Nicholas M. Kiefer
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Nicholas |
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Kiefer |
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author of:
- Counting Processes for Retail Default Modeling (RePEc:aah:create:2015-17)
by Nicholas M. Kiefer & C. Erik Larson - Economic Duration Data and Hazard Functions (RePEc:aea:jeclit:v:26:y:1988:i:2:p:646-79)
by Kiefer, Nicholas M - Testing Normality In Econometric Models (RePEc:ags:uwarer:269159)
by Kiefer, Nicholas & Salmon, Mark - Explaining time to bank failure in Colombia during the financial crisis of the late 1990s (RePEc:bdr:borrec:400)
by Jose E. Gomez-Gonzalez & Nicholas M. Kiefer - Evidence of non-Markovian behavior in the process of bank rating migrations (RePEc:bdr:borrec:448)
by José E.Gómez González & Nicholas M. Kiefer - Simple Robust Testing of Hypotheses in Nonlinear Models (RePEc:bes:jnlasa:v:96:y:2001:m:september:p:1088-1096)
by Bunzel H. & Kiefer N. M. & Vogelsang T. J. - Menu Pricing: An Experimental Approach (RePEc:bes:jnlbes:v:12:y:1994:i:3:p:329-37)
by Kiefer, Nicholas M & Kelly, Thomas J & Burdett, Kenneth - Bayesian Analysis of the Prototypal Search Model (RePEc:bes:jnlbes:v:16:y:1998:i:2:p:178-86)
by Kiefer, Nicholas M & Steel, Mark F J - Robust Nonnested Testing and the Demand for Money (RePEc:bes:jnlbes:v:26:y:2008:p:9-17)
by Choi, Hwan-Sik & Kiefer, Nicholas M. - Default Estimation and Expert Information (RePEc:bes:jnlbes:v:28:i:2:y:2010:p:320-328)
by Kiefer, Nicholas M. - How Long Is a Spell of Unemployment? Illusions and Biases in the Use of CPS Data (RePEc:bes:jnlbes:v:3:y:1985:i:2:p:118-28)
by Kiefer, Nicholas M & Lundberg, Shelly J & Neumann, George R - Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow (RePEc:bla:jfinan:v:51:y:1996:i:3:p:811-33)
by Easley, David & Kiefer, Nicholas M & O'Hara, Maureen - Evidence of non-Markovian behavior in the process of bank rating migrations (RePEc:col:000094:003961)
by José E. Gómez-Gonzalez & Nicholas M. Kiefer - Evidence of non-Markovian behavior in the process of bank rating migrations (RePEc:col:000094:004016)
by José E. Gómez González & Nicholas M. Kiefer - An empirical job-search model, with a test of the constant reservation-wage hypothesis (RePEc:cor:louvrp:358)
by KIEFER, Nicholas M. & NEUMANN, George R. - Search Models and Applied Labor Economics (RePEc:cup:cbooks:9780521024648)
by Kiefer,Nicholas M. & Neumann,George R. - Search Models and Applied Labor Economics (RePEc:cup:cbooks:9780521360531)
by Kiefer,Nicholas M. & Neumann,George R. - Heteroskedasticity-Autocorrelation Robust Testing Using Bandwidth Equal To Sample Size (RePEc:cup:etheor:v:18:y:2002:i:06:p:1350-1366_18)
by Kiefer, Nicholas M. & Vogelsang, Timothy J. - A New Asymptotic Theory For Heteroskedasticity-Autocorrelation Robust Tests (RePEc:cup:etheor:v:21:y:2005:i:06:p:1130-1164_05)
by Kiefer, Nicholas M. & Vogelsang, Timothy J. - The Exact Likelihood Function for an Empirical Job Search Model (RePEc:cup:etheor:v:7:y:1991:i:04:p:464-486_00)
by Christensen, Bent Jesper & Kiefer, Nicholas M. - Evolution and Equilibria Selection of Repeated Lattice Games (RePEc:duk:dukeec:95-32)
by An, Mark Y. & Kiefer, Nicholas M. - Approximate Distributions in Essentially Linear Models (RePEc:duk:dukeec:98-10)
by An, Mark Y. & Christensen, Bent Jesper & Kiefer, Nicholas M. - Statistical Manifolds and Separate Inference (RePEc:ecl:corcae:00-05)
by Christensen, Bent J. & Kiefer, Nicholas M. - A New Approach to the Asymptotics of HAC Robust Testing in Econometrics (RePEc:ecl:corcae:00-09)
by Kiefer, Nick & Vogelsang, Tim - Heteroskedasticity-Autocorrelation Robust Standard Errors Using the Bartlett Kernel without Truncation (RePEc:ecl:corcae:01-13)
by Kiefer, Nicholas M. - A New Asymptotic Theory for Heteroskedasticity-Autocorrelation Robust Tests (RePEc:ecl:corcae:05-08)
by Kiefer, Nicholas M. & Vogelsang, Timothy J. - Default Estimation for Low-Default Portfolios (RePEc:ecl:corcae:06-08)
by Kiefer, Nicholas M. - Robust Model Selection in Dynamic Models with an Application to Comparing Predictive Accuracy (RePEc:ecl:corcae:06-09)
by Choi, Hwan-sik & Kiefer, Nicholas M. - A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transition (RePEc:ecl:corcae:06-10)
by Kiefer, Nicholas M. & Larson, C. Erik - Specification and Informational Issues in Credit Scoring (RePEc:ecl:corcae:06-11)
by Kiefer, Nicholas M. & Larson, C. Erik - Bank Failure: Evidence from the Colombia Financial Crisis (RePEc:ecl:corcae:06-12)
by Gomez-Gonzalez, Jose E. & Kiefer, Nicholas M. - Default Estimation and Expert Information: All Likely Dataset Analysis and Robust Validation (RePEc:ecl:corcae:07-11)
by Kiefer, Nicholas M. - Development and Validation of Credit-Scoring Models (RePEc:ecl:corcae:07-12)
by Glennon, Dennis & Kiefer, Nicholas M. & Larson, C. Erik & Choi, Hwan-sik - The Smooth Colonel Meets the Reverend (RePEc:ecl:corcae:08-01)
by Kiefer, Nicholas M. & Racine, Jeffrey S. - Default Estimation, Correlated Defaults, and Expert Information (RePEc:ecl:corcae:08-02)
by Kiefer, Nicholas M. - Annual Default Rates and Probably Less Than Long-Run Average Annual Default Rates (RePEc:ecl:corcae:08-03)
by Kiefer, Nicholas M. - The Maximum Entropy Distribution for Stochastically Ordered Random Variables with Fixed Marginals (RePEc:ecl:corcae:09-01)
by Kiefer, Nicholas M. - Geometry of the Log-Likelihood Ratio Statistic in Misspecified Models (RePEc:ecl:corcae:09-08)
by Choi, Hwan-sik & Kiefer, Nicholas M. - Correlated Defaults, Temporal Correlation, Expert Information and Predictability of Default Rates (RePEc:ecl:corcae:09-12)
by Kiefer, Nicholas M. - Incentive-Compatible Elicitation of Quantiles (RePEc:ecl:corcae:09-13)
by Kiefer, Nicholas M. - The Bayesian Approach to Default Risk: A Guide (RePEc:ecl:corcae:10-01)
by Jacobs, Michael & Kiefer, Nicholas M. - Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model (RePEc:ecm:emetrp:v:46:y:1978:i:2:p:427-34)
by Kiefer, Nicholas M - On the Value of Sample Separation Information (RePEc:ecm:emetrp:v:47:y:1979:i:4:p:997-1003)
by Kiefer, Nicholas M - A Note on Switching Regressions and Logistic Discrimination (RePEc:ecm:emetrp:v:48:y:1980:i:4:p:1065-69)
