N. Kiefer

发表

Testing Normality in Econometric Models

N. Kiefer, M. Salmon, Mark Salmon, 1982 .

Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model

N. Kiefer, 1978 .

Development and Validation of Credit Scoring Models

N. Kiefer, D. Glennon, C. Larson, 2008 .

A Note on Switching Regressions and Logistic Discrimination

N. Kiefer, 1980 .

Controlling a Stochastic Process with Unknown Parameters

N. Kiefer, D. Easley, 1988 .

Optimal Control of an Unknown Linear Process with Learning

N. Kiefer, Yaw Nyarko, 1989 .

Economic Duration Data and Hazard Functions

N. Kiefer, 1988 .

A score-type test based on higher-order derivatives

N. Kiefer, 1985 .

Specification diagnostics based on Laguerre alternatives for econometric models of duration

Nicholas M. Kiefer, N. Kiefer, 1985 .

Default Estimation for Low-Default Portfolios

N. Kiefer, 2006 .

Incentive-Compatible Elicitation of Quantiles

N. Kiefer, 2009, 1611.00868.

Evidence of non-Markovian behavior in the process of bank rating migrations

N. Kiefer, Jose E. Gomez-Gonzalez, 2007 .

Economics and the origin of the restaurant.

N. Kiefer, 2002 .

Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow

Maureen O'Hara, N. Kiefer, D. Easley, 1996 .

Equilibrium Search Models and the Transition from School to Work

N. Kiefer, G. Neumann, Audra J. Bowlus, 1997 .

Default estimation, correlated defaults, and expert information

N. Kiefer, 2011 .

The Maximum Entropy Distribution for Stochastically Ordered Random Variables with Fixed Marginals

N. Kiefer, 2009 .

Geometry of the log-likelihood ratio statistic in misspecified models

N. Kiefer, Hwan-sik Choi, 2011 .

Improving Robust Model Selection Tests for Dynamic Models

N. Kiefer, Hwan-sik Choi, 2010 .

Limited Information Analysis of a Small Underidentified Macroeconomic Model

N. Kiefer, 1981 .

The information content of the trading process

David Easley, Nicholas M. Kiefer, Maureen O'Hara, 1997 .

Optimal collection of information by partially informed agents

Nicholas M. Kiefer, N. Kiefer, 1998 .

HANDBOOK OF APPLIED ECONOMETRICS

George R. Neumann, Joel Horowitz, J. Horowitz, 1995 .

IN MANY ECONOMIC SETTINGS under uncertainty an individual agent's action can provide information about the economic environment as well as current reward. This information may be valuable for selecting actions in the future. For

N. Kiefer, D. Easley, 1988 .

Local Cuts and Separate Inference

N. Kiefer, B. Christensen, 1994 .

A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS

Nicholas M. Kiefer, Timothy J. Vogelsang, N. Kiefer, 2005, Econometric Theory.

HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE

Nicholas M. Kiefer, Timothy J. Vogelsang, N. Kiefer, 2002, Econometric Theory.

Simple Robust Testing of Regression Hypotheses

Nicholas M. Kiefer, Helle Bunzel, Timothy J. Vogelsang, 2000 .

Testing for dependence in multivariate probit models

Nicholas M. Kiefer, N. Kiefer, 1982 .

The smooth colonel and the reverend find common ground

Jeffrey S. Racine, N. Kiefer, J. Racine, 2017 .

Counting Processes for Retail Default Modeling

N. Kiefer, C. Larson, 2015 .

Price Recollection and Perceived Value in Restaurants

Thomas J. Kelly, N. Kiefer, 1995 .

HETEROSKEDASTICITY-AUTOCORRELATION ROBUST STANDARD ERRORS USING THE BARTLETT KERNEL WITHOUT TRUNCATION

Nicholas M. Kiefer, Timothy J. Vogelsang, N. Kiefer, 2002 .

Testing Simple Markov Structures for Credit Rating Transitions

N. Kiefer, C. Larson, 2004 .

Financial Panel Data, Local Cuts, and Orthogeodesic Models

N. Kiefer, B. Christensen, 1999 .

Layoffs and Duration Dependence in a Model of Turnover

Nicholas M. Kiefer, Kenneth Burdett, N. Kiefer, 1985 .

A Note on Regime Classification in Disequilibrium Models

N. Kiefer, 1980 .

Specification and Informational Issues in Credit Scoring

N. Kiefer, C. Larson, 2006 .

Contradictory Information: Better Than Nothing? The Paradox of the Two Firefighters

N. Kiefer, J. Dunn, 2019, Outstanding Contributions to Logic.

Bayesian Analysis of Linear Models.

Lyle D. Broemeling, Lyle D. Broemeling, N. Kiefer, 1986 .

Incentive-Compatible Elicitation of Quantiles

N. Kiefer, 2009, 1611.00868.

Empirical Labor Economics: The Search Approach

N. Kiefer, T. J. Devine, 1991 .

Comment

N. Kiefer, 2014 .

Specification and Estimation of Equilibrium Search Models for Denmark

N. Kiefer, G. Neumann, B. Christensen, 2001 .

Bayesian Analysis of the Prototypal Search Model

Mark F. J. Steel, Nicholas M. Kiefer, M. Steel, 1998 .

Bank Failure: Evidence from the Colombia Financial Crisis

N. Kiefer, Jose E. Gomez-Gonzalez, 2006 .

Explaining time to bank failure in Colombia during the financial crisis of the late 1990s

N. Kiefer, Jose E. Gomez-Gonzalez, 2006 .

The Bayesian Approach to Default Risk Analysis and the Prediction of Default Rates

N. Kiefer, Michael Jacobs, 2011 .

Empirical Labor Economics In The Search Framework

N. Kiefer, T. J. Devine, 1988 .

A Proposition and an Example in the Theory of Job Search with Hours Constraints

N. Kiefer, 1987, Journal of Labor Economics.

An Empirical Job-Search Model, with a Test of the Constant Reservation-Wage Hypothesis

Nicholas M. Kiefer, George R. Neumann, N. Kiefer, 1979, Journal of Political Economy.

Earnings, Unemployment, and the Allocation of Time Over Time

Dale T. Mortensen, N. Kiefer, G. Neumann, 1984 .

Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance

Nicholas M. Kiefer, N. Kiefer, 1980 .

The Bayesian Approach to Default Risk: A Guide

N. Kiefer, Michael Jacobs, 2010 .

Approximate Distributions in Essentially Linear Models

N. Kiefer, M. An, B. Christensen, 1998 .

The Counting Process Approach to Default Modeling

Nicholas M. Kiefer, C. Erik Larson, N. Kiefer, 2013 .

Default Estimation for Low-Default Portfolios

N. Kiefer, 2006 .

Default Estimation and Expert Information

Nicholas M. Kiefer, N. Kiefer, 2010 .

Default estimation and expert information: All likely dataset analysis and robust validation

Nicholas M. Kiefer, N. Kiefer, 2007 .

Robust Nonnested Testing and the Demand for Money

N. Kiefer, Hwan-sik Choi, 2008 .

Robust Model Selection in Dynamic Models with an Application to Comparing Predictive Accuracy

N. Kiefer, Hwan-sik Choi, 2006 .

Differential Geometry and Bias Correction in Nonnested Hypothesis Testing

N. Kiefer, Hwan-sik Choi, 2006 .

Fitting Equilibrium Search Models to Labor Market Data

N. Kiefer, G. Neumann, Audra J. Bowlus, 1996 .

The Economics of the Diaspora: Discrimination and Occupational Structure

Nicholas M. Kiefer, Reuven Brenner, N. Kiefer, 1981, Economic Development and Cultural Change.

Identification and Inference in Dynamic Programming Models

N. Kiefer, B. Christensen, 2006 .

Liquidity, Information, and Infrequently Traded Stocks

David Easley, Nicholas M. Kiefer, Maureen O'Hara, 1996 .

One Day in the Life of a Very Common Stock

David Easley, Nicholas M. Kiefer, Maureen O'Hara, 1997 .

Menu Pricing: An Experimental Approach

Thomas J. Kelly, N. Kiefer, K. Burdett, 1994 .

A Demand-Based Approach to Menu Pricing

Thomas J. Kelly, N. Kiefer, K. Burdett, 1994 .

Specification and Estimation of Equilibrium Search Models

N. Kiefer, G. Neumann, B. Christensen, 2001 .

An Equilibrium Analysis of Optimal Unemployment Insurance and Taxation

N. Kiefer, D. Easley, U. Possen, 1985 .

LOCAL ASYMPTOTIC SPECIFICATION ERROR ANALYSIS

N. Kiefer, Gary R. Skoog, 1984 .

Identifying restrictions in limited information analysis of the schooling coefficient in a wage equation

N. Kiefer, 1982 .

Population Heterogeneity and Inference from Panel Data on the Effects of Vocational Education

Nicholas M. Kiefer, N. Kiefer, 1979, Journal of Political Economy.

THE EMPIRICAL STATUS OF JOB SEARCH THEORY

N. Kiefer, T. J. Devine, 1993 .

Inference in non-linear panel models with partially missing observations The case of the equilibrium search model

Bent Jesper Christensen, Nicholas M. Kiefer, N. Kiefer, 1997 .

Simple Robust Testing of Hypotheses in Nonlinear Models

Nicholas M. Kiefer, Helle Bunzel, Timothy J. Vogelsang, 2001 .

Simple Robust Testing of Hypotheses in Non-Linear Models

N. Kiefer, T. Vogelsang, Helle Bunzel, 1998 .

Panel Data, Local Cuts, and Orthogeodesic Models

Bent Jesper Christensen, Nicholas M. Kiefer, N. Kiefer, 2000 .

ESTIMATION OF EQUILIBRIUM WAGE DISTRIBUTIONS WITH HETEROGENEITY

Nicholas M. Kiefer, George R. Neumann, N. Kiefer, 1995 .

Measurement Error in the Prototypal Job-Search Model

N. Kiefer, B. Christensen, 1994, Journal of Labor Economics.

The Exact Likelihood Function for an Empirical Job Search Model

Bent Jesper Christensen, Nicholas M. Kiefer, N. Kiefer, 1991, Econometric Theory.

Individual Effects in a Nonlinear Model: Explicit Treatment of Heterogeneity in the Empirical Job-Search Model

N. Kiefer, G. Neumann, 1981 .

The Asset Pricing Approach to the Rate of Return to Human Capital : An Equilibrium Search Framework for Denmark

N. Kiefer, B. Christensen, H. Bunzel, 1999 .

N. Kiefer, 2017 .

How Long is a Spell of Unemployment?: Illusions and Biases in the Use of CPS Data

N. Kiefer, G. Neumann, S. Lundberg, 1984 .

Local externalities and societal adoption of technologies

Nicholas M. Kiefer, Mark Yuying An, N. Kiefer, 1995 .

Search Models And Applied Labor Economics

N. Kiefer, G. Neumann, 1989 .

" Fixed-smoothing Asymptotics and Ac- Curate F Approximation Using Vector Autoregressive Covariance Ma

N. Kiefer, 2014 .

The economic benefits from four employment and training programs

Nicholas M. Kiefer, N. Kiefer, 1979 .

Savage-Bayesian models of economics

N. Kiefer, Yaw Nyarko, 1995 .

Union Impact and Wage Discrimination

N. Kiefer, S. P. Smith, 1975 .

Microeconometric evidence on the neoclassical model of demand

N. Kiefer, 1984 .

The Probability Approach to Default Probabilities

N. Kiefer, 2007 .

A Monte Carlo EM method for estimating multinomial probit models

C. McCulloch, N. Kiefer, R. Natarajan, 2000 .

Maximum likelihood for the multinomial probit model

Ranjini Natarajan, Charles E. McCulloch, Nicholas M. Kiefer, 1995 .

An Equilibrium Analysis of Fiscal Policy with Uncertainty and Incomplete Markets

N. Kiefer, D. Easley, U. Possen, 1993 .

Panel data, local cuts and orthogeodesic

N. Kiefer, B. Christensen, 2000 .

On the existence of universally convergent mechanisms

N. Kiefer, Venkatesh Bala, 1994 .

recently proposed by Kiefer, Vogelsang, and Bunzel (2000) are exactly equivalent to using Bartlett kernel HAC standard errors without truncation. This result suggests that valid tests (asymptotically pivotal) can be constructed using kernel based estimators with band-

N. Kiefer, T. Vogelsang, 2002 .

Quadratic Utility, Labor Supply and Commodity Demand

N. Kiefer, 1975 .

Union Impact and Wage Discrimination by Region

N. Kiefer, S. P. Smith, 1977 .

EMPLOYMENT CONTRACTS, JOB SEARCH THEORY, AND LABOUR TURNOVER: PRELIMINARY EMPIRICAL RESULTS

N. Kiefer, 1988 .

Evidence on the Role of Education in Labor Turnover

N. Kiefer, 1985 .

On the Value of Sample Separation Information

N. Kiefer, 1979 .