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 1 1 3 15
A New Approach to the Asymptotics of HAC Robust Testing in Econometrics 0 0 0 23 2 3 4 105
A New Asymptotic Theory for Heteroskedasticity-Autocorrelation Robust Tests 0 0 1 142 3 7 15 408
A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transition 0 0 0 66 5 7 11 244
American macroeconomics Between World War I and the Depression 0 0 0 1 0 0 2 367
An empirical job-search model, with a test of the constant reservation-wage hypothesis 0 0 0 12 2 2 4 67
Annual Default Rates and Probably Less Than Long-Run Average Annual Default Rates 0 0 0 58 3 6 8 269
Approximate Distributions in Essentially Linear Models 0 0 0 59 0 2 2 479
Approximate Distributions in Essentially Linear Models 0 0 0 0 2 4 6 403
Bank Failure: Evidence from the Colombia Financial Crisis 0 0 0 237 6 7 8 679
Bayesian Estimation of the Earnings Function 0 0 0 1 2 2 2 15
Correlated Defaults, Temporal Correlation, Expert Information and Predictability of Default Rates 0 0 0 20 3 4 4 74
Counting Processes for Retail Default Modeling 0 0 0 69 1 2 3 125
Default Estimation and Expert Information: All Likely Dataset Analysis and Robust Validation 0 0 0 34 6 7 8 138
Default Estimation for Low-Default Portfolios 0 0 1 119 4 9 11 314
Default Estimation, Correlated Defaults, and Expert Information 0 0 0 93 2 7 8 150
Development and Validation of Credit-Scoring Models 0 1 1 641 3 9 11 1,766
EMPIRICAL LABOR ECONOMICS IN THE SEARCH FRAMEWORK 0 0 0 0 2 4 5 403
Equilibrium Search Models and The Transition from School to Work 0 0 0 218 5 7 8 1,245
Equilibrium Search Models and The Transition from School to Work 0 0 0 0 1 2 3 726
Equilibrium Search with Human Capital Accumulation 0 0 0 0 4 6 7 499
Evidence of non-Markovian behavior in the process of bank rating migrations 0 0 0 66 5 9 10 236
Evidence of non-Markovian behavior in the process of bank rating migrations 0 0 0 44 4 5 5 179
Evidence of non-Markovian behavior in the process of bank rating migrations 0 0 0 41 2 4 6 164
Evolution and Equilibria Selection of Repeated Lattice Games 0 0 0 65 5 6 7 380
Explaining time to bank failure in Colombia during the financial crisis of the late 1990s 0 0 1 130 2 6 7 448
Fitting Equilibrium Search Models to Labor Market Data 0 0 0 1 0 1 2 400
Fitting Equilibrium Search Models to Labor Market Data 0 0 0 311 1 1 1 1,731
Fitting Equilibrium Search Models to Labor Market Data 0 0 0 0 2 4 6 158
Fitting Equilibrium Search Models to Labour Market Data 0 0 0 70 2 3 4 372
Fitting Equilibrium Search Models to Labour Market Data 0 0 0 0 2 4 4 604
Geometry of the Log-Likelihood Ratio Statistic in Misspecified Models 0 0 0 60 4 6 7 361
Heteroskedasticity-Autocorrelation Robust Standard Errors Using the Bartlett Kernel without Truncation 0 0 1 90 5 9 14 515
How Long is a Spell of Unemployment?: Illusions and Biases in the Use of CPS Data 0 0 0 86 5 6 9 868
Incentive-Compatible Elicitation of Quantiles 0 0 0 6 2 5 7 67
Panel Data, Local Cuts, and Orthogeodesic Models 0 0 0 0 2 3 3 644
Panel Data, Local Cuts, and Orthogeodesic Models 0 0 0 27 4 4 5 102
Quadratic Utility, Labor Supply and Commodity Demand 0 0 1 14 1 1 4 41
Robust Model Selection in Dynamic Models with an Application to Comparing Predictive Accuracy 0 0 0 36 4 7 7 160
Simple Robust Testing of Hypothesis in Non-Linear Models 0 0 0 0 4 7 9 61
Simple Robust Testing of Regression Hypotheses 0 0 0 0 4 7 10 164
Specification and Informational Issues in Credit Scoring 0 0 0 75 9 11 14 206
Statistical Manifolds and Separate Inference 0 0 0 0 2 7 8 75
