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 2 5 17
A New Approach to the Asymptotics of HAC Robust Testing in Econometrics 0 0 0 23 1 2 6 107
A New Asymptotic Theory for Heteroskedasticity-Autocorrelation Robust Tests 0 0 1 142 4 9 19 417
A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transition 0 0 0 66 3 3 12 247
American macroeconomics Between World War I and the Depression 0 0 0 1 1 2 4 369
An empirical job-search model, with a test of the constant reservation-wage hypothesis 0 0 0 12 2 2 4 69
Annual Default Rates and Probably Less Than Long-Run Average Annual Default Rates 0 0 0 58 0 5 13 274
Approximate Distributions in Essentially Linear Models 0 0 0 59 1 1 3 480
Approximate Distributions in Essentially Linear Models 0 0 0 0 0 0 5 403
Bank Failure: Evidence from the Colombia Financial Crisis 0 0 0 237 5 12 20 691
Bayesian Estimation of the Earnings Function 0 0 0 1 0 0 2 15
Correlated Defaults, Temporal Correlation, Expert Information and Predictability of Default Rates 0 0 0 20 1 3 7 77
Counting Processes for Retail Default Modeling 0 0 0 69 3 3 5 128
Default Estimation and Expert Information: All Likely Dataset Analysis and Robust Validation 0 0 0 34 1 2 9 140
Default Estimation for Low-Default Portfolios 0 0 1 119 2 11 21 325
Default Estimation, Correlated Defaults, and Expert Information 0 0 0 93 1 2 10 152
Development and Validation of Credit-Scoring Models 0 1 2 642 2 6 17 1,772
EMPIRICAL LABOR ECONOMICS IN THE SEARCH FRAMEWORK 0 0 0 0 0 0 5 403
Equilibrium Search Models and The Transition from School to Work 0 0 0 218 0 2 10 1,247
Equilibrium Search Models and The Transition from School to Work 0 0 0 0 4 5 8 731
Equilibrium Search with Human Capital Accumulation 0 0 0 0 5 5 12 504
Evidence of non-Markovian behavior in the process of bank rating migrations 0 0 0 66 4 13 23 249
Evidence of non-Markovian behavior in the process of bank rating migrations 0 0 0 44 2 4 9 183
Evidence of non-Markovian behavior in the process of bank rating migrations 0 0 0 41 4 6 11 170
Evolution and Equilibria Selection of Repeated Lattice Games 0 0 0 65 1 2 9 382
Explaining time to bank failure in Colombia during the financial crisis of the late 1990s 0 0 1 130 3 3 10 451
Fitting Equilibrium Search Models to Labor Market Data 0 0 0 1 1 1 3 401
Fitting Equilibrium Search Models to Labor Market Data 0 0 0 311 3 5 6 1,736
Fitting Equilibrium Search Models to Labor Market Data 0 0 0 0 2 3 8 161
Fitting Equilibrium Search Models to Labour Market Data 0 0 0 0 3 3 7 607
Fitting Equilibrium Search Models to Labour Market Data 0 0 0 70 2 2 5 374
Geometry of the Log-Likelihood Ratio Statistic in Misspecified Models 0 0 0 60 2 2 9 363
Heteroskedasticity-Autocorrelation Robust Standard Errors Using the Bartlett Kernel without Truncation 0 0 1 90 2 8 21 523
How Long is a Spell of Unemployment?: Illusions and Biases in the Use of CPS Data 0 0 0 86 3 4 11 872
Incentive-Compatible Elicitation of Quantiles 0 0 0 6 2 4 11 71
Panel Data, Local Cuts, and Orthogeodesic Models 0 0 0 27 0 1 6 103
Panel Data, Local Cuts, and Orthogeodesic Models 0 0 0 0 1 1 4 645
Quadratic Utility, Labor Supply and Commodity Demand 0 0 1 14 0 0 3 41
Robust Model Selection in Dynamic Models with an Application to Comparing Predictive Accuracy 0 0 0 36 0 2 9 162
Simple Robust Testing of Hypothesis in Non-Linear Models 0 0 0 0 4 4 12 65
Simple Robust Testing of Regression Hypotheses 0 0 0 0 3 3 11 167
Specification and Informational Issues in Credit Scoring 1 1 1 76 4 9 23 215
