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 2 4 7 21
A New Approach to the Asymptotics of HAC Robust Testing in Econometrics 0 0 0 23 2 2 7 109
A New Asymptotic Theory for Heteroskedasticity-Autocorrelation Robust Tests 0 0 0 142 8 11 28 429
A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transition 0 0 0 66 3 4 17 254
American macroeconomics Between World War I and the Depression 0 0 0 1 2 2 7 374
An empirical job-search model, with a test of the constant reservation-wage hypothesis 0 0 0 12 1 3 7 72
Annual Default Rates and Probably Less Than Long-Run Average Annual Default Rates 0 0 0 58 4 4 15 278
Approximate Distributions in Essentially Linear Models 0 0 0 59 1 1 4 481
Approximate Distributions in Essentially Linear Models 0 0 0 0 0 0 4 403
Bank Failure: Evidence from the Colombia Financial Crisis 0 0 0 237 0 0 20 692
Bayesian Estimation of the Earnings Function 0 0 0 1 1 4 6 19
Correlated Defaults, Temporal Correlation, Expert Information and Predictability of Default Rates 0 0 0 20 1 2 10 80
Counting Processes for Retail Default Modeling 1 1 1 70 6 11 17 140
Default Estimation and Expert Information: All Likely Dataset Analysis and Robust Validation 0 0 0 34 2 3 14 145
Default Estimation for Low-Default Portfolios 0 0 1 120 1 2 24 329
Default Estimation, Correlated Defaults, and Expert Information 0 0 0 93 0 0 9 152
Development and Validation of Credit-Scoring Models 0 0 2 642 2 3 18 1,775
EMPIRICAL LABOR ECONOMICS IN THE SEARCH FRAMEWORK 0 0 0 0 1 2 6 405
Equilibrium Search Models and The Transition from School to Work 0 0 0 0 2 3 10 734
Equilibrium Search Models and The Transition from School to Work 1 2 2 220 3 5 14 1,252
Equilibrium Search with Human Capital Accumulation 0 0 0 0 1 2 13 506
Evidence of non-Markovian behavior in the process of bank rating migrations 0 0 0 66 0 2 25 252
Evidence of non-Markovian behavior in the process of bank rating migrations 0 0 0 41 0 0 11 171
Evidence of non-Markovian behavior in the process of bank rating migrations 0 0 0 44 3 3 14 188
Evolution and Equilibria Selection of Repeated Lattice Games 0 0 0 65 2 2 10 384
Explaining time to bank failure in Colombia during the financial crisis of the late 1990s 0 0 0 130 1 3 15 457
Fitting Equilibrium Search Models to Labor Market Data 0 0 0 0 3 3 10 164
Fitting Equilibrium Search Models to Labor Market Data 0 0 0 311 1 1 11 1,741
Fitting Equilibrium Search Models to Labor Market Data 0 0 0 1 0 0 3 402
Fitting Equilibrium Search Models to Labour Market Data 0 0 0 0 0 1 8 608
Fitting Equilibrium Search Models to Labour Market Data 0 0 0 70 2 2 7 376
Geometry of the Log-Likelihood Ratio Statistic in Misspecified Models 0 0 0 60 0 0 8 363
Heteroskedasticity-Autocorrelation Robust Standard Errors Using the Bartlett Kernel without Truncation 0 0 0 90 1 1 20 526
How Long is a Spell of Unemployment?: Illusions and Biases in the Use of CPS Data 0 0 0 86 2 3 16 878
Incentive-Compatible Elicitation of Quantiles 0 0 0 6 1 3 12 74
Panel Data, Local Cuts, and Orthogeodesic Models 0 0 0 0 3 3 7 648
Panel Data, Local Cuts, and Orthogeodesic Models 0 0 0 27 0 1 7 105
Quadratic Utility, Labor Supply and Commodity Demand 0 0 0 14 3 4 7 47
Robust Model Selection in Dynamic Models with an Application to Comparing Predictive Accuracy 0 0 0 36 1 1 11 164
Simple Robust Testing of Hypothesis in Non-Linear Models 0 0 0 0 1 1 12 66
Simple Robust Testing of Regression Hypotheses 0 0 0 0 1 3 15 172
Specification and Informational Issues in Credit Scoring 0 0 1 76 0 1 21 216
Statistical Manifolds and Separate Inference 0 0 0 0 1 2 11 79
