Xiang, Chong, 2011. "Trade barriers and trade flows with product heterogeneity: An application to US motion picture exports," Journal of International Economics, Elsevier, vol. 83(1), pages 14-26, January.
    32. Chatterjee, Somnath & Jobst, Andreas, 2019. "Market-implied systemic risk and shadow capital adequacy," Bank of England working papers 823, Bank of England.
    33. Kovacevic, Raimund M. & Paraschiv, Florentina, 2012. "Medium-term Planning for Thermal Electricity Production," Working Papers on Finance 1220, University of St. Gallen, School of Finance.
    34. Tsai, I-Chun, 2016. "Wealth effect and investor sentiment," The North American Journal of Economics and Finance, Elsevier, vol. 38(C), pages 111-123.
    35. Maddalena Cavicchioli, 2016. "Statistical Analysis Of Mixture Vector Autoregressive Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(4), pages 1192-1213, December.
    36. Yao, Weixin & Wei, Yan & Yu, Chun, 2014. "Robust mixture regression using the t-distribution," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 116-127.
    37. Jiwon Park & Dipak K. Dey & Víctor H. Lachos, 2024. "Finite mixture of regression models for censored data based on the skew-t distribution," Computational Statistics, Springer, vol. 39(7), pages 3695-3726, December.
    38. Mário Jorge Cardoso de Mendonça & Cláudio Hamilton Matos dos Santos, 2008. "Revisitando a Função de Reação Fiscal no Brasil Pós-Real: Uma Abordagem de Mudanças de Regime," Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting] 200807171729460, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    39. Vakis, Renos & Sadoulet, Elisabeth & de Janvry, Alain & Cafiero, Carlo, 2004. "Testing for Separability in Household Models with Heterogeneous Behavior: A Mixture Model Approach," CUDARE Working Papers 25016, University of California, Berkeley, Department of Agricultural and Resource Economics.
    40. Arturo Ramos & Till Massing & Atushi Ishikawa & Shouji Fujimoto & Takayuki Mizuno, 2023. "Composite distributions in the social sciences: A comparative empirical study of firms' sales distribution for France, Germany, Italy, Japan, South Korea, and Spain," Papers 2301.09438, arXiv.org.
    41. William Greene, 2001. "Fixed and Random Effects in Nonlinear Models," Working Papers 01-01, New York University, Leonard N. Stern School of Business, Department of Economics.
    42. Engelhardt, Bryan & Rupert, Peter, 2017. "Competitive versus random search with bargaining: An empirical comparison," Labour Economics, Elsevier, vol. 48(C), pages 183-197.
    43. Gerhard Arminger & Petra Stein & Jörg Wittenberg, 1999. "Mixtures of conditional mean- and covariance-structure models," Psychometrika, Springer;The Psychometric Society, vol. 64(4), pages 475-494, December.
    44. Cyrus Ramezani & Yong Zeng, 2007. "Maximum likelihood estimation of the double exponential jump-diffusion process," Annals of Finance, Springer, vol. 3(4), pages 487-507, October.
    45. Kajal Lahiri & Chuanming Gao & Bernard Wixon, 2020. "Value of Sample Separation Information in a Sequential Probit Model," Arthaniti: Journal of Economic Theory and Practice, , vol. 19(2), pages 151-176, December.
    46. Maria Grazia Pittau, 2005. "Fitting Regional Income Distributions in the European Union," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(2), pages 135-161, April.
    47. Melnykov, Volodymyr, 2013. "On the distribution of posterior probabilities in finite mixture models with application in clustering," Journal of Multivariate Analysis, Elsevier, vol. 122(C), pages 175-189.
    48. Andrea Mercatanti, 2008. "A likelihood-based analysis for relaxing the exclusion restriction in randomized experiments with imperfect compliance," Temi di discussione (Economic working papers) 683, Bank of Italy, Economic Research and International Relations Area.
    49. Gallegos, María Teresa & Ritter, Gunter, 2013. "Strong consistency of k-parameters clustering," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 14-31.
    50. María Teresa Gallegos & Gunter Ritter, 2018. "Probabilistic clustering via Pareto solutions and significance tests," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 12(2), pages 179-202, June.
    51. Monica Billio & Silvestro Di Sanzo, 2006. "Granger-causality in Markov Switching Models," Working Papers 2006_20, Department of Economics, University of Venice "Ca' Foscari".
    52. Xu, Jianjun & Tan, Xianming & Zhang, Runchu, 2010. "A note on Phillips (1991): "A constrained maximum likelihood approach to estimating switching regressions"," Journal of Econometrics, Elsevier, vol. 154(1), pages 35-41, January.
    53. Lu, Zeng-Hua, 2009. "Covariate selection in mixture models with the censored response variable," Computational Statistics & Data Analysis, Elsevier, vol. 53(7), pages 2710-2723, May.
    54. Paap, Richard & Franses, Philip Hans & van Dijk, Dick, 2005. "Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method," Journal of Development Economics, Elsevier, vol. 77(2), pages 553-570, August.
