Nicholas M. Kiefer
Personal Details
First Name: | Nicholas |
Middle Name: | M. |
Last Name: | Kiefer |
Suffix: | |
RePEc Short-ID: | pki305 |
| |
http://www.arts.cornell.edu/econ/kiefer/ | |
Terminal Degree: | 1976 Department of Economics; Princeton University (from RePEc Genealogy) |
Affiliation
(in no particular order)
Cornell University Department of Statistical Science
http://www.stat.cornell.edu/Ithaca, NY
Department of Economics
Cornell University
Ithaca, New York (United States)http://economics.cornell.edu/
RePEc:edi:decorus (more details at EDIRC)
Center for Analytic Economics
Department of Economics
Cornell University
Ithaca, New York (United States)http://www.arts.cornell.edu/econ/CAE/Cae.htm
RePEc:edi:cacorus (more details at EDIRC)
Research output
Jump to: Working papers Articles Chapters BooksWorking papers
- 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.
- 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.
- 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.
- Jacobs, Michael & Kiefer, Nicholas M., 2010. "The Bayesian Approach to Default Risk: A Guide," Working Papers 10-01, Cornell University, Center for Analytic Economics.
- Kiefer, Nicholas M., 2009. "Incentive-Compatible Elicitation of Quantiles," Working Papers 09-13, Cornell University, Center for Analytic Economics.
- Choi, Hwan-sik & Kiefer, Nicholas M., 2009. "Geometry of the Log-Likelihood Ratio Statistic in Misspecified Models," Working Papers 09-08, Cornell University, Center for Analytic Economics.
- 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.
- Nicholas M. Kiefer, 2017. "Correlated defaults, temporal correlation, expert information and predictability of default rates," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 699-712, October.
- Kiefer, Nicholas M., 2009. "The Maximum Entropy Distribution for Stochastically Ordered Random Variables with Fixed Marginals," Working Papers 09-01, Cornell University, Center for Analytic Economics.
- Kiefer, Nicholas M. & Racine, Jeffrey S., 2008.
"The Smooth Colonel Meets the Reverend,"
Working Papers
08-01, Cornell University, Center for Analytic Economics.
- Nicholas Kiefer & Jeffrey Racine, 2009. "The smooth Colonel meets the Reverend," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 21(5), pages 521-533.
- Kiefer, Nicholas M., 2008. "Annual Default Rates and Probably Less Than Long-Run Average Annual Default Rates," Working Papers 08-03, Cornell University, Center for Analytic Economics.
- Kiefer, Nicholas M., 2008.
"Default Estimation, Correlated Defaults, and Expert Information,"
Working Papers
08-02, Cornell University, Center for Analytic Economics.
- 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.
- 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.
- 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.
- 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.
- 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.
- José E.Gómez González & Nicholas M. Kiefer, 2007. "Evidence of non-Markovian behavior in the process of bank rating migrations," Borradores de Economia 448, Banco de la Republica de Colombia.
- 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.
- Kiefer, Nicholas M., 2006.
"Default Estimation for Low-Default Portfolios,"
Working Papers
06-08, Cornell University, Center for Analytic Economics.
- Kiefer, Nicholas M., 2009. "Default estimation for low-default portfolios," Journal of Empirical Finance, Elsevier, vol. 16(1), pages 164-173, January.
- 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.
- 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.
- Kiefer, Nicholas M. & Larson, C. Erik, 2006. "Specification and Informational Issues in Credit Scoring," Working Papers 06-11, Cornell University, Center for Analytic Economics.
- Jose E. Gomez-Gonzalez & Nicholas M. Kiefer, 2006. "Explaining time to bank failure in Colombia during the financial crisis of the late 1990s," Borradores de Economia 400, Banco de la Republica de Colombia.
- 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.
- 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.
- 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.
- 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.
- 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.
- Kiefer, Nicholas M., 2001.
"Heteroskedasticity-Autocorrelation Robust Standard Errors Using the Bartlett Kernel without Truncation,"
Working Papers
01-13, Cornell University, Center for Analytic Economics.
- 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.
- Bunzel, Helle & Kiefer, Nicholas M. & Vogelsang, Timothy, 2001.
"Simple Robust Testing of Hypothesis in Non-Linear Models,"
Staff General Research Papers Archive
5214, Iowa State University, Department of Economics.
- 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.
- Christensen, Bent J. & Kiefer, Nicholas M., 2000. "Statistical Manifolds and Separate Inference," Working Papers 00-05, Cornell University, Center for Analytic Economics.
- 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.
- 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.
- Bent Jesper Christensen & Nicholas Kiefer, 2000.
