Nicholas M. Kiefer
Names
first: 
Nicholas 
middle: 
M. 
last: 
Kiefer 
in English: 
Kiefer, Nick 
Contact
Affiliations

Cornell University
→ Department of Economics
 website
 location: Ithaca, New York (United States)

Cornell University
→ Department of Economics
→ Center for Analytic Economics
 website
 location: Ithaca, New York (United States)

Cornell University Department of Statistical Science
Research profile
author of:

A simulation estimator for testing the time homogeneity of credit rating transitions
by Kiefer, Nicholas M. & Larson, C. Erik

Optimal Learning with Endogenous Data.
by Easley, David & Kiefer, Nicholas M.

Default Estimation for LowDefault Portfolios
by Kiefer, Nicholas M.

Menu Pricing: An Experimental Approach.
by Kiefer, Nicholas M. & Kelly, Thomas J. & Burdett, Kenneth

A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITYAUTOCORRELATION ROBUST TESTS
by Kiefer, Nicholas M. & Vogelsang, Timothy J.

Robust Nonnested Testing and the Demand for Money
by Choi, HwanSik & Kiefer, Nicholas M.

Estimation of fixed effect models for time series of crosssections with arbitrary intertemporal covariance
by Kiefer, Nicholas M.

Default Estimation and Expert Information: All Likely Dataset Analysis and Robust Validation
by Kiefer, Nicholas M.

On the existence of universally convergent mechanisms
by Bala, Venkatesh & Kiefer, Nicholas M.

A New Approach to the Asymptotics of HAC Robust Testing in Econometrics
by Kiefer, Nick & Vogelsang, Tim

IncentiveCompatible Elicitation of Quantiles
by Kiefer, Nicholas M.

How Long Is a Spell of Unemployment? Illusions and Biases in the Use of CPS Data.
by Kiefer, Nicholas M. & Lundberg, Shelly J. & Neumann, George R.

Evidence of nonMarkovian behavior in the process of bank rating migrations
by José E. GómezGonzalez & Nicholas M. Kiefer

Federally subsidized occupational training and the employment and earnings of male trainees
by Kiefer, Nicholas M.

The Bayesian Approach to Default Risk: A Guide
by Jacobs, Michael & Kiefer, Nicholas M.

A Bayesian Analysis of Commodity Demand and Labor Supply.
by Kiefer, Nicholas M.

One Day in the Life of a Very Common Stock.
by Easley, David & Kiefer, Nicholas M. & O'Hara, Maureen

Population Heterogeneity and Inference from Panel Data on the Effects of Vocational Education.
by Kiefer, Nicholas M.

Specification and Informational Issues in Credit Scoring
by Kiefer, Nicholas M. & Larson, C. Erik

Optimal Control of an Unknown Linear Process with Learning.
by Kiefer, Nicholas M. & Nyarko, Yaw

Default Estimation, Correlated Defaults, and Expert Information
by Kiefer, Nicholas M.

Layoffs and duration dependence in a model of turnover
by Burdett, Kenneth & Kiefer, Nicholas M. & Sharma, Sunil

The Smooth Colonel Meets the Reverend
by Kiefer, Nicholas M. & Racine, Jeffrey S.

Equilibrium Search Models and the Transition from School to Work.
by Bowlus, Audra J. & Kiefer, Nicholas M. & Neumann, George R.

Geometry of the LogLikelihood Ratio Statistic in Misspecified Models
by Choi, Hwansik & Kiefer, Nicholas M.

Default Estimation and Expert Information
by Kiefer, Nicholas M.

Bank Failure: Evidence from the Colombia Financial Crisis
by GomezGonzalez, Jose E. & Kiefer, Nicholas M.

Fitting Equilibrium Search Models to Labour Market Data
by Audra J. Bowlus & Nicholas M. Kiefer & George R. Neumann

The empirical status of job search theory
by Devine, T. J. & Kiefer, N. M.

Local Externalities and Societal Adoption of Technologies.
by An, M. Y. & Kiefer, N. M.

THE EMPIRICAL STATUS OF JOB SEARCH THEORY.
by DEVINE, T. J. & KIEFER, N. M.

Specification and Estimation of Equilibrium Search Models
by H. Bunzel & Bent Jesper Christensen & Peter Jensen & Nicholas Kiefer & L. Korsholm & L. Muus & G. R. Neumann & Michael Rosholm

Equilibrium Search with Human Capital Accumulation.
by Bunzel, H. & Christensen, B. J. & Kiefer, N. M. & Korsholm, L.

A Note on Switching Regressions and Logistic Discrimination.
by Kiefer, Nicholas M.

The Maximum Entropy Distribution for Stochastically Ordered Random Variables with Fixed Marginals
by Kiefer, Nicholas M.

Simple Robust Testing of Regression Hypotheses
by Nicholas M. Kiefer & Timothy J. Vogelsang & Helle Bunzel

The Economics of the Diaspora: Discrimination and Occupational Structure.
by Brenner, Reuven & Kiefer, Nicholas M.