    55. Arturo Ramos & Till Massing & Atushi Ishikawa & Shouji Fujimoto & Takayuki Mizuno, 2024. "Mixtures of log-normal distributions in the mid-scale range of firm-size variables," Evolutionary and Institutional Economics Review, Springer, vol. 21(2), pages 249-260, September.
    56. Melnykov, Volodymyr & Melnykov, Igor, 2012. "Initializing the EM algorithm in Gaussian mixture models with an unknown number of components," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1381-1395.
    57. Maldonado, Wilfredo L. & Tourinho, Octávio A.F. & Valli, Marcos, 2012. "Exchange rate bubbles: Fundamental value estimation and rational expectations test," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1033-1059.
    58. Luca Agnello & Gilles Dufrénot & Ricardo M. Sousa, 2012. "Adjusting the U.S. Fiscal Policy for Asset Prices: Evidence from a TVP-MS Framework," NIPE Working Papers 20/2012, NIPE - Universidade do Minho.
    59. Oczkowski, Edward, 1998. "An econometric analysis of the bilateral monopoly model," Economic Modelling, Elsevier, vol. 16(1), pages 53-69, January.
    60. Houda Rharrabti, 2015. "Transmission du stress financier de la zone euro aux Pays de l’Europe Centrale et Orientale," Working Papers hal-04141380, HAL.
    61. Luca Agnello & Gilles Dufrénot & Ricardo M. Sousa, 2013. "Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices," Post-Print hal-01498264, HAL.
    62. Abberger, Klaus, 2002. "ML-Estimation in the Location-Scale-Shape Model of the Generalized Logistic Distribution," CoFE Discussion Papers 02/15, University of Konstanz, Center of Finance and Econometrics (CoFE).
    63. Denis Fougère & Thierry Kamionka, 2003. "Bayesian inference for the mover-stayer model in continuous time with an application to labour market transition data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(6), pages 697-723.
    64. Simon van Norden & Huntley Schaller, 2002. "Fads or bubbles?," Empirical Economics, Springer, vol. 27(2), pages 335-362.
    65. Yiu-Fai Yung, 1997. "Finite mixtures in confirmatory factor-analysis models," Psychometrika, Springer;The Psychometric Society, vol. 62(3), pages 297-330, September.
    66. Kajal Lahiri & Chuanming Gao & Bermard Wixon, 2001. "Value of Sample Separation Information in a Sequential Probit Model: Another Look at SSA's Disability Determination Process," Discussion Papers 01-12, University at Albany, SUNY, Department of Economics.
    67. Volodymyr Melnykov, 2013. "Finite mixture modelling in mass spectrometry analysis," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 62(4), pages 573-592, August.
    68. Donkers, A.C.D. & Jonker, J.-J. & Franses, Ph.H.B.F. & Paap, R., 2001. "Deriving Target Selection Rules from Endogenously Selected Samples," ERIM Report Series Research in Management ERS-2001-68-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    69. Luca Agnello & Vitor Castro & Gilles Dufrénot & Fredj Jawadi & Ricardo Sousa, 2020. "Unconventional monetary policy reaction functions: evidence from the US," Post-Print hal-03101417, HAL.
    70. Andrew J. Filardo, 1998. "Choosing information variables for transition probabilities in a time-varying transition probability Markov switching model," Research Working Paper 98-09, Federal Reserve Bank of Kansas City.
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    72. Wang, Yong, 2007. "Maximum likelihood computation based on the Fisher scoring and Gauss-Newton quadratic approximations," Computational Statistics & Data Analysis, Elsevier, vol. 51(8), pages 3776-3787, May.
    73. Roberto Mari & Roberto Rocci & Stefano Antonio Gattone, 2020. "Scale-constrained approaches for maximum likelihood estimation and model selection of clusterwise linear regression models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 29(1), pages 49-78, March.
    74. Paapaa, Richard & van Dijk, Herman K., 1998. "Distribution and mobility of wealth of nations," European Economic Review, Elsevier, vol. 42(7), pages 1269-1293, July.
    75. Francisco H. C. Alencar & Larissa A Matos & Víctor H. Lachos, 2022. "Finite Mixture of Censored Linear Mixed Models for Irregularly Observed Longitudinal Data," Journal of Classification, Springer;The Classification Society, vol. 39(3), pages 463-486, November.
    76. Lee, Lung-Fei, 1997. "Simulation estimation of dynamic switching regression and dynamic disequilibrium models -- some Monte Carlo results," Journal of Econometrics, Elsevier, vol. 78(2), pages 179-184, June.
    77. Melnykov, Volodymyr & Zhu, Xuwen, 2018. "On model-based clustering of skewed matrix data," Journal of Multivariate Analysis, Elsevier, vol. 167(C), pages 181-194.
    78. Dannemann, Jörn & Holzmann, Hajo, 2010. "Testing for two components in a switching regression model," Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1592-1604, June.

