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 14
A New Approach to the Asymptotics of HAC Robust Testing in Econometrics 0 0 0 23 1 1 2 103
A New Asymptotic Theory for Heteroskedasticity-Autocorrelation Robust Tests 0 0 1 142 4 6 12 405
A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transition 0 0 0 66 2 4 6 239
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 0 0 2 65
Annual Default Rates and Probably Less Than Long-Run Average Annual Default Rates 0 0 0 58 3 5 5 266
Approximate Distributions in Essentially Linear Models 0 0 0 0 2 2 4 401
Approximate Distributions in Essentially Linear Models 0 0 0 59 2 2 2 479
Bank Failure: Evidence from the Colombia Financial Crisis 0 0 0 237 0 1 2 673
Bayesian Estimation of the Earnings Function 0 0 0 1 0 0 0 13
Correlated Defaults, Temporal Correlation, Expert Information and Predictability of Default Rates 0 0 0 20 1 1 1 71
Counting Processes for Retail Default Modeling 0 0 0 69 1 1 2 124
Default Estimation and Expert Information: All Likely Dataset Analysis and Robust Validation 0 0 0 34 0 1 2 132
Default Estimation for Low-Default Portfolios 0 0 1 119 3 5 8 310
Default Estimation, Correlated Defaults, and Expert Information 0 0 0 93 5 6 6 148
Development and Validation of Credit-Scoring Models 1 1 1 641 6 6 8 1,763
EMPIRICAL LABOR ECONOMICS IN THE SEARCH FRAMEWORK 0 0 0 0 1 2 3 401
Equilibrium Search Models and The Transition from School to Work 0 0 0 0 1 1 2 725
Equilibrium Search Models and The Transition from School to Work 0 0 0 218 1 2 3 1,240
Equilibrium Search with Human Capital Accumulation 0 0 0 0 2 3 4 495
Evidence of non-Markovian behavior in the process of bank rating migrations 0 0 0 41 1 2 7 162
Evidence of non-Markovian behavior in the process of bank rating migrations 0 0 0 44 1 1 1 175
Evidence of non-Markovian behavior in the process of bank rating migrations 0 0 0 66 4 5 5 231
Evolution and Equilibria Selection of Repeated Lattice Games 0 0 0 65 1 1 2 375
Explaining time to bank failure in Colombia during the financial crisis of the late 1990s 0 0 1 130 1 4 6 446
Fitting Equilibrium Search Models to Labor Market Data 0 0 0 0 0 2 4 156
Fitting Equilibrium Search Models to Labor Market Data 0 0 0 311 0 0 0 1,730
Fitting Equilibrium Search Models to Labor Market Data 0 0 0 1 1 2 2 400
Fitting Equilibrium Search Models to Labour Market Data 0 0 0 0 2 2 2 602
Fitting Equilibrium Search Models to Labour Market Data 0 0 0 70 0 1 2 370
Geometry of the Log-Likelihood Ratio Statistic in Misspecified Models 0 0 0 60 2 3 3 357
Heteroskedasticity-Autocorrelation Robust Standard Errors Using the Bartlett Kernel without Truncation 0 0 1 90 1 5 9 510
How Long is a Spell of Unemployment?: Illusions and Biases in the Use of CPS Data 0 0 0 86 0 1 4 863
Incentive-Compatible Elicitation of Quantiles 0 0 0 6 3 4 5 65
Panel Data, Local Cuts, and Orthogeodesic Models 0 0 0 27 0 1 1 98
Panel Data, Local Cuts, and Orthogeodesic Models 0 0 0 0 1 1 1 642
Quadratic Utility, Labor Supply and Commodity Demand 0 0 1 14 0 1 3 40
Robust Model Selection in Dynamic Models with an Application to Comparing Predictive Accuracy 0 0 0 36 3 3 3 156
Simple Robust Testing of Hypothesis in Non-Linear Models 0 0 0 0 2 4 5 57
Simple Robust Testing of Regression Hypotheses 0 0 0 0 2 3 6 160
Specification and Informational Issues in Credit Scoring 0 0 0 75 1 4 5 197