TESTING NORMALITY IN ECONOMETRIC MODELS 0 0 0 2 0 0 5 17
THE EMPIRICAL STATUS OF JOB SEARCH THEORY 0 0 0 1 0 0 13 378
THE EXACT LIKELIHOOD FUNCTION FOR AN EMPIRICAL JOB SEARCH MODEL 0 0 0 0 1 1 7 234
Testing Normality in Econometric Models 0 0 0 7 4 5 11 660
The Bayesian Approach to Default Risk: A Guide 0 0 0 58 1 4 15 162
The Exact Likelihood Function for an Empirical Job Search Model 0 0 0 4 3 3 8 36
The Exact Likelihood Function for an Empirical Job Search Model 0 0 0 0 1 1 6 10
The Maximum Entropy Distribution for Stochastically Ordered Random Variables with Fixed Marginals 0 0 0 51 2 2 8 136
The Smooth Colonel Meets the Reverend 0 0 0 43 4 4 19 135
The Smooth Colonel and the Reverend Find Common Ground 0 0 0 42 0 3 12 102
Wage and Wage Discrimination Across Regions 0 0 0 2 3 4 11 32
Total Working Papers 2 3 7 3,134 88 135 633 18,633


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 1 6 1 2 11 59
A Monte Carlo EM method for estimating multinomial probit models 0 0 0 44 1 2 15 134
A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS 3 4 8 103 11 16 42 308
A Note on Regime Classification in Disequilibrium Models 0 0 0 22 0 0 8 89
A Note on Switching Regressions and Logistic Discrimination 0 0 0 129 0 0 12 334
A Proposition and an Example in the Theory of Job Search with Hours Constraints 0 0 0 15 5 5 10 168
A Simple Test for Heterogeneity in Exponential Models of Duration 0 0 0 29 0 1 4 158
A score-type test based on higher-order derivatives 0 0 0 12 1 1 2 67
A simulation estimator for testing the time homogeneity of credit rating transitions 0 0 0 32 0 1 9 129
A value function arising in the economics of information 0 0 1 47 0 0 9 175
An Empirical Job-Search Model, with a Test of the Constant Reservation-Wage Hypothesis 0 0 0 245 2 2 12 581
An Equilibrium Analysis of Fiscal Policy with Uncertainty and Incomplete Markets 0 0 0 35 1 2 6 202
An Equilibrium Analysis of Optimal Unemployment Insurance and Taxation 0 0 0 27 1 1 12 118
An integral occuring in duration models with heterogeneity 0 0 0 0 2 2 9 29
BANK FAILURE: EVIDENCE FROM THE COLOMBIAN FINANCIAL CRISIS 0 0 1 26 1 2 26 121
Bayesian Analysis of the Prototypal Search Model 0 0 0 0 0 0 2 223
Book Review: Labor Market: Taxation and Labour Supply 0 0 0 0 2 2 3 3
Comment 0 0 0 0 2 3 5 30
Controlling a Stochastic Process with Unknown Parameters 2 3 5 298 5 11 26 662
Correlated defaults, temporal correlation, expert information and predictability of default rates 0 0 1 5 0 0 5 18
Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow 1 2 2 246 4 7 19 709
Default Estimation and Expert Information 0 1 1 46 1 2 10 150
Default estimation for low-default portfolios 1 1 5 162 5 6 21 399
Default estimation, correlated defaults, and expert information 0 0 3 27 1 2 17 99
Development and validation of credit scoring models 0 0 1 4 1 1 14 22
Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model 0 0 1 213 2 3 6 525
Earnings, Unemployment, and the Allocation of Time Over Time 0 0 1 63 3 3 18 237
Economic Duration Data and Hazard Functions 2 5 7 2,359 7 17 57 6,013
Editor's introduction 0 0 0 1 0 0 4 26
Employment Contracts, Job Search Theory, and Labour Turnover: Preliminary Empirical Results 0 0 0 68 0 2 6 442
Equilibrium Search Models and the Transition from School to Work 0 0 0 42 1 1 12 531
Estimation of Equilibrium Wage Distributions with Heterogeneity 0 0 0 143 3 3 10 465
Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance 2 2 4 299 5 6 17 742
Evidence of Non-Markovian Behavior in the Process of Bank Rating Migrations 0 0 0 97 1 1 9 269