Equilibrium Search Models and The Transition from School to Work
by Audra J. Bowlus & Nicholas M. Kiefer & George R. Neumann

Employment Contracts, Job Search Theory, and Labour Turnover: Preliminary Empirical Results.
by Kiefer, Nicholas M.

HeteroskedasticityAutocorrelation Robust Standard Errors Using the Bartlett Kernel without Truncation
by Kiefer, Nicholas M.

Bayesian Analysis of the Prototypal Search Model.
by Kiefer, Nicholas M. & Steel, Mark F. J.

Introduction: The Microeconometrics of Dynamic Decision Making.
by Kapteyn, Arie & Kiefer, Nicholas M. & Rust, John

The Exact Likelihood Function for an Empirical Job Search Model
by Christensen, Bent Jesper & Kiefer, Nicholas M.

Software evaluation: EasyReg International
by Choi, Hwansik & Kiefer, Nicholas M.

A Proposition and an Example in the Theory of Job Search with Hours Constraints.
by Kiefer, Nicholas M.

Equilibrium Search Models and The Transition from School to Work.
by Bowlus, A. J. & Kiefer, N. M. & Neumann, G. R.

Approximate Distributions in Essentially Linear Models.
by An, M. Y. & Christensen, B. J. & Kiefer, N. M.

Identifying restrictions in limited information analysis of the schooling coefficient in a wage equation
by Kiefer, Nicholas M.

EMPIRICAL LABOR ECONOMICS IN THE SEARCH FRAMEWORK
by DEVINE, T. J. & KIEFER, N. M.

Fitting Equilibrium Search Models to Labour Market Data.
by Bowlus, A. J. & Kiefer, N. M. & Neumann, G. R.

Simple Robust Testing of Hypotheses in Nonlinear Models
by Bunzel H. & Kiefer N. M. & Vogelsang T. J.

Microeconometric evidence on the neoclassical model of demand
by Kiefer, Nicholas M.

A Monte Carlo EM method for estimating multinomial probit models
by Natarajan, Ranjini & McCulloch, Charles E. & Kiefer, Nicholas M.

On the Value of Sample Separation Information.
by Kiefer, Nicholas M.

Specification diagnostics based on Laguerre alternatives for econometric models of duration
by Kiefer, Nicholas M.

Statistical Manifolds and Separate Inference
by Christensen, Bent J. & Kiefer, Nicholas M.

Panel Data, Local Cuts, and Orthogeodesic Models
by Bent Jesper Christensen & Nicholas Kiefer

Inference in nonlinear panel models with partially missing observations The case of the equilibrium search model
by Christensen, Bent Jesper & Kiefer, Nicholas M.

HeteroskedasticityAutocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation
by Nicholas M. Kiefer & Timothy J. Vogelsang

Editor's introduction
by Kiefer, Nicholas M.

A value function arising in the economics of information
by Kiefer, Nicholas M.

Estimation of Equilibrium Wage Distributions with Heterogeneity.
by Bowlus, Audra J. & Kiefer, Nicholas M. & Neumann, George R.

Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model.
by Kiefer, Nicholas M.

HETEROSKEDASTICITYAUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE
by Kiefer, Nicholas M. & Vogelsang, Timothy J.

A Simple Test for Heterogeneity in Exponential Models of Duration.
by Kiefer, Nicholas M.

Panel Data, Local Cuts, and Orthogeodesic Models.
by Christensen, B. J. & Kiefer, N. M.

Correlated Defaults, Temporal Correlation, Expert Information and Predictability of Default Rates
by Kiefer, Nicholas M.

Simple Robust Testing of Regression Hypotheses
by Kiefer, Nicholas M. & Bunzel, Helle & Vogelsang, Timothy & Vogelsang, Timothy & Bunzel, Helle

Limited Information Analysis of a Small Underidentified Macroeconomic Model.
by Kiefer, Nicholas M.

A scoretype test based on higherorder derivatives
by Kiefer, Nicholas M.

Economic Duration Data and Hazard Functions.
by Kiefer, Nicholas M.

An Equilibrium Analysis of Fiscal Policy with Uncertainty and Incomplete Markets.
by Easley, David & Kiefer, Nicholas M. & Possen, Uri M.

Approximate Distributions in Essentially Linear Models
by An, Mark Y. & Christensen, Bent Jesper & Kiefer, Nicholas M.

Default estimation for lowdefault portfolios
by Kiefer, Nicholas M.

CreamSkimming or ProfitSharing? The Curious Role of Purchased Order Flow.
by Easley, David & Kiefer, Nicholas M. & O'Hara, Maureen

Search Models and Applied Labor Economics
by Kiefer, Nicholas M. & Neumann, George R.

Measurement Error in the Prototypal JobSearch Model.
by Christensen, Bent Jesper & Kiefer, Nicholas M.

The empirical status of job search theory
by Devine, Theresa J. & Kiefer, Nicholas M.