"Panel Data, Local Cuts, and Orthogeodesic Models,"
Econometric Society World Congress 2000 Contributed Papers
1108, Econometric Society.
- Christensen, B.J. & Kiefer, N.M., 1997. "Panel Data, Local Cuts, and Orthogeodesic Models," Papers 97-13, Centre for Labour Market and Social Research, Danmark-.
- Kiefer, Nick & Vogelsang, Tim, 2000. "A New Approach to the Asymptotics of HAC Robust Testing in Econometrics," Working Papers 00-09, Cornell University, Center for Analytic Economics.
- 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-.
- Henning Bunzel & Bent J. Christensen & Nicholas M. Kiefer & Lars Korsholm, 2000. "Equilibrium Search with Human Capital Accumulation," Contributions to Economic Analysis, in: Panel Data and Structural Labour Market Models, pages 107-143, Emerald Group Publishing Limited.
- 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-.
- An, Mark Y. & Christensen, Bent Jesper & Kiefer, Nicholas M., 1998. "Approximate Distributions in Essentially Linear Models," Working Papers 98-10, Duke University, Department of Economics.
- 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.
- 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.
- Bowlus, A.J. & Kiefer, N.M. & Neumann, G.R., 1997. "Equilibrium Search Models and The Transition from School to Work," Working Papers 97-05, University of Iowa, Department of Economics.
- 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.
- David Laidler, 1996. "American Macroeconomics between World War I and The Depression," CESifo Working Paper Series 113, CESifo.
- An, Mark Y. & Kiefer, Nicholas M., 1995. "Evolution and Equilibria Selection of Repeated Lattice Games," Working Papers 95-32, Duke University, Department of Economics.
- Devine, T.J. & Kiefer, N.M., 1990.
"The Empirical Status Of Job Search Theory,"
Papers
4-90-1, Pennsylvania State - Department of Economics.
- Devine, T. J. & Kiefer, N. M., 1995. "The empirical status of job search theory," Labour Economics, Elsevier, vol. 2(1), pages 101-101, March.
- Devine, Theresa J. & Kiefer, Nicholas M., 1993. "The empirical status of job search theory," Labour Economics, Elsevier, vol. 1(1), pages 3-24, June.
- Christensen, B.J. & Kiefer, N.M., 1990.
"The Exact Likelihood Function For An Empirical Job Search Model,"
Papers
9017, Tilburg - Center for Economic Research.
- 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.
- Christensden, B. & Kiefer, N., 1990. "The Exact Likelihood Function for an Empirical Job Search Model," Discussion Paper 1990-17, Tilburg University, Center for Economic Research.
- Christensden, B. & Kiefer, N., 1990. "The Exact Likelihood Function for an Empirical Job Search Model," Other publications TiSEM 33e2c086-cced-423c-a530-3, Tilburg University, School of Economics and Management.
- Devine, T.J. & Kiefer, N.M., 1988. "Empirical Labor Economics In The Search Framework," Papers 1-88-0, Pennsylvania State - Department of Economics.
- 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.
- 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.
- 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.
- Kiefer, Nicholas M. & Salmon, Mark, 1983. "Testing normality in econometric models," Economics Letters, Elsevier, vol. 11(1-2), pages 123-127.
- Kiefer, Nicholas & Salmon, Mark, 1982. "Testing Normality In Econometric Models," Economic Research Papers 269159, University of Warwick - Department of Economics.
- 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).
- 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.
- Nicholas M. Kiefer, 1975. "Quadratic Utility, Labor Supply and Commodity Demand," Working Papers 447, Princeton University, Department of Economics, Industrial Relations Section..
- Nicholas M. Kiefer, 1975. "Bayesian Estimation of the Earnings Function," Working Papers 454, Princeton University, Department of Economics, Industrial Relations Section..
- Nicholas M. Kiefer, 1975. "A Bayesian Analysis of Labor Supply and Commodity Demand," Working Papers 460, Princeton University, Department of Economics, Industrial Relations Section..
- Nicholas M. Kiefer & Sharon P. Smith, 1975. "Wage and Wage Discrimination Across Regions," Working Papers 459, Princeton University, Department of Economics, Industrial Relations Section..
- 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.
- Bowlus, A.J. & Kiefer, N.M. & Neumann, G.R., 1995. "Fitting Equilibrium Search Models to Labor Market Data," Working Papers 95-17, University of Iowa, Department of Economics.
- Bowlus, A-J & Kiefer, N-M & Neumann, G-R, 1996. "Fitting Equilibrium Search Models to Labor Market Data," University of Western Ontario, Departmental Research Report Series 9605, University of Western Ontario, Department of Economics.