Evidence on the Role of Education in Labor Turnover 0 0 0 37 0 0 6 126
Federally subsidized occupational training and the employment and earnings of male trainees 0 0 0 12 2 2 10 77
HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE 0 0 2 43 1 2 20 156
Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation 0 0 0 168 4 4 16 920
How Long Is a Spell of Unemployment? Illusions and Biases in the Use of CPS Data 0 0 0 0 9 10 76 373
Identifying restrictions in limited information analysis of the schooling coefficient in a wage equation 0 0 0 2 3 3 6 34
Improving robust model selection tests for dynamic models 0 0 0 27 0 0 13 166
Individual Effects in a Nonlinear Model: Explicit Treatment of Heterogeneity in the Empirical Job-Search Model 0 0 0 26 1 1 8 109
Inference in non-linear panel models with partially missing observations The case of the equilibrium search model 0 0 0 18 0 0 3 85
Introduction: The Microeconometrics of Dynamic Decision Making 0 0 1 262 0 2 9 641
Layoffs and duration dependence in a model of turnover 0 0 0 39 0 0 4 131
Limited Information Analysis of a Small Underidentified Macroeconomic Model 0 0 0 9 1 2 6 60
Local Asymptotic Specification Error Analysis 0 1 2 21 1 2 10 127
Local Externalities and Societal Adoption of Technologies 0 0 0 0 4 4 13 434
Measurement Error in the Prototypal Job-Search Model 0 0 0 50 3 4 10 233
Menu Pricing: An Experimental Approach 0 0 0 0 3 3 15 638
Microeconometric evidence on the neoclassical model of demand 0 0 0 9 2 6 11 51
On the Value of Sample Separation Information 0 0 0 3 1 1 4 57
On the existence of universally convergent mechanisms 0 0 0 5 0 0 2 46
One Day in the Life of a Very Common Stock 0 0 0 1 2 4 29 1,087
Optimal Control of an Unknown Linear Process with Learning 2 2 3 86 6 7 15 396
Optimal Learning with Endogenous Data 0 0 0 37 2 2 11 137
Population Heterogeneity and Inference from Panel Data on the Effects of Vocational Education 0 0 0 30 1 1 2 105
Robust Nonnested Testing and the Demand for Money 0 0 0 25 1 2 10 113
Simple Robust Testing of Hypotheses in Nonlinear Models 0 0 0 30 0 2 27 130
Simple Robust Testing of Regression Hypotheses 0 0 0 3 7 7 21 964
Software evaluation: EasyReg International 0 0 0 141 1 1 5 452
Specification and Estimation of Equilibrium Search Models 0 0 0 281 0 1 11 1,249
Specification diagnostics based on Laguerre alternatives for econometric models of duration 0 0 1 10 1 1 9 62
Testing normality in econometric models 0 0 0 118 2 2 5 375
The Economics of the Diaspora: Discrimination and Occupational Structure 0 0 0 33 4 4 13 343
The Exact Likelihood Function for an Empirical Job Search Model 0 0 0 22 1 1 15 93
The empirical status of job search theory 0 0 0 173 3 4 16 398
The empirical status of job search theory 0 0 0 75 3 4 13 201
The smooth Colonel meets the Reverend 0 0 0 1 1 1 10 15
The smooth colonel and the reverend find common ground 0 0 0 4 1 1 10 35
Union Impact and Wage Discrimination by Region 0 0 0 0 1 1 7 18
Total Journal Articles 13 21 51 6,646 141 199 919 24,874


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 0 1 19 1,650
Search Models and Applied Labor Economics 0 0 0 0 1 2 4 73
Search Models and Applied Labor Economics 0 0 0 0 0 0 2 68
Total Books 0 0 0 0 1 3 25 1,791


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 0 0 8 13
Identification and Inference in Dynamic Programming Models 0 0 0 0 3 3 7 9
Structural and Reduced Form Approaches to Analyzing Unemployment Durations 0 0 0 0 1 2 13 15
Total Chapters 0 0 0 0 4 5 28 37


Statistics updated 2026-11-12