Evidence of nonMarkovian behavior in the process of bank rating migrations
by José E. Gómez González & Nicholas M. Kiefer

Testing Normality in Econometric Models
by Kiefer, Nicholas M. & Salmon, Mark

Controlling a Stochastic Process with Unknown Parameters.
by Easley, David & Kiefer, Nicholas M.

How Long is a Spell of Unemployment?: Illusions and Biases in the Use of CPS Data
by Nicholas M. Kiefer & Shelly J. Lundberg & George R. Neumann

Testing normality in econometric models
by Kiefer, Nicholas M. & Salmon, Mark

Robust Model Selection in Dynamic Models with an Application to Comparing Predictive Accuracy
by Choi, Hwansik & Kiefer, Nicholas M.

Development and Validation of CreditScoring Models
by Glennon, Dennis & Kiefer, Nicholas M. & Larson, C. Erik & Choi, Hwansik

Evidence of nonMarkovian behavior in the process of bank rating migrations
by José E. Gómez González & Nicholas M. Kiefer

THE EXACT LIKELIHOOD FUNCTION FOR AN EMPIRICAL JOB SEARCH MODEL.
by CHRISTENSEN, B. J. & KIEFER, N. M.

Evidence on the Role of Education in Labor Turnover
by Nicholas M. Kiefer

An integral occuring in duration models with heterogeneity
by Kiefer, Nicholas M.

Fitting Equilibrium Search Models to Labor Market Data
by Audra J. Bowlus & Nicholas M. Kiefer & George R. Neumann

American macroeconomics Between World War I and the Depression.
by Laidler, D.

Fitting Equilibrium Search Models to Labor Market Data.
by Bowlus, A. J. & Kiefer, N. M. & Neumann, G. R.

Explaining time to bank failure in Colombia during the financial crisis of the late 1990s
by Jose E. GomezGonzalez & Nicholas M. Kiefer

A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transition
by Kiefer, Nicholas M. & Larson, C. Erik

A New Asymptotic Theory for HeteroskedasticityAutocorrelation Robust Tests
by Kiefer, Nicholas M. & Vogelsang, Timothy J.

Simple Robust Testing of Hypothesis in NonLinear Models
by Bunzel, Helle & Kiefer, Nicholas M. & Vogelsang, Timothy

An Empirical JobSearch Model, with a Test of the Constant ReservationWage Hypothesis.
by Kiefer, Nicholas M. & Neumann, George R.

Individual Effects in a Nonlinear Model: Explicit Treatment of Heterogeneity in the Empirical JobSearch Model.
by Kiefer, Nicholas M. & Neumann, George R.

Evolution and Equilibria Selection of Repeated Lattice Games
by An, Mark Y. & Kiefer, Nicholas M.

Annual Default Rates and Probably Less Than LongRun Average Annual Default Rates
by Kiefer, Nicholas M.

Improving robust model selection tests for dynamic models
by Hwansik Choi & Nicholas M. Kiefer

Local Asymptotic Specification Error Analysis.
by Kiefer, Nicholas M. & Skoog, Gary R.

Evidence of NonMarkovian Behavior in the Process of Bank Rating Migrations
by José E. GómezGonzález & Nicholas M. Kiefer.

Empirical Labor Economics: The Search Approach
by Devine, Theresa J. & Kiefer, Nicolas M.

Default estimation, correlated defaults, and expert information
by Nicholas M. Kiefer

The Smooth Colonel and the Reverend Find Common Ground
by Nicholas M. Kiefer & Jeffrey S. Racine

Search Models and Applied Labor Economics
by Kiefer, Nicholas M. & Neumann, George R.

The Exact Likelihood Function for an Empirical Job Search Model
by Christensden, B. & Kiefer, N.

Comment
by Nicholas M. Kiefer

Wage and Wage Discrimination Across Regions
by Nicholas M. Kiefer & Sharon P. Smith

An empirical jobsearch model, with a test of the constant reservationwage hypothesis
by KIEFER, Nicholas M. & NEUMANN, George R.

Quadratic Utility, Labor Supply and Commodity Demand
by Nicholas M. Kiefer

Counting Processes for Retail Default Modeling
by Nicholas M. Kiefer & C. Erik Larson

An Equilibrium Analysis of Optimal Unemployment Insurance and Taxation
by David Easley & Nicholas M. Kiefer & Uri Possen

BANK FAILURE: EVIDENCE FROM THE COLOMBIAN FINANCIAL CRISIS
by JosÃ E. GÃ³mezGonzalez & Nicholas M. Kiefer

A Note on Regime Classification in Disequilibrium Models
by Nicholas M. Kiefer

Earnings, Unemployment, and the Allocation of Time Over Time
by Kenneth Burdett & Nicholas M. Kiefer & Dale T. Mortensen & George R. Neumann

Bayesian Estimation of the Earnings Function
by Nicholas M. Kiefer

A Bayesian Analysis of Labor Supply and Commodity Demand
by Nicholas M. Kiefer