Access Statistics for Nicholas M. Kiefer

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Analysis of Labor Supply and Commodity Demand 0 0 0 3 0 0 2 11
A New Approach to the Asymptotics of HAC Robust Testing in Econometrics 0 0 0 23 0 0 4 97
A New Asymptotic Theory for Heteroskedasticity-Autocorrelation Robust Tests 0 1 3 129 1 3 18 348
A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transition 0 0 0 63 1 2 8 220
American macroeconomics Between World War I and the Depression 0 0 0 0 0 4 13 360
An empirical job-search model, with a test of the constant reservation-wage hypothesis 0 0 1 12 2 3 13 47
Annual Default Rates and Probably Less Than Long-Run Average Annual Default Rates 0 1 1 58 0 2 4 257
Approximate Distributions in Essentially Linear Models 0 0 0 0 1 2 4 394
Approximate Distributions in Essentially Linear Models 0 0 0 59 0 1 7 472
Bank Failure: Evidence from the Colombia Financial Crisis 0 0 14 225 2 2 29 643
Bayesian Estimation of the Earnings Function 0 0 0 0 0 0 4 10
Correlated Defaults, Temporal Correlation, Expert Information and Predictability of Default Rates 0 0 0 20 0 0 0 66
Counting Processes for Retail Default Modeling 0 0 2 66 2 4 13 112
Default Estimation and Expert Information: All Likely Dataset Analysis and Robust Validation 0 0 0 34 0 0 2 126
Default Estimation for Low-Default Portfolios 1 1 3 110 3 5 10 280
Default Estimation, Correlated Defaults, and Expert Information 0 0 0 91 0 0 2 137
Development and Validation of Credit-Scoring Models 0 0 1 633 0 1 5 1,726
EMPIRICAL LABOR ECONOMICS IN THE SEARCH FRAMEWORK 0 0 0 0 0 1 8 392
Equilibrium Search Models and The Transition from School to Work 0 1 1 217 0 2 7 1,226
Equilibrium Search Models and The Transition from School to Work 0 0 0 0 0 1 4 714
Equilibrium Search with Human Capital Accumulation 0 0 0 0 2 2 8 474
Evidence of non-Markovian behavior in the process of bank rating migrations 0 0 0 65 1 5 25 219
Evidence of non-Markovian behavior in the process of bank rating migrations 0 0 3 39 1 2 20 136
Evidence of non-Markovian behavior in the process of bank rating migrations 0 1 1 44 2 7 26 167
Evolution and Equilibria Selection of Repeated Lattice Games 0 1 1 62 0 2 7 366
Explaining time to bank failure in Colombia during the financial crisis of the late 1990s 1 1 7 118 3 6 18 410
Fitting Equilibrium Search Models to Labor Market Data 0 0 0 0 0 2 3 144
Fitting Equilibrium Search Models to Labor Market Data 0 0 0 309 0 2 4 1,725
Fitting Equilibrium Search Models to Labour Market Data 0 0 0 70 0 1 2 366
Fitting Equilibrium Search Models to Labour Market Data 0 0 0 0 0 1 5 596
Geometry of the Log-Likelihood Ratio Statistic in Misspecified Models 0 0 0 60 0 1 3 347
Heteroskedasticity-Autocorrelation Robust Standard Errors Using the Bartlett Kernel without Truncation 0 0 0 81 2 4 18 444
How Long is a Spell of Unemployment?: Illusions and Biases in the Use of CPS Data 0 0 0 84 1 1 2 852
Incentive-Compatible Elicitation of Quantiles 0 0 0 6 0 0 9 53
Panel Data, Local Cuts, and Orthogeodesic Models 0 0 0 0 1 2 6 639
Panel Data, Local Cuts, and Orthogeodesic Models 0 0 0 27 1 2 3 95
Quadratic Utility, Labor Supply and Commodity Demand 0 0 0 11 0 0 3 28
Robust Model Selection in Dynamic Models with an Application to Comparing Predictive Accuracy 0 0 0 36 0 1 5 149