Statistical Manifolds and Separate Inference 0 0 0 0 3 6 7 73
TESTING NORMALITY IN ECONOMETRIC MODELS 0 0 0 2 0 1 2 13
THE EMPIRICAL STATUS OF JOB SEARCH THEORY 0 0 0 1 0 1 3 366
THE EXACT LIKELIHOOD FUNCTION FOR AN EMPIRICAL JOB SEARCH MODEL 0 0 0 0 0 0 1 227
Testing Normality in Econometric Models 0 0 0 7 2 2 4 651
The Bayesian Approach to Default Risk: A Guide 0 0 1 58 0 2 4 148
The Exact Likelihood Function for an Empirical Job Search Model 0 0 0 0 0 1 3 5
The Exact Likelihood Function for an Empirical Job Search Model 0 0 0 4 0 3 4 30
The Maximum Entropy Distribution for Stochastically Ordered Random Variables with Fixed Marginals 0 0 1 51 4 4 6 132
The Smooth Colonel Meets the Reverend 0 0 1 43 2 5 6 121
The Smooth Colonel and the Reverend Find Common Ground 0 0 0 42 3 5 8 95
Wage and Wage Discrimination Across Regions 0 0 0 2 6 7 8 28
Total Working Papers 1 1 9 3,128 81 136 210 18,115


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 1 1 1 6 2 2 4 50
A Monte Carlo EM method for estimating multinomial probit models 0 0 1 44 1 2 5 121
A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS 0 1 2 95 6 10 14 274
A Note on Regime Classification in Disequilibrium Models 0 0 0 22 1 5 7 84
A Note on Switching Regressions and Logistic Discrimination 0 0 0 129 0 0 0 322
A Proposition and an Example in the Theory of Job Search with Hours Constraints 0 0 0 15 0 1 4 159
A Simple Test for Heterogeneity in Exponential Models of Duration 0 0 0 29 0 0 1 154
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 0 2 4 121
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 0 6 7 572
An Equilibrium Analysis of Fiscal Policy with Uncertainty and Incomplete Markets 0 0 0 35 1 2 3 197
An Equilibrium Analysis of Optimal Unemployment Insurance and Taxation 0 0 0 27 1 2 5 108
An integral occuring in duration models with heterogeneity 0 0 0 0 1 1 2 21
BANK FAILURE: EVIDENCE FROM THE COLOMBIAN FINANCIAL CRISIS 0 0 1 25 0 4 11 98
Bayesian Analysis of the Prototypal Search Model 0 0 0 0 1 1 2 222
Book Review: Labor Market: Taxation and Labour Supply 0 0 0 0 0 0 0 0
Comment 0 0 0 0 0 0 1 25
Controlling a Stochastic Process with Unknown Parameters 0 1 3 294 1 2 4 638
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 9 692
Default Estimation and Expert Information 0 0 0 45 1 2 2 142
Default estimation for low-default portfolios 0 0 4 157 0 0 10 378
Default estimation, correlated defaults, and expert information 1 3 3 25 2 5 5 84
Development and validation of credit scoring models 0 0 3 3 1 2 9 9
Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model 0 0 0 212 0 0 0 519
Earnings, Unemployment, and the Allocation of Time Over Time 0 0 0 62 0 2 6 220
Economic Duration Data and Hazard Functions 0 1 4 2,353 2 11 52 5,962
Editor's introduction 0 0 0 1 1 1 2 23
Employment Contracts, Job Search Theory, and Labour Turnover: Preliminary Empirical Results 0 0 0 68 0 0 0 436
Equilibrium Search Models and the Transition from School to Work 0 0 0 42 3 3 4 522
Estimation of Equilibrium Wage Distributions with Heterogeneity 0 0 0 143 1 3 7 458
Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance 0 0 4 295 1 7 15 731
Evidence of Non-Markovian Behavior in the Process of Bank Rating Migrations 0 0 0 97 1 1 2 261
Evidence on the Role of Education in Labor Turnover 0 0 0 37 2 6 8 124
Federally subsidized occupational training and the employment and earnings of male trainees 0 0 0 12 1 1 3 68
HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE 0 0 1 41 4 6 10 140
Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation 0 0 0 168 2 3 6 907
How Long Is a Spell of Unemployment? Illusions and Biases in the Use of CPS Data 0 0 0 0 18 48 77 325
Identifying restrictions in limited information analysis of the schooling coefficient in a wage equation 0 0 0 2 0 1 1 28
Improving robust model selection tests for dynamic models 0 0 0 27 1 3 4 155
Individual Effects in a Nonlinear Model: Explicit Treatment of Heterogeneity in the Empirical Job-Search Model 0 0 0 26 4 8 8 107
Inference in non-linear panel models with partially missing observations The case of the equilibrium search model 0 0 0 18 1 1 2 83
Introduction: The Microeconometrics of Dynamic Decision Making 0 0 0 261 1 2 3 634
Layoffs and duration dependence in a model of turnover 0 0 0 39 1 1 9 128
Limited Information Analysis of a Small Underidentified Macroeconomic Model 0 0 0 9 1 2 2 55
Local Asymptotic Specification Error Analysis 0 0 0 19 1 4 6 120
Local Externalities and Societal Adoption of Technologies 0 0 0 0 2 6 8 425
Measurement Error in the Prototypal Job-Search Model 0 0 1 50 0 2 6 224
Menu Pricing: An Experimental Approach 0 0 0 0 1 3 4 626
Microeconometric evidence on the neoclassical model of demand 0 0 0 9 1 1 2 41
On the Value of Sample Separation Information 0 0 0 3 0 1 1 53
On the existence of universally convergent mechanisms 0 0 0 5 0 2 2 45
One Day in the Life of a Very Common Stock 0 0 0 1 5 15 20 1,067
Optimal Control of an Unknown Linear Process with Learning 0 0 2 83 0 1 6 382
Optimal Learning with Endogenous Data 0 0 0 37 0 1 2 126
Population Heterogeneity and Inference from Panel Data on the Effects of Vocational Education 0 0 0 30 0 2 2 103
Robust Nonnested Testing and the Demand for Money 0 0 0 25 0 2 4 105
Simple Robust Testing of Hypotheses in Nonlinear Models 0 0 0 30 1 5 6 106
Simple Robust Testing of Regression Hypotheses 0 0 0 3 0 3 5 943
Software evaluation: EasyReg International 0 0 0 141 1 1 1 448
Specification and Estimation of Equilibrium Search Models 0 0 0 281 1 3 4 1,240
Specification diagnostics based on Laguerre alternatives for econometric models of duration 0 0 0 9 0 0 1 53
Testing normality in econometric models 0 0 0 118 0 0 0 370
The Economics of the Diaspora: Discrimination and Occupational Structure 0 0 1 33 0 3 9 332
The Exact Likelihood Function for an Empirical Job Search Model 0 0 0 22 2 3 4 81
The empirical status of job search theory 0 0 0 75 1 2 3 189
The empirical status of job search theory 0 0 1 173 4 6 8 387
The smooth Colonel meets the Reverend 0 0 0 1 3 3 3 8
The smooth colonel and the reverend find common ground 0 0 1 4 1 1 5 26
Union Impact and Wage Discrimination by Region 0 0 0 0 1 3 3 12
Total Journal Articles 2 7 34 6,599 91 236 450 24,113


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 6 10 19 1,638
Search Models and Applied Labor Economics 0 0 0 0 0 2 4 66
Search Models and Applied Labor Economics 0 0 0 0 0 2 4 70
Total Books 0 0 0 0 6 14 27 1,774


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 1 4 5
Identification and Inference in Dynamic Programming Models 0 0 0 0 0 0 2 2
Structural and Reduced Form Approaches to Analyzing Unemployment Durations 0 0 0 0 2 3 3 5
Total Chapters 0 0 0 0 2 4 9 12


Statistics updated 2026-01-09