TESTING NORMALITY IN ECONOMETRIC MODELS 0 0 0 2 1 2 3 14
THE EMPIRICAL STATUS OF JOB SEARCH THEORY 0 0 0 1 5 6 8 371
THE EXACT LIKELIHOOD FUNCTION FOR AN EMPIRICAL JOB SEARCH MODEL 0 0 0 0 1 1 2 228
Testing Normality in Econometric Models 0 0 0 7 4 6 8 655
The Bayesian Approach to Default Risk: A Guide 0 0 1 58 6 7 10 154
The Exact Likelihood Function for an Empirical Job Search Model 0 0 0 0 1 2 4 6
The Exact Likelihood Function for an Empirical Job Search Model 0 0 0 4 2 4 6 32
The Maximum Entropy Distribution for Stochastically Ordered Random Variables with Fixed Marginals 0 0 1 51 1 5 7 133
The Smooth Colonel Meets the Reverend 0 0 1 43 7 12 13 128
The Smooth Colonel and the Reverend Find Common Ground 0 0 0 42 0 5 8 95
Wage and Wage Discrimination Across Regions 0 0 0 2 0 7 8 28
Total Working Papers 0 1 9 3,128 156 271 359 18,271


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 1 1 6 7 9 11 57
A Monte Carlo EM method for estimating multinomial probit models 0 0 1 44 5 7 9 126
A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS 1 1 3 96 3 11 17 277
A Note on Regime Classification in Disequilibrium Models 0 0 0 22 4 7 11 88
A Note on Switching Regressions and Logistic Discrimination 0 0 0 129 7 7 7 329
A Proposition and an Example in the Theory of Job Search with Hours Constraints 0 0 0 15 1 2 5 160
A Simple Test for Heterogeneity in Exponential Models of Duration 0 0 0 29 1 1 1 155
A score-type test based on higher-order derivatives 0 0 0 12 0 0 1 65
A simulation estimator for testing the time homogeneity of credit rating transitions 0 0 0 32 2 3 6 123
A value function arising in the economics of information 0 0 0 46 0 0 1 166
An Empirical Job-Search Model, with a Test of the Constant Reservation-Wage Hypothesis 0 0 0 245 3 6 9 575
An Equilibrium Analysis of Fiscal Policy with Uncertainty and Incomplete Markets 0 0 0 35 1 2 4 198
An Equilibrium Analysis of Optimal Unemployment Insurance and Taxation 0 0 0 27 5 7 10 113
An integral occuring in duration models with heterogeneity 0 0 0 0 2 3 3 23
BANK FAILURE: EVIDENCE FROM THE COLOMBIAN FINANCIAL CRISIS 1 1 2 26 9 12 20 107
Bayesian Analysis of the Prototypal Search Model 0 0 0 0 1 2 3 223
Book Review: Labor Market: Taxation and Labour Supply 0 0 0 0 1 1 1 1
Comment 0 0 0 0 1 1 2 26
Controlling a Stochastic Process with Unknown Parameters 0 1 3 294 6 8 10 644
Correlated defaults, temporal correlation, expert information and predictability of default rates 0 0 1 4 0 0 3 13
Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow 0 0 0 244 2 4 10 694
Default Estimation and Expert Information 0 0 0 45 2 4 4 144
Default estimation for low-default portfolios 0 0 2 157 5 5 13 383
Default estimation, correlated defaults, and expert information 0 1 3 25 4 6 9 88
Development and validation of credit scoring models 0 0 3 3 5 6 14 14
Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model 1 1 1 213 1 1 1 520
Earnings, Unemployment, and the Allocation of Time Over Time 0 0 0 62 5 6 11 225
Economic Duration Data and Hazard Functions 0 1 2 2,353 4 10 21 5,966
Editor's introduction 0 0 0 1 0 1 2 23
Employment Contracts, Job Search Theory, and Labour Turnover: Preliminary Empirical Results 0 0 0 68 3 3 3 439
Equilibrium Search Models and the Transition from School to Work 0 0 0 42 3 6 7 525
Estimation of Equilibrium Wage Distributions with Heterogeneity 0 0 0 143 2 5 9 460
Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance 0 0 2 295 1 7 14 732
Evidence of Non-Markovian Behavior in the Process of Bank Rating Migrations 0 0 0 97 3 4 5 264
