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 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 6 128 0 2 22 344
A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transition 0 0 0 63 0 0 7 217
American macroeconomics Between World War I and the Depression 0 0 0 0 1 4 15 355
An empirical job-search model, with a test of the constant reservation-wage hypothesis 0 0 3 12 1 3 20 43
Annual Default Rates and Probably Less Than Long-Run Average Annual Default Rates 0 0 0 57 1 1 5 255
Approximate Distributions in Essentially Linear Models 0 0 0 59 1 1 9 471
Approximate Distributions in Essentially Linear Models 0 0 0 0 0 0 4 392
Bank Failure: Evidence from the Colombia Financial Crisis 1 1 14 224 2 2 29 635
Bayesian Estimation of the Earnings Function 0 0 0 0 0 0 4 9
Correlated Defaults, Temporal Correlation, Expert Information and Predictability of Default Rates 0 0 0 20 0 0 1 66
Counting Processes for Retail Default Modeling 0 0 2 66 0 2 12 106
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 2 109 1 2 7 275
Default Estimation, Correlated Defaults, and Expert Information 0 0 0 91 0 0 3 136
Development and Validation of Credit-Scoring Models 0 0 1 633 1 1 8 1,725
EMPIRICAL LABOR ECONOMICS IN THE SEARCH FRAMEWORK 0 0 0 0 1 1 9 390
Equilibrium Search Models and The Transition from School to Work 0 0 0 0 0 0 10 713
Equilibrium Search Models and The Transition from School to Work 0 0 0 216 1 1 5 1,224
Equilibrium Search with Human Capital Accumulation 0 0 0 0 1 2 12 472
Evidence of non-Markovian behavior in the process of bank rating migrations 0 0 0 65 4 7 18 209
Evidence of non-Markovian behavior in the process of bank rating migrations 0 0 1 43 5 12 18 154
Evidence of non-Markovian behavior in the process of bank rating migrations 0 1 3 38 2 9 21 130
Evolution and Equilibria Selection of Repeated Lattice Games 0 0 0 61 1 2 8 363
Explaining time to bank failure in Colombia during the financial crisis of the late 1990s 0 1 6 116 2 3 15 402
Fitting Equilibrium Search Models to Labor Market Data 0 0 0 0 0 1 6 142
Fitting Equilibrium Search Models to Labor Market Data 0 0 0 309 1 1 3 1,723
Fitting Equilibrium Search Models to Labour Market Data 0 0 0 0 0 3 6 595
Fitting Equilibrium Search Models to Labour Market Data 0 0 0 70 1 1 2 365
Geometry of the Log-Likelihood Ratio Statistic in Misspecified Models 0 0 1 60 0 0 6 346
Heteroskedasticity-Autocorrelation Robust Standard Errors Using the Bartlett Kernel without Truncation 0 0 1 81 2 5 20 440
How Long is a Spell of Unemployment?: Illusions and Biases in the Use of CPS Data 0 0 0 84 0 1 4 851
Incentive-Compatible Elicitation of Quantiles 0 0 0 6 0 2 13 52
Panel Data, Local Cuts, and Orthogeodesic Models 0 0 0 27 0 0 4 93
Panel Data, Local Cuts, and Orthogeodesic Models 0 0 0 0 0 0 8 637
Quadratic Utility, Labor Supply and Commodity Demand 0 0 0 11 1 1 3 28
Robust Model Selection in Dynamic Models with an Application to Comparing Predictive Accuracy 0 0 0 36 0 0 6 147
Simple Robust Testing of Hypothesis in Non-Linear Models 0 0 0 0 0 1 6 45
Simple Robust Testing of Regression Hypotheses 0 0 0 0 1 3 8 132
Specification and Informational Issues in Credit Scoring 0 0 0 69 0 0 3 172
Statistical Manifolds and Separate Inference 0 0 0 0 0 0 5 66
THE EMPIRICAL STATUS OF JOB SEARCH THEORY 0 0 0 1 1 2 5 357
THE EXACT LIKELIHOOD FUNCTION FOR AN EMPIRICAL JOB SEARCH MODEL 0 0 0 0 0 2 9 216
Testing Normality in Econometric Models 0 0 2 3 2 5 23 634
The Bayesian Approach to Default Risk: A Guide 0 1 4 53 1 3 9 133
The Exact Likelihood Function for an Empirical Job Search Model 0 0 0 3 0 2 6 18
The Maximum Entropy Distribution for Stochastically Ordered Random Variables with Fixed Marginals 0 0 0 50 0 0 3 126
The Smooth Colonel Meets the Reverend 0 0 0 42 0 0 3 114
The Smooth Colonel and the Reverend Find Common Ground 0 0 1 39 0 0 4 78