Simple Robust Testing of Hypothesis in Non-Linear Models 0 0 0 0 0 0 5 46
Simple Robust Testing of Regression Hypotheses 0 0 0 0 1 3 10 135
Specification and Informational Issues in Credit Scoring 0 0 1 70 0 2 6 175
Statistical Manifolds and Separate Inference 0 0 0 0 0 0 1 66
THE EMPIRICAL STATUS OF JOB SEARCH THEORY 0 0 0 1 0 0 6 358
THE EXACT LIKELIHOOD FUNCTION FOR AN EMPIRICAL JOB SEARCH MODEL 0 0 0 0 0 3 9 219
Testing Normality in Econometric Models 0 1 2 4 0 1 18 635
The Bayesian Approach to Default Risk: A Guide 1 1 3 54 2 2 7 135
The Exact Likelihood Function for an Empirical Job Search Model 0 0 0 3 1 1 5 19
The Maximum Entropy Distribution for Stochastically Ordered Random Variables with Fixed Marginals 0 0 0 50 0 0 1 126
The Smooth Colonel Meets the Reverend 0 0 0 42 0 0 2 114
The Smooth Colonel and the Reverend Find Common Ground 0 0 1 39 0 0 2 78
Wage and Wage Discrimination Across Regions 0 0 0 2 0 0 4 19
Total Working Papers 3 9 45 3,020 30 86 400 16,973


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Analysis of Commodity Demand and Labor Supply 0 0 0 5 0 0 1 43
A Monte Carlo EM method for estimating multinomial probit models 0 0 0 40 0 0 0 104
A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS 0 0 0 88 0 2 7 224
A Note on Regime Classification in Disequilibrium Models 0 0 0 20 2 3 7 74
A Note on Switching Regressions and Logistic Discrimination 0 0 1 128 0 3 10 318
A Proposition and an Example in the Theory of Job Search with Hours Constraints 0 0 0 14 0 0 4 153
A Simple Test for Heterogeneity in Exponential Models of Duration 0 0 0 28 0 0 3 150
A score-type test based on higher-order derivatives 0 0 0 12 0 0 1 63
A simulation estimator for testing the time homogeneity of credit rating transitions 0 0 0 31 1 1 9 111
A value function arising in the economics of information 0 0 2 46 1 2 9 160
An Empirical Job-Search Model, with a Test of the Constant Reservation-Wage Hypothesis 3 5 9 227 4 9 27 507
An Equilibrium Analysis of Fiscal Policy with Uncertainty and Incomplete Markets 0 0 2 34 2 3 8 190
An Equilibrium Analysis of Optimal Unemployment Insurance and Taxation 0 0 0 25 0 1 1 99
An integral occuring in duration models with heterogeneity 0 0 0 0 1 1 3 19
BANK FAILURE: EVIDENCE FROM THE COLOMBIAN FINANCIAL CRISIS 0 0 2 16 1 2 12 65
Bayesian Analysis of the Prototypal Search Model 0 0 0 0 1 2 3 215
Comment 0 0 0 0 0 0 0 16
Controlling a Stochastic Process with Unknown Parameters 2 4 10 264 3 13 27 580
Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow 0 0 4 219 1 6 26 623
Default Estimation and Expert Information 0 1 1 43 0 1 7 132
Default estimation for low-default portfolios 3 4 8 122 4 6 18 300
Default estimation, correlated defaults, and expert information 0 0 0 20 0 0 3 70
Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model 0 0 3 207 1 5 11 505
Earnings, Unemployment, and the Allocation of Time Over Time 0 0 2 57 1 5 10 194
Economic Duration Data and Hazard Functions 0 4 37 2,313 4 17 95 5,790
Editor's introduction 0 0 0 1 1 1 1 21
Employment Contracts, Job Search Theory, and Labour Turnover: Preliminary Empirical Results 0 0 0 67 0 0 0 433
Equilibrium Search Models and the Transition from School to Work 0 0 0 42 1 3 4 506
Estimation of Equilibrium Wage Distributions with Heterogeneity 0 0 4 137 1 2 7 439
Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance 1 3 10 261 1 4 15 664
Evidence of Non-Markovian Behavior in the Process of Bank Rating Migrations 0 6 13 95 1 18 36 246
Evidence on the Role of Education in Labor Turnover 0 1 5 29 1 3 16 95
Federally subsidized occupational training and the employment and earnings of male trainees 0 0 0 12 0 0 1 62
HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE 0 0 1 38 0 2 7 120
Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation 0 0 1 168 1 4 11 867
How Long Is a Spell of Unemployment? Illusions and Biases in the Use of CPS Data 0 0 0 0 0 1 9 216
Identifying restrictions in limited information analysis of the schooling coefficient in a wage equation 0 0 0 2 0 0 2 27
Improving robust model selection tests for dynamic models 0 0 0 27 0 0 1 146
Individual Effects in a Nonlinear Model: Explicit Treatment of Heterogeneity in the Empirical Job-Search Model 0 0 0 24 0 4 9 95
Inference in non-linear panel models with partially missing observations The case of the equilibrium search model 0 0 0 16 0 2 3 75
Introduction: The Microeconometrics of Dynamic Decision Making 0 0 0 260 0 0 0 627
Layoffs and duration dependence in a model of turnover 0 0 0 34 1 1 1 107
Limited Information Analysis of a Small Underidentified Macroeconomic Model 0 0 0 9 0 0 5 52
Local Asymptotic Specification Error Analysis 0 1 2 19 0 4 9 111
Local Externalities and Societal Adoption of Technologies 0 0 0 0 0 0 4 412
Measurement Error in the Prototypal Job-Search Model 0 1 3 49 1 2 7 213
Menu Pricing: An Experimental Approach 0 0 0 0 0 1 3 580
Microeconometric evidence on the neoclassical model of demand 0 0 0 8 1 1 4 37
On the Value of Sample Separation Information 0 0 0 3 1 3 3 52
On the existence of universally convergent mechanisms 0 0 0 4 1 1 1 41
One Day in the Life of a Very Common Stock 0 0 0 1 2 7 33 980
Optimal Control of an Unknown Linear Process with Learning 0 0 0 80 0 0 3 370
Optimal Learning with Endogenous Data 0 0 0 36 0 0 0 122
Population Heterogeneity and Inference from Panel Data on the Effects of Vocational Education 0 1 2 29 0 1 2 97
Robust Nonnested Testing and the Demand for Money 0 0 0 25 0 0 1 97
Simple Robust Testing of Hypotheses in Nonlinear Models 0 0 0 27 0 0 9 85
Simple Robust Testing of Regression Hypotheses 0 0 0 3 0 6 15 912
Software evaluation: EasyReg International 0 1 1 137 2 3 5 423
Specification and Estimation of Equilibrium Search Models 0 0 0 277 0 4 10 1,215
Specification diagnostics based on Laguerre alternatives for econometric models of duration 0 0 0 9 1 1 3 50
Testing normality in econometric models 0 0 1 117 0 1 2 363
The Economics of the Diaspora: Discrimination and Occupational Structure 0 2 4 16 2 7 11 284
The Exact Likelihood Function for an Empirical Job Search Model 0 0 0 20 1 1 5 68
The empirical status of job search theory 0 0 0 73 0 1 7 175
The empirical status of job search theory 0 0 1 169 1 2 8 371
Total Journal Articles 9 34 129 6,283 48 173 575 22,561


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Empirical Labor Economics: The Search Approach 0 0 0 0 3 15 69 1,433
Search Models and Applied Labor Economics 0 0 0 0 2 2 8 54
Search Models and Applied Labor Economics 0 0 0 0 1 1 5 61
Total Books 0 0 0 0 6 18 82 1,548


Statistics updated 2021-01-03