  61. Kiefer, Nicholas M., 1978. "Federally subsidized occupational training and the employment and earnings of male trainees," Journal of Econometrics, Elsevier, vol. 8(1), pages 111-125, August.

    Cited by:

    1. James J. Heckman & V. Joseph Hotz & Marcelo Dabos, 1987. "Do We Need Experimental Data To Evaluate the Impact of Manpower Training On Earnings?," Evaluation Review, , vol. 11(4), pages 395-427, August.
    2. Orley Ashenfelter & David Bloom, 1990. "Lawyers as Agents of the Devil in a Prisoner's Dilemma Game," Working Papers 650, Princeton University, Department of Economics, Industrial Relations Section..
    3. Robert J. LaLonde, 2003. "Employment and Training Programs," NBER Chapters, in: Means-Tested Transfer Programs in the United States, pages 517-586, National Bureau of Economic Research, Inc.
    4. David H. Greenberg & Charles Michalopoulos & Philip K. Robin, 2006. "Do experimental and nonexperimental evaluations give different answers about the effectiveness of government-funded training programs?," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 25(3), pages 523-552.
    5. Barros, Ricardo Paes de, 2010. "The Impact of Social Interventions: Nonparametric Identification from Choice-Based Samples," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 30(2), December.

  62. Nicholas M. Kiefer & Sharon P. Smith, 1977. "Union Impact and Wage Discrimination by Region," Journal of Human Resources, University of Wisconsin Press, vol. 12(4), pages 521-534.

    Cited by:

    1. Richard B. Freeman & James L. Medoff, 1982. "The Impact of Collective Bargaining: Can the New Facts Be Explained by Monopoly Unionism?," NBER Working Papers 0837, National Bureau of Economic Research, Inc.
    2. Goldsmith, Arthur H. & Veum, Jonathan R. & Darity, William Jr., 2000. "Working hard for the money? Efficiency wages and worker effort," Journal of Economic Psychology, Elsevier, vol. 21(4), pages 351-385, August.
    3. Jeremiah Cotton, 1993. "A regional analysis of black male-white male wage differences," The Review of Black Political Economy, Springer;National Economic Association, vol. 22(1), pages 55-71, September.
    4. Jeremiah Cotton, 1985. "Decomposing Income, Earnings, and Wage Differentials," Sociological Methods & Research, , vol. 14(2), pages 201-216, November.
    5. Naser Daneshvary & William L. Weber, 1991. "Sources Of Wage Differentials Between Native And Immigrant Workers: A Regional Analysis," The Review of Regional Studies, Southern Regional Science Association, vol. 21(2), pages 119-135, Summer.
    6. Richard B. Freeman & James L. Medoff, 1981. "The Impact of Collective Bargaining: Illusion or Reality?," NBER Working Papers 0735, National Bureau of Economic Research, Inc.

  63. Kiefer, Nicholas M, 1977. "A Bayesian Analysis of Commodity Demand and Labor Supply," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 18(1), pages 209-218, February.

    Cited by:

    1. Driffill, E John & Rosen, Harvey S, 1983. "Taxation and Excess Burden: A Life Cycle Perspective," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 24(3), pages 671-683, October.
    2. Kesavan, Thulasiram, 1988. "Monte Carlo experiments of market demand theory," ISU General Staff Papers 198801010800009854, Iowa State University, Department of Economics.

Chapters

  1. Nicholas M. Kiefer & George R. Neumann, 1981. "Structural and Reduced Form Approaches to Analyzing Unemployment Durations," NBER Chapters, in: Studies in Labor Markets, pages 171-186, National Bureau of Economic Research, Inc.

    Cited by:

Books

  1. Kiefer,Nicholas M. & Neumann,George R., 2006. "Search Models and Applied Labor Economics," Cambridge Books, Cambridge University Press, number 9780521024648, November.

    Cited by:

    1. Boyd H. Hunter & Matthew C. Gray, 2006. "The Effectiveness of Indigenous Job Search Strategies," The Economic Record, The Economic Society of Australia, vol. 82(256), pages 1-10, March.
    2. van Ours, J.C. & Vodopivec, M., 2006. "Shortening the Potential Duration of Unemployment Benefits does not affect the Quality of Post-Unemployed Jobs : Evidence from a Natural Experiment," Other publications TiSEM 20bf1d4a-7de8-4f00-b2df-0, Tilburg University, School of Economics and Management.
    3. John W. Schindler, 2001. "Testing optimality in job search models," International Finance Discussion Papers 710, Board of Governors of the Federal Reserve System (U.S.).
    4. van Ours, Jan C. & Vodopivec, Milan, 2008. "Does reducing unemployment insurance generosity reduce job match quality?," Journal of Public Economics, Elsevier, vol. 92(3-4), pages 684-695, April.
    5. Milan Vodopivec, 2004. "Income Support for the Unemployed : Issues and Options," World Bank Publications - Books, The World Bank Group, number 14922.
    6. Dorsett, Richard & Lucchino, Paolo, 2018. "Young people's labour market transitions: The role of early experiences," Labour Economics, Elsevier, vol. 54(C), pages 29-46.
    7. Milan Vodopivec, 2013. "Introducing unemployment insurance to developing countries," IZA Journal of Labor Policy, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 2(1), pages 1-23, December.
    8. Das, Tirthatanmoy & Polachek, Solomon, 2017. "Estimating Labor Force Joiners and Leavers Using a Heterogeneity Augmented Two-Tier Stochastic Frontier," IZA Discussion Papers 10534, Institute of Labor Economics (IZA).
    9. Alfred Michael Dockery, 2004. "Looking inside the unemployment spell," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 7(2), pages 175-198, June.
    10. Gray, Matthew & Hunter, Boyd, 2005. "Indigenous Job Search Success," MPRA Paper 1393, University Library of Munich, Germany.
    11. María Angeles Davia & Oscar D. Marcenaro Gutiérrez, 2008. "Exploring the link between employment search time and reservation," Hacienda Pública Española / Review of Public Economics, IEF, vol. 186(3), pages 91-121, October.
    12. Torben Dall Schmidt & Aki Kangasharju & Daniel Rauhut, 2011. "Population Changes and Regional Economic Growth in the Nordic Countries 1994-2006," ERSA conference papers ersa10p922, European Regional Science Association.
    13. S. Bikhchandani & S. Sharma, 1990. "Optimal Search with Learning," UCLA Economics Working Papers 580, UCLA Department of Economics.
    14. Vodopivec, Milan & Raju, Dhushyanth, 2002. "Income support systems for the unemployed : issues and options," Social Protection Discussion Papers and Notes 25529, The World Bank.
    15. Abdelaziz Benkhalifa & Paul Lanoie & Mohamed Ayadi, 2016. "Workers’ Compensation and Moral Hazard in Tunisia," Journal of Development Studies, Taylor & Francis Journals, vol. 52(11), pages 1533-1544, November.
    16. van Ours, Jan C. & Vodopivec, Milan, 2006. "Shortening the Potential Duration of Unemployment Benefits Does Not Affect the Quality of Post-Unemployment Jobs: Evidence from a Natural Experiment," IZA Discussion Papers 2171, Institute of Labor Economics (IZA).
    17. Steffen Jenner, Gabriel Chan, Rolf Frankenberger, and Mathias Gabel, 2012. "What Drives States to Support Renewable Energy?," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).
    18. Bratberg, Espen & Nilsen, Øivind Anti, 1998. "Transition from School to Work: Search Time and Job Duration," IZA Discussion Papers 27, Institute of Labor Economics (IZA).