- Audra J. Bowlus & Nicholas M. Kiefer & George R. Neumann, 1996. "Fitting Equilibrium Search Models to Labor Market Data," Econometrics 9602006, University Library of Munich, Germany, revised 05 Mar 1996.
- Bowlus, A.J. & Kiefer, N.M. & Neumann, G.R., 1996. "Fitting Equilibrium Search Models to Labour Market Data," Papers 96-02, Centre for Labour Market and Social Research, Danmark-.
Articles
- Nicholas M. Kiefer, 2017.
"Correlated defaults, temporal correlation, expert information and predictability of default rates,"
Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 699-712, October.
- 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.
- 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.
- 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.
- Nicholas M. Kiefer, 2014. "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(3), pages 322-323, July.
- 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.
- Kiefer, Nicholas M., 2008. "Default Estimation, Correlated Defaults, and Expert Information," Working Papers 08-02, Cornell University, Center for Analytic Economics.
- 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.
- Kiefer, Nicholas M., 2010. "Default Estimation and Expert Information," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(2), pages 320-328.
- 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.
- 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.
- Kiefer, Nicholas M., 2009.
"Default estimation for low-default portfolios,"
Journal of Empirical Finance, Elsevier, vol. 16(1), pages 164-173, January.
- Kiefer, Nicholas M., 2006. "Default Estimation for Low-Default Portfolios," Working Papers 06-08, Cornell University, Center for Analytic Economics.
- Nicholas Kiefer & Jeffrey Racine, 2009.
"The smooth Colonel meets the Reverend,"
Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 21(5), pages 521-533.
- Kiefer, Nicholas M. & Racine, Jeffrey S., 2008. "The Smooth Colonel Meets the Reverend," Working Papers 08-01, Cornell University, Center for Analytic Economics.
- 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.
- 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.
- 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.
- José E.Gómez González & Nicholas M. Kiefer, 2007. "Evidence of non-Markovian behavior in the process of bank rating migrations," Borradores de Economia 448, Banco de la Republica de Colombia.
- 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.
- 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.
- 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.
- Choi, Hwan-sik & Kiefer, Nicholas M., 2005. "Software evaluation: EasyReg International," International Journal of Forecasting, Elsevier, vol. 21(3), pages 609-616.
- 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.
- 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.
- 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.
- Kiefer, Nicholas M., 2001. "Heteroskedasticity-Autocorrelation Robust Standard Errors Using the Bartlett Kernel without Truncation," Working Papers 01-13, Cornell University, Center for Analytic Economics.
- 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.
- 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.
- Bunzel, Helle & Kiefer, Nicholas M. & Vogelsang, Timothy, 2001. "Simple Robust Testing of Hypothesis in Non-Linear Models," Staff General Research Papers Archive 5214, Iowa State University, Department of Economics.
- 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.
- 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.
- Bowlus, A.J. & Kiefer, N.M. & Neumann, G.R., 1997. "Equilibrium Search Models and The Transition from School to Work," Working Papers 97-05, University of Iowa, Department of Economics.
- 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.
- 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.
- 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.
- 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.
- 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.
- Easley, David & Kiefer, Nicholas M & O'Hara, Maureen, 1997. "One Day in the Life of a Very Common Stock," The Review of Financial Studies, Society for Financial Studies, vol. 10(3), pages 805-835.
- 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.
- 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.
- 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.
- 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.
- Devine, T. J. & Kiefer, N. M., 1995.
"The empirical status of job search theory,"
Labour Economics, Elsevier, vol. 2(1), pages 101-101, March.
- Devine, Theresa J. & Kiefer, Nicholas M., 1993. "The empirical status of job search theory," Labour Economics, Elsevier, vol. 1(1), pages 3-24, June.
- Devine, T.J. & Kiefer, N.M., 1990. "The Empirical Status Of Job Search Theory," Papers 4-90-1, Pennsylvania State - Department of Economics.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Christensden, B. & Kiefer, N., 1990. "The Exact Likelihood Function for an Empirical Job Search Model," Discussion Paper 1990-17, Tilburg University, Center for Economic Research.
- Christensen, B.J. & Kiefer, N.M., 1990. "The Exact Likelihood Function For An Empirical Job Search Model," Papers 9017, Tilburg - Center for Economic Research.
- Christensden, B. & Kiefer, N., 1990. "The Exact Likelihood Function for an Empirical Job Search Model," Other publications TiSEM 33e2c086-cced-423c-a530-3, Tilburg University, School of Economics and Management.
- 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.