Statistical Manifolds and Separate Inference 0 0 0 0 1 2 10 77
TESTING NORMALITY IN ECONOMETRIC MODELS 0 0 0 2 0 2 5 16
THE EMPIRICAL STATUS OF JOB SEARCH THEORY 0 0 0 1 2 4 10 375
THE EXACT LIKELIHOOD FUNCTION FOR AN EMPIRICAL JOB SEARCH MODEL 0 0 0 0 5 5 6 233
Testing Normality in Econometric Models 0 0 0 7 0 0 7 655
The Bayesian Approach to Default Risk: A Guide 0 0 1 58 0 4 13 158
The Exact Likelihood Function for an Empirical Job Search Model 0 0 0 4 1 1 6 33
The Exact Likelihood Function for an Empirical Job Search Model 0 0 0 0 0 1 3 7
The Maximum Entropy Distribution for Stochastically Ordered Random Variables with Fixed Marginals 0 0 1 51 0 1 8 134
The Smooth Colonel Meets the Reverend 0 0 1 43 1 3 16 131
The Smooth Colonel and the Reverend Find Common Ground 0 0 0 42 3 3 10 98
Wage and Wage Discrimination Across Regions 0 0 0 2 0 0 7 28
Total Working Papers 1 2 11 3,130 96 183 509 18,454


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 0 0 11 57
A Monte Carlo EM method for estimating multinomial probit models 0 0 1 44 2 6 15 132
A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS 1 1 3 97 4 9 23 286
A Note on Regime Classification in Disequilibrium Models 0 0 0 22 0 1 12 89
A Note on Switching Regressions and Logistic Discrimination 0 0 0 129 2 3 10 332
A Proposition and an Example in the Theory of Job Search with Hours Constraints 0 0 0 15 3 3 6 163
A Simple Test for Heterogeneity in Exponential Models of Duration 0 0 0 29 2 2 3 157
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 4 4 9 127
A value function arising in the economics of information 0 0 0 46 6 7 8 173
An Empirical Job-Search Model, with a Test of the Constant Reservation-Wage Hypothesis 0 0 0 245 2 3 12 578
An Equilibrium Analysis of Fiscal Policy with Uncertainty and Incomplete Markets 0 0 0 35 0 2 6 200
An Equilibrium Analysis of Optimal Unemployment Insurance and Taxation 0 0 0 27 4 4 13 117
An integral occuring in duration models with heterogeneity 0 0 0 0 4 4 7 27
BANK FAILURE: EVIDENCE FROM THE COLOMBIAN FINANCIAL CRISIS 0 0 2 26 5 10 26 117
Bayesian Analysis of the Prototypal Search Model 0 0 0 0 0 0 3 223
Book Review: Labor Market: Taxation and Labour Supply 0 0 0 0 0 0 1 1
Comment 0 0 0 0 1 1 2 27
Controlling a Stochastic Process with Unknown Parameters 0 0 3 294 2 2 12 646
Correlated defaults, temporal correlation, expert information and predictability of default rates 0 0 1 4 3 4 5 17
Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow 0 0 0 244 2 4 12 698
Default Estimation and Expert Information 0 0 0 45 3 4 8 148
Default estimation for low-default portfolios 0 0 1 157 3 4 13 387
Default estimation, correlated defaults, and expert information 1 2 5 27 3 7 16 95
Development and validation of credit scoring models 0 1 2 4 4 5 14 19
Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model 0 0 1 213 0 0 1 520
Earnings, Unemployment, and the Allocation of Time Over Time 1 1 1 63 3 8 19 233
Economic Duration Data and Hazard Functions 0 0 1 2,353 12 21 36 5,987
Editor's introduction 0 0 0 1 2 2 4 25
Employment Contracts, Job Search Theory, and Labour Turnover: Preliminary Empirical Results 0 0 0 68 0 1 4 440
Equilibrium Search Models and the Transition from School to Work 0 0 0 42 1 3 9 528
Estimation of Equilibrium Wage Distributions with Heterogeneity 0 0 0 143 0 2 9 462
Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance 1 1 3 296 1 2 13 734
Evidence of Non-Markovian Behavior in the Process of Bank Rating Migrations 0 0 0 97 2 3 7 267