by Kiefer, Nicholas M - Individual Effects in a Nonlinear Model: Explicit Treatment of Heterogeneity in the Empirical Job-Search Model (RePEc:ecm:emetrp:v:49:y:1981:i:4:p:965-79)
by Kiefer, Nicholas M & Neumann, George R - Local Asymptotic Specification Error Analysis (RePEc:ecm:emetrp:v:52:y:1984:i:4:p:873-85)
by Kiefer, Nicholas M & Skoog, Gary R - Controlling a Stochastic Process with Unknown Parameters (RePEc:ecm:emetrp:v:56:y:1988:i:5:p:1045-64)
by Easley, David & Kiefer, Nicholas M - Simple Robust Testing of Regression Hypotheses (RePEc:ecm:emetrp:v:68:y:2000:i:3:p:695-714)
by Nicholas M. Kiefer & Timothy J. Vogelsang & Helle Bunzel - Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation (RePEc:ecm:emetrp:v:70:y:2002:i:5:p:2093-2095)
by Nicholas M. Kiefer & Timothy J. Vogelsang - Panel Data, Local Cuts, and Orthogeodesic Models (RePEc:ecm:wc2000:1108)
by Bent Jesper Christensen & Nicholas Kiefer - Improving robust model selection tests for dynamic models (RePEc:ect:emjrnl:v:13:y:2010:i:2:p:177-204)
by Hwan-sik Choi & Nicholas M. Kiefer - A Monte Carlo EM method for estimating multinomial probit models (RePEc:eee:csdana:v:34:y:2000:i:1:p:33-50)
by Natarajan, Ranjini & McCulloch, Charles E. & Kiefer, Nicholas M. - A value function arising in the economics of information (RePEc:eee:dyncon:v:13:y:1989:i:2:p:201-223)
by Kiefer, Nicholas M. - On the existence of universally convergent mechanisms (RePEc:eee:dyncon:v:18:y:1994:i:2:p:299-316)
by Bala, Venkatesh & Kiefer, Nicholas M. - Testing normality in econometric models (RePEc:eee:ecolet:v:11:y:1983:i:1-2:p:123-127)
by Kiefer, Nicholas M. & Salmon, Mark - An integral occuring in duration models with heterogeneity (RePEc:eee:ecolet:v:11:y:1983:i:3:p:251-256)
by Kiefer, Nicholas M. - A score-type test based on higher-order derivatives (RePEc:eee:ecolet:v:18:y:1985:i:4:p:301-303)
by Kiefer, Nicholas M. - Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance (RePEc:eee:econom:v:14:y:1980:i:2:p:195-202)
by Kiefer, Nicholas M. - Identifying restrictions in limited information analysis of the schooling coefficient in a wage equation (RePEc:eee:econom:v:18:y:1982:i:2:p:219-237)
by Kiefer, Nicholas M. - Microeconometric evidence on the neoclassical model of demand (RePEc:eee:econom:v:25:y:1984:i:3:p:285-302)
by Kiefer, Nicholas M. - Editor's introduction (RePEc:eee:econom:v:28:y:1985:i:1:p:1-3)
by Kiefer, Nicholas M. - Specification diagnostics based on Laguerre alternatives for econometric models of duration (RePEc:eee:econom:v:28:y:1985:i:1:p:135-154)
by Kiefer, Nicholas M. - Layoffs and duration dependence in a model of turnover (RePEc:eee:econom:v:28:y:1985:i:1:p:51-69)
by Burdett, Kenneth & Kiefer, Nicholas M. & Sharma, Sunil - Inference in non-linear panel models with partially missing observations The case of the equilibrium search model (RePEc:eee:econom:v:79:y:1997:i:2:p:201-219)
by Christensen, Bent Jesper & Kiefer, Nicholas M. - Federally subsidized occupational training and the employment and earnings of male trainees (RePEc:eee:econom:v:8:y:1978:i:1:p:111-125)
