Nicholas M. Kiefer

Names

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
  • website
  • location: Ithaca, NY

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 Low-Default Portfolios
  by Kiefer, Nicholas M.
• Menu Pricing: An Experimental Approach.
  by Kiefer, Nicholas M. & Kelly, Thomas J. & Burdett, Kenneth
• A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
  by Kiefer, Nicholas M. & Vogelsang, Timothy J.
• Robust Nonnested Testing and the Demand for Money
  by Choi, Hwan-Sik & Kiefer, Nicholas M.
• Estimation of fixed effect models for time series of cross-sections 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
• Incentive-Compatible 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 non-Markovian behavior in the process of bank rating migrations
  by José E. Gómez-Gonzalez & 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 Log-Likelihood Ratio Statistic in Misspecified Models
  by Choi, Hwan-sik & Kiefer, Nicholas M.
• Default Estimation and Expert Information
  by Kiefer, Nicholas M.
• Bank Failure: Evidence from the Colombia Financial Crisis
  by Gomez-Gonzalez, 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.
• Heteroskedasticity-Autocorrelation 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, Hwan-sik & 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 non-linear panel models with partially missing observations The case of the equilibrium search model
  by Christensen, Bent Jesper & Kiefer, Nicholas M.
• Heteroskedasticity-Autocorrelation 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.
• HETEROSKEDASTICITY-AUTOCORRELATION 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 score-type test based on higher-order 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 low-default portfolios
  by Kiefer, Nicholas M.
• Cream-Skimming or Profit-Sharing? 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 Job-Search Model.
  by Christensen, Bent Jesper & Kiefer, Nicholas M.
• The empirical status of job search theory
  by Devine, Theresa J. & Kiefer, Nicholas M.
• Evidence of non-Markovian 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, Hwan-sik & Kiefer, Nicholas M.
• Development and Validation of Credit-Scoring Models
  by Glennon, Dennis & Kiefer, Nicholas M. & Larson, C. Erik & Choi, Hwan-sik
• Evidence of non-Markovian 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. Gomez-Gonzalez & 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 Heteroskedasticity-Autocorrelation Robust Tests
  by Kiefer, Nicholas M. & Vogelsang, Timothy J.
• Simple Robust Testing of Hypothesis in Non-Linear Models
  by Bunzel, Helle & Kiefer, Nicholas M. & Vogelsang, Timothy
• An Empirical Job-Search Model, with a Test of the Constant Reservation-Wage Hypothesis.
  by Kiefer, Nicholas M. & Neumann, George R.
• Individual Effects in a Nonlinear Model: Explicit Treatment of Heterogeneity in the Empirical Job-Search 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 Long-Run Average Annual Default Rates
  by Kiefer, Nicholas M.
• Improving robust model selection tests for dynamic models
  by Hwan-sik Choi & Nicholas M. Kiefer
• Local Asymptotic Specification Error Analysis.
  by Kiefer, Nicholas M. & Skoog, Gary R.
• Evidence of Non-Markovian Behavior in the Process of Bank Rating Migrations
  by José E. Gómez-González & 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 job-search model, with a test of the constant reservation-wage 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 Josà E. Gómez-Gonzalez & 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