Evidence on the Role of Education in Labor Turnover 0 0 0 37 0 1 9 126
Federally subsidized occupational training and the employment and earnings of male trainees 0 0 0 12 2 5 9 74
HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE 1 1 2 42 4 8 21 152
Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation 0 0 0 168 1 3 10 912
How Long Is a Spell of Unemployment? Illusions and Biases in the Use of CPS Data 0 0 0 0 5 15 107 359
Identifying restrictions in limited information analysis of the schooling coefficient in a wage equation 0 0 0 2 1 1 2 29
Improving robust model selection tests for dynamic models 0 0 0 27 3 4 13 164
Individual Effects in a Nonlinear Model: Explicit Treatment of Heterogeneity in the Empirical Job-Search Model 0 0 0 26 0 1 9 108
Inference in non-linear panel models with partially missing observations The case of the equilibrium search model 0 0 0 18 2 2 4 85
Introduction: The Microeconometrics of Dynamic Decision Making 0 0 1 262 0 0 6 637
Layoffs and duration dependence in a model of turnover 0 0 0 39 2 2 4 130
Limited Information Analysis of a Small Underidentified Macroeconomic Model 0 0 0 9 0 1 5 58
Local Asymptotic Specification Error Analysis 0 0 1 20 2 2 11 125
Local Externalities and Societal Adoption of Technologies 0 0 0 0 1 5 13 430
Measurement Error in the Prototypal Job-Search Model 0 0 1 50 3 3 8 228
Menu Pricing: An Experimental Approach 0 0 0 0 0 1 9 631
Microeconometric evidence on the neoclassical model of demand 0 0 0 9 2 2 6 45
On the Value of Sample Separation Information 0 0 0 3 1 1 4 56
On the existence of universally convergent mechanisms 0 0 0 5 0 0 2 45
One Day in the Life of a Very Common Stock 0 0 0 1 2 6 28 1,076
Optimal Control of an Unknown Linear Process with Learning 0 1 1 84 0 2 6 385
Optimal Learning with Endogenous Data 0 0 0 37 4 6 9 133
Population Heterogeneity and Inference from Panel Data on the Effects of Vocational Education 0 0 0 30 0 0 3 104
Robust Nonnested Testing and the Demand for Money 0 0 0 25 2 2 9 111
Simple Robust Testing of Hypotheses in Nonlinear Models 0 0 0 30 2 13 26 127
Simple Robust Testing of Regression Hypotheses 0 0 0 3 2 7 14 954
Software evaluation: EasyReg International 0 0 0 141 0 1 3 450
Specification and Estimation of Equilibrium Search Models 0 0 0 281 1 3 9 1,246
Specification diagnostics based on Laguerre alternatives for econometric models of duration 0 1 1 10 2 3 8 60
Testing normality in econometric models 0 0 0 118 0 1 2 372
The Economics of the Diaspora: Discrimination and Occupational Structure 0 0 1 33 1 1 11 337
The Exact Likelihood Function for an Empirical Job Search Model 0 0 0 22 4 5 14 91
The empirical status of job search theory 0 0 0 75 2 4 10 196
The empirical status of job search theory 0 0 1 173 0 3 12 391
The smooth Colonel meets the Reverend 0 0 0 1 1 2 7 12
The smooth colonel and the reverend find common ground 0 0 1 4 1 1 12 34
Union Impact and Wage Discrimination by Region 0 0 0 0 1 3 6 15
Total Journal Articles 5 9 35 6,613 134 251 791 24,565


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 2 5 22 1,646
Search Models and Applied Labor Economics 0 0 0 0 1 1 4 68
Search Models and Applied Labor Economics 0 0 0 0 0 0 4 71
Total Books 0 0 0 0 3 6 30 1,785


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 5 6 10 12
Identification and Inference in Dynamic Programming Models 0 0 0 0 2 2 3 5
Structural and Reduced Form Approaches to Analyzing Unemployment Durations 0 0 0 0 5 5 11 13
Total Chapters 0 0 0 0 12 13 24 30


Statistics updated 2026-05-06