  2. Devine, Theresa J. & Kiefer, Nicolas M., 1991. "Empirical Labor Economics: The Search Approach," OUP Catalogue, Oxford University Press, number 9780195059366.

    Cited by:

    1. Addison, John T. & Centeno, Mario & Portugal, Pedro, 2008. "Unemployment Benefits and Reservation Wages: Key Elasticities from a Stripped-Down Job Search Approach," IZA Discussion Papers 3357, Institute of Labor Economics (IZA).
    2. Ayal Kimhi, 2009. "Pension Wealth And Intergenerational Succession In Family Businesses," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, vol. 0(2), pages 177-188.
    3. Ferrall, Christopher, 1996. "Unemployment Insurance Eligibility and the School to Work Transition in Canada and the United States," Queen's Institute for Economic Research Discussion Papers 273308, Queen's University - Department of Economics.
    4. Farm, Ante, 2018. "Basic Macroeconomics," Working Paper Series 1/2018, Stockholm University, Swedish Institute for Social Research.
    5. Vasileios Gkionakis, 2004. "Short Job Tenures and Firing Taxes in the Search Theory of Unemployment," CEP Discussion Papers dp0628, Centre for Economic Performance, LSE.
    6. Vit Sorm & Katherine Terrell, 1999. "Sectoral Restructuring and Labor Mobility: A Comparative Look at the Czech Republic," William Davidson Institute Working Papers Series 273, William Davidson Institute at the University of Michigan.
    7. Holmlund, B., 1997. "Unemployment Insurance in Theory and Practice," CEPR Discussion Papers 380, Centre for Economic Policy Research, Research School of Economics, Australian National University.
    8. Manning, Alan, 1999. "Pretty vacant: recruitment in low wage labour markets," LSE Research Online Documents on Economics 20231, London School of Economics and Political Science, LSE Library.
    9. Christopher A. Pissarides & Barbara Petrongolo, 2001. "Looking into the Black Box: A Survey of the Matching Function," Journal of Economic Literature, American Economic Association, vol. 39(2), pages 390-431, June.
    10. Carling, Kenneth & Holmlund, Bertil & Vejsiu, Altin, 2001. "Do Benefit Cuts Boost Job Finding? Swedish Evidence from the 1990s," Economic Journal, Royal Economic Society, vol. 111(474), pages 766-790, October.
    11. Krueger, Alan B. & Mueller, Andreas I., 2014. "A Contribution to the Empirics of Reservation Wages," IZA Discussion Papers 7957, Institute of Labor Economics (IZA).
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