- Kiefer, Nicholas M., 1989. "A value function arising in the economics of information," Journal of Economic Dynamics and Control, Elsevier, vol. 13(2), pages 201-223, April.
- 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.
- Easley, David & Kiefer, Nicholas M, 1988. "Controlling a Stochastic Process with Unknown Parameters," Econometrica, Econometric Society, vol. 56(5), pages 1045-1064, September.
- Kiefer, Nicholas M, 1988. "Economic Duration Data and Hazard Functions," Journal of Economic Literature, American Economic Association, vol. 26(2), pages 646-679, June.
- 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.
- 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.
- 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.
- Kiefer, Nicholas M., 1985. "A score-type test based on higher-order derivatives," Economics Letters, Elsevier, vol. 18(4), pages 301-303.
- 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.
- 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.
- David Easley & Nicholas M. Kiefer & Uri Possen, 1985. "An Equilibrium Analysis of Optimal Unemployment Insurance and Taxation," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 100(Supplemen), pages 989-1010.
- 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.
- 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.
- Kiefer, Nicholas M., 1985. "Editor's introduction," Journal of Econometrics, Elsevier, vol. 28(1), pages 1-3, April.
- 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.
- Kiefer, Nicholas M., 1984. "Microeconometric evidence on the neoclassical model of demand," Journal of Econometrics, Elsevier, vol. 25(3), pages 285-302, July.
- 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.
- Kiefer, Nicholas M & Skoog, Gary R, 1984. "Local Asymptotic Specification Error Analysis," Econometrica, Econometric Society, vol. 52(4), pages 873-885, July.
- Kiefer, Nicholas M. & Salmon, Mark, 1983.
"Testing normality in econometric models,"
Economics Letters, Elsevier, vol. 11(1-2), pages 123-127.
- Kiefer, Nicholas & Salmon, Mark, 1982. "Testing Normality In Econometric Models," Economic Research Papers 269159, University of Warwick - Department of Economics.
- 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.
- Kiefer, Nicholas M., 1983. "An integral occuring in duration models with heterogeneity," Economics Letters, Elsevier, vol. 11(3), pages 251-256.
- Kiefer, Nicholas M., 1982. "Identifying restrictions in limited information analysis of the schooling coefficient in a wage equation," Journal of Econometrics, Elsevier, vol. 18(2), pages 219-237, February.
- Kiefer, Nicholas M & Neumann, George R, 1981. "Individual Effects in a Nonlinear Model: Explicit Treatment of Heterogeneity in the Empirical Job-Search Model," Econometrica, Econometric Society, vol. 49(4), pages 965-979, June.
- 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.
- 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.
- 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.
- Kiefer, Nicholas M, 1980. "A Note on Switching Regressions and Logistic Discrimination," Econometrica, Econometric Society, vol. 48(4), pages 1065-1069, May.
- 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.
- Kiefer, Nicholas M, 1979. "On the Value of Sample Separation Information," Econometrica, Econometric Society, vol. 47(4), pages 997-1003, July.
- 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.
- 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.
- 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).
- Kiefer, Nicholas M, 1978. "Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model," Econometrica, Econometric Society, vol. 46(2), pages 427-434, March.
- 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.
- 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.
- 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.
Chapters
- 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.
Books
- Kiefer,Nicholas M. & Neumann,George R., 2006.
"Search Models and Applied Labor Economics,"
Cambridge Books,
Cambridge University Press, number 9780521024648.
- Kiefer,Nicholas M. & Neumann,George R., 1989. "Search Models and Applied Labor Economics," Cambridge Books, Cambridge University Press, number 9780521360531.
- Devine, Theresa J. & Kiefer, Nicolas M., 1991. "Empirical Labor Economics: The Search Approach," OUP Catalogue, Oxford University Press, number 9780195059366.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-BAN: Banking (6) 2006-08-19 2007-09-02 2007-09-24 2009-02-07 2009-02-07 2015-05-09. Author is listed
- NEP-ECM: Econometrics (6) 2009-02-07 2009-02-07 2009-09-26 2009-09-26 2013-02-03 2015-05-09. Author is listed
- NEP-RMG: Risk Management (3) 2009-02-07 2009-02-07 2015-05-09
- NEP-EFF: Efficiency and Productivity (1) 2006-08-19
- NEP-FIN: Finance (1) 2006-08-19
- NEP-FMK: Financial Markets (1) 2006-08-19
- NEP-IAS: Insurance Economics (1) 2015-05-09
- NEP-UPT: Utility Models and Prospect Theory (1) 2007-02-24
- NEP-URE: Urban and Real Estate Economics (1) 2015-05-09
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