Evidence on the Role of Education in Labor Turnover 0 0 0 37 1 5 8 125
Federally subsidized occupational training and the employment and earnings of male trainees 0 0 0 12 1 2 4 69
HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE 0 0 1 41 4 8 14 144
Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation 0 0 0 168 2 5 8 909
How Long Is a Spell of Unemployment? Illusions and Biases in the Use of CPS Data 0 0 0 0 19 47 95 344
Identifying restrictions in limited information analysis of the schooling coefficient in a wage equation 0 0 0 2 0 0 1 28
Improving robust model selection tests for dynamic models 0 0 0 27 5 7 9 160
Individual Effects in a Nonlinear Model: Explicit Treatment of Heterogeneity in the Empirical Job-Search Model 0 0 0 26 0 6 8 107
Inference in non-linear panel models with partially missing observations The case of the equilibrium search model 0 0 0 18 0 1 2 83
Introduction: The Microeconometrics of Dynamic Decision Making 1 1 1 262 3 5 6 637
Layoffs and duration dependence in a model of turnover 0 0 0 39 0 1 9 128
Limited Information Analysis of a Small Underidentified Macroeconomic Model 0 0 0 9 2 3 4 57
Local Asymptotic Specification Error Analysis 1 1 1 20 3 6 9 123
Local Externalities and Societal Adoption of Technologies 0 0 0 0 0 4 8 425
Measurement Error in the Prototypal Job-Search Model 0 0 1 50 1 2 7 225
Menu Pricing: An Experimental Approach 0 0 0 0 4 7 8 630
Microeconometric evidence on the neoclassical model of demand 0 0 0 9 2 3 4 43
On the Value of Sample Separation Information 0 0 0 3 2 2 3 55
On the existence of universally convergent mechanisms 0 0 0 5 0 1 2 45
One Day in the Life of a Very Common Stock 0 0 0 1 3 12 23 1,070
Optimal Control of an Unknown Linear Process with Learning 0 0 2 83 1 2 7 383
Optimal Learning with Endogenous Data 0 0 0 37 1 1 3 127
Population Heterogeneity and Inference from Panel Data on the Effects of Vocational Education 0 0 0 30 1 1 3 104
Robust Nonnested Testing and the Demand for Money 0 0 0 25 4 6 8 109
Simple Robust Testing of Hypotheses in Nonlinear Models 0 0 0 30 8 11 14 114
Simple Robust Testing of Regression Hypotheses 0 0 0 3 4 4 9 947
Software evaluation: EasyReg International 0 0 0 141 1 2 2 449
Specification and Estimation of Equilibrium Search Models 0 0 0 281 3 5 7 1,243
Specification diagnostics based on Laguerre alternatives for econometric models of duration 0 0 0 9 4 4 5 57
Testing normality in econometric models 0 0 0 118 1 1 1 371
The Economics of the Diaspora: Discrimination and Occupational Structure 0 0 1 33 4 6 13 336
The Exact Likelihood Function for an Empirical Job Search Model 0 0 0 22 5 8 9 86
The empirical status of job search theory 0 0 1 173 1 6 9 388
The empirical status of job search theory 0 0 0 75 3 4 6 192
The smooth Colonel meets the Reverend 0 0 0 1 2 5 5 10
The smooth colonel and the reverend find common ground 0 0 1 4 7 8 12 33
Union Impact and Wage Discrimination by Region 0 0 0 0 0 1 3 12
Total Journal Articles 5 9 33 6,604 201 359 605 24,314


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 10 19 1,641
Search Models and Applied Labor Economics 0 0 0 0 1 2 5 71
Search Models and Applied Labor Economics 0 0 0 0 1 1 5 67
Total Books 0 0 0 0 5 13 29 1,779


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Equilibrium Search with Human Capital Accumulation 0 0 0 0 1 1 5 6
Identification and Inference in Dynamic Programming Models 0 0 0 0 1 1 3 3
Structural and Reduced Form Approaches to Analyzing Unemployment Durations 0 0 0 0 3 6 6 8
Total Chapters 0 0 0 0 5 8 14 17


Statistics updated 2026-02-12