by Kiefer, Nicholas M. - A simulation estimator for testing the time homogeneity of credit rating transitions (RePEc:eee:empfin:v:14:y:2007:i:5:p:818-835)
by Kiefer, Nicholas M. & Larson, C. Erik - Default estimation for low-default portfolios (RePEc:eee:empfin:v:16:y:2009:i:1:p:164-173)
by Kiefer, Nicholas M. - Software evaluation: EasyReg International (RePEc:eee:intfor:v:21:y:2005:i:3:p:609-616)
by Choi, Hwan-sik & Kiefer, Nicholas M. - The empirical status of job search theory (RePEc:eee:labeco:v:1:y:1993:i:1:p:3-24)
by Devine, Theresa J. & Kiefer, Nicholas M. - The empirical status of job search theory (RePEc:eee:labeco:v:2:y:1995:i:1:p:101a-101a)
by Devine, T. J. & Kiefer, N. M. - Identification and Inference in Dynamic Programming Models (RePEc:eme:ceazzz:s0573-8555(05)75014-8)
by Bent J. Christensen & Nicholas M. Kiefer - Equilibrium Search with Human Capital Accumulation (RePEc:eme:ceazzz:s0573-8555(2000)0000243010)
by Henning Bunzel & Bent J. Christensen & Nicholas M. Kiefer & Lars Korsholm - Fitting Equilibrium Search Models to Labour Market Data (RePEc:fth:clmsre:96-02)
by Bowlus, A.J. & Kiefer, N.M. & Neumann, G.R. - Panel Data, Local Cuts, and Orthogeodesic Models (RePEc:fth:clmsre:97-13)
by Christensen, B.J. & Kiefer, N.M. - Approximate Distributions in Essentially Linear Models (RePEc:fth:clmsre:98-08)
by An, M.Y. & Christensen, B.J. & Kiefer, N.M. - Equilibrium Search with Human Capital Accumulation (RePEc:fth:clmsre:99-11)
by Bunzel, H. & Christensen, B.J. & Kiefer, N.M. & Korsholm, L. - Empirical Labor Economics In The Search Framework (RePEc:fth:pensta:1-88-0)
by Devine, T.J. & Kiefer, N.M. - The Empirical Status Of Job Search Theory (RePEc:fth:pensta:4-90-1)
by Devine, T.J. & Kiefer, N.M. - The Exact Likelihood Function For An Empirical Job Search Model (RePEc:fth:tilbur:9017)
by Christensen, B.J. & Kiefer, N.M. - Bank Failure: Evidence From The Colombian Financial Crisis (RePEc:ibf:ijbfre:v:3:y:2009:i:2:p:15-31)
by José E. Gómez-Gonzalez & Nicholas M. Kiefer - A Bayesian Analysis of Commodity Demand and Labor Supply (RePEc:ier:iecrev:v:18:y:1977:i:1:p:209-18)
by Kiefer, Nicholas M - Limited Information Analysis of a Small Underidentified Macroeconomic Model (RePEc:ier:iecrev:v:22:y:1981:i:2:p:429-42)
by Kiefer, Nicholas M - Optimal Control of an Unknown Linear Process with Learning (RePEc:ier:iecrev:v:30:y:1989:i:3:p:571-86)
by Kiefer, Nicholas M & Nyarko, Yaw - Optimal Learning with Endogenous Data (RePEc:ier:iecrev:v:30:y:1989:i:4:p:963-78)
by Easley, David & Kiefer, Nicholas M - An Equilibrium Analysis of Fiscal Policy with Uncertainty and Incomplete Markets (RePEc:ier:iecrev:v:34:y:1993:i:4:p:935-52)
by Easley, David & Kiefer, Nicholas M & Possen, Uri M - Equilibrium Search Models and the Transition from School to Work (RePEc:ier:iecrev:v:42:y:2001:i:2:p:317-43)
by Bowlus, Audra J & Kiefer, Nicholas M & Neumann, George R - Evidence of Non-Markovian Behavior in the Process of Bank Rating Migrations (RePEc:ioe:cuadec:v:46:y:2009:i:133:p:33-50)
by José E. Gómez-González & Nicholas M. Kiefer. - Simple Robust Testing of Regression Hypotheses (RePEc:isu:genres:1832)
by Kiefer, Nicholas M. & Bunzel, Helle & Vogelsang, Timothy & Vogelsang, Timothy & Bunzel, Helle - Simple Robust Testing of Hypothesis in Non-Linear Models (RePEc:isu:genres:5214)
by Bunzel, Helle & Kiefer, Nicholas M. & Vogelsang, Timothy - Introduction: The Microeconometrics of Dynamic Decision Making (RePEc:jae:japmet:v:10:y:1995:i:s:p:s1-7)
by Kapteyn, Arie & Kiefer, Nicholas M & Rust, John - Estimation of Equilibrium Wage Distributions with Heterogeneity (RePEc:jae:japmet:v:10:y:1995:i:s:p:s119-31)
by Bowlus, Audra J & Kiefer, Nicholas M & Neumann, George R - Employment Contracts, Job Search Theory, and Labour Turnover: Preliminary Empirical Results (RePEc:jae:japmet:v:3:y:1988:i:3:p:169-86)
by Kiefer, Nicholas M - The Smooth Colonel and the Reverend Find Common Ground (RePEc:mcm:deptwp:2013-03)
by Nicholas M. Kiefer & Jeffrey S. Racine - Structural and Reduced Form Approaches to Analyzing Unemployment Durations (RePEc:nbr:nberch:13517)
by Nicholas M. Kiefer & George R. Neumann - How Long is a Spell of Unemployment?: Illusions and Biases in the Use of CPS Data (RePEc:nbr:nberwo:1467)
by Nicholas M. Kiefer & Shelly J. Lundberg & George R. Neumann - An Equilibrium Analysis of Optimal Unemployment Insurance and Taxation (RePEc:oup:qjecon:v:100:y:1985:i:supplement:p:989-1010.)
by David Easley & Nicholas M. Kiefer & Uri Possen - A Note on Regime Classification in Disequilibrium Models (RePEc:oup:restud:v:47:y:1980:i:3:p:637-639.)
by Nicholas M. Kiefer - Earnings, Unemployment, and the Allocation of Time Over Time (RePEc:oup:restud:v:51:y:1984:i:4:p:559-578.)
by Kenneth Burdett & Nicholas M. Kiefer & Dale T. Mortensen & George R. Neumann - One Day in the Life of a Very Common Stock (RePEc:oup:rfinst:v:10:y:1997:i:3:p:805-35)
by Easley, David & Kiefer, Nicholas M & O'Hara, Maureen - Empirical Labor Economics: The Search Approach (RePEc:oxp:obooks:9780195059366)
by Devine, Theresa J. & Kiefer, Nicolas M. - Quadratic Utility, Labor Supply and Commodity Demand (RePEc:pri:indrel:67)
by Nicholas M. Kiefer - Bayesian Estimation of the Earnings Function (RePEc:pri:indrel:74)
by Nicholas M. Kiefer - Wage and Wage Discrimination Across Regions (RePEc:pri:indrel:79)
by Nicholas M. Kiefer & Sharon P. Smith - A Bayesian Analysis of Labor Supply and Commodity Demand (RePEc:pri:indrel:80)
by Nicholas M. Kiefer - Specification and Estimation of Equilibrium Search Models (RePEc:red:issued:v:4:y:2001:i:1:p:90-126)
by H. Bunzel & Bent Jesper Christensen & Peter Jensen & Nicholas Kiefer & L. Korsholm & L. Muus & G. R. Neumann & Michael Rosholm - Development and validation of credit scoring models (RePEc:rsk:journ1:2160687)
by Dennis Glennon & Nicholas M. Kiefer & C. Erik Larson & Hwan-sik Choi - Book Review: Labor Market: Taxation and Labour Supply (RePEc:sae:ilrrev:v:36:y:1982:i:1:p:132-132)
by Nicholas M. Kiefer - Local Externalities and Societal Adoption of Technologies (RePEc:spr:joevec:v:5:y:1995:i:2:p:103-17)
by An, M Y & Kiefer, N M - The smooth colonel and the reverend find common ground (RePEc:taf:emetrv:v:36:y:2017:i:1-3:p:241-256)
by Nicholas M. Kiefer & Jeffrey S. Racine - Correlated defaults, temporal correlation, expert information and predictability of default rates (RePEc:taf:emetrv:v:36:y:2017:i:6-9:p:699-712)
by Nicholas M. Kiefer - The smooth Colonel meets the Reverend (RePEc:taf:gnstxx:v:21:y:2009:i:5:p:521-533)
by Nicholas Kiefer & Jeffrey Racine - Comment (RePEc:taf:jnlbes:v:32:y:2014:i:3:p:322-323)
by Nicholas M. Kiefer - The Exact Likelihood Function for an Empirical Job Search Model (RePEc:tiu:tiucen:33e2c086-cced-423c-a530-3cf82e3d2f98)
by Christensden, B. & Kiefer, N. - The Exact Likelihood Function for an Empirical Job Search Model (RePEc:tiu:tiutis:33e2c086-cced-423c-a530-3cf82e3d2f98)
by Christensden, B. & Kiefer, N. - The Economics of the Diaspora: Discrimination and Occupational Structure (RePEc:ucp:ecdecc:v:29:y:1981:i:3:p:517-34)
by Brenner, Reuven & Kiefer, Nicholas M - Measurement Error in the Prototypal Job-Search Model (RePEc:ucp:jlabec:v:12:y:1994:i:4:p:618-39)
by Christensen, Bent Jesper & Kiefer, Nicholas M - A Simple Test for Heterogeneity in Exponential Models of Duration (RePEc:ucp:jlabec:v:2:y:1984:i:4:p:539-49)
by Kiefer, Nicholas M - A Proposition and an Example in the Theory of Job Search with Hours Constraints (RePEc:ucp:jlabec:v:5:y:1987:i:2:p:211-20)
by Kiefer, Nicholas M - An Empirical Job-Search Model, with a Test of the Constant Reservation-Wage Hypothesis (RePEc:ucp:jpolec:v:87:y:1979:i:1:p:89-107)
by Kiefer, Nicholas M & Neumann, George R - Population Heterogeneity and Inference from Panel Data on the Effects of Vocational Education (RePEc:ucp:jpolec:v:87:y:1979:i:5:p:s213-26)
by Kiefer, Nicholas M - Fitting Equilibrium Search Models to Labor Market Data (RePEc:uia:iowaec:95-17)
by Bowlus, A.J. & Kiefer, N.M. & Neumann, G.R. - Equilibrium Search Models and The Transition from School to Work (RePEc:uia:iowaec:97-05)
by Bowlus, A.J. & Kiefer, N.M. & Neumann, G.R. - American macroeconomics Between World War I and the Depression (RePEc:uwo:uwowop:9601)
by Laidler, D. - Fitting Equilibrium Search Models to Labor Market Data (RePEc:uwo:uwowop:9605)
by Bowlus, A-J & Kiefer, N-M & Neumann, G-R - Union Impact and Wage Discrimination by Region (RePEc:uwp:jhriss:v:12:y:1977:i:4:p:521-534)
by Nicholas M. Kiefer & Sharon P. Smith - Evidence on the Role of Education in Labor Turnover (RePEc:uwp:jhriss:v:20:y:1985:i:3:p:445-452)
by Nicholas M. Kiefer - Default estimation, correlated defaults, and expert information (RePEc:wly:japmet:v:26:y:2011:i:2:p:173-192)
by Nicholas M. Kiefer - Fitting Equilibrium Search Models to Labour Market Data (RePEc:wop:calbem:_005)
by Audra J. Bowlus & Nicholas M. Kiefer & George R. Neumann - Fitting Equilibrium Search Models to Labor Market Data (RePEc:wpa:wuwpem:9602006)
by Audra J. Bowlus & Nicholas M. Kiefer & George R. Neumann - Equilibrium Search Models and The Transition from School to Work (RePEc:wpa:wuwpla:9705004)
by Audra J. Bowlus & Nicholas M. Kiefer & George R. Neumann - Testing Normality in Econometric Models (RePEc:wrk:warwec:216)
by Kiefer, Nicholas M & Salmon, Mark