Wage and Wage Discrimination Across Regions 0 0 0 2 1 2 6 19
Total Working Papers 2 6 47 3,007 37 91 442 16,849


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 1 40 0 0 1 104
A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS 0 0 0 88 0 1 6 221
A Note on Regime Classification in Disequilibrium Models 0 0 0 20 0 0 5 71
A Note on Switching Regressions and Logistic Discrimination 1 1 2 128 1 2 10 315
A Proposition and an Example in the Theory of Job Search with Hours Constraints 0 0 0 14 0 2 5 153
A Simple Test for Heterogeneity in Exponential Models of Duration 0 0 0 28 0 0 4 150
A score-type test based on higher-order derivatives 0 0 0 12 0 0 2 63
A simulation estimator for testing the time homogeneity of credit rating transitions 0 0 0 31 1 2 9 110
A value function arising in the economics of information 0 0 2 46 0 1 8 158
An Empirical Job-Search Model, with a Test of the Constant Reservation-Wage Hypothesis 0 1 8 222 2 5 30 497
An Equilibrium Analysis of Fiscal Policy with Uncertainty and Incomplete Markets 0 0 1 33 0 1 7 186
An Equilibrium Analysis of Optimal Unemployment Insurance and Taxation 0 0 1 25 0 0 5 98
An integral occuring in duration models with heterogeneity 0 0 0 0 0 0 3 18
BANK FAILURE: EVIDENCE FROM THE COLOMBIAN FINANCIAL CRISIS 0 0 2 16 1 4 12 63
Bayesian Analysis of the Prototypal Search Model 0 0 0 0 0 0 2 213
Comment 0 0 0 0 0 0 3 16
Controlling a Stochastic Process with Unknown Parameters 0 0 11 260 1 2 30 567
Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow 0 1 7 218 1 7 40 615
Default Estimation and Expert Information 0 0 1 42 0 1 12 131
Default estimation for low-default portfolios 0 0 4 117 1 1 17 291
Default estimation, correlated defaults, and expert information 0 0 1 20 0 0 3 69
Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model 1 2 5 207 1 2 9 499
Earnings, Unemployment, and the Allocation of Time Over Time 0 0 3 57 0 1 8 189
Economic Duration Data and Hazard Functions 0 3 30 2,300 4 15 81 5,756
Editor's introduction 0 0 0 1 0 0 2 20
Employment Contracts, Job Search Theory, and Labour Turnover: Preliminary Empirical Results 0 0 0 67 0 0 1 433
Equilibrium Search Models and the Transition from School to Work 0 0 0 42 0 0 1 503
Estimation of Equilibrium Wage Distributions with Heterogeneity 0 1 5 137 0 1 6 437
Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance 0 3 11 258 0 3 20 660
Evidence of Non-Markovian Behavior in the Process of Bank Rating Migrations 0 0 0 82 1 2 7 213
Evidence on the Role of Education in Labor Turnover 0 1 7 28 1 4 19 91
Federally subsidized occupational training and the employment and earnings of male trainees 0 0 0 12 0 0 3 62
HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE 0 0 1 38 0 2 8 117
Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation 0 0 1 168 2 3 12 863
How Long Is a Spell of Unemployment? Illusions and Biases in the Use of CPS Data 0 0 0 0 0 4 10 215
Identifying restrictions in limited information analysis of the schooling coefficient in a wage equation 0 0 0 2 1 1 3 27
Improving robust model selection tests for dynamic models 0 0 0 27 0 0 4 146
Individual Effects in a Nonlinear Model: Explicit Treatment of Heterogeneity in the Empirical Job-Search Model 0 0 0 24 1 1 6 91
Inference in non-linear panel models with partially missing observations The case of the equilibrium search model 0 0 0 16 0 0 7 73
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 0 0 0 106
Limited Information Analysis of a Small Underidentified Macroeconomic Model 0 0 0 9 0 2 5 52
Local Asymptotic Specification Error Analysis 0 0 1 18 0 0 6 107
Local Externalities and Societal Adoption of Technologies 0 0 0 0 1 1 6 412
Measurement Error in the Prototypal Job-Search Model 0 0 2 48 0 2 16 211
Menu Pricing: An Experimental Approach 0 0 0 0 0 0 6 579
Microeconometric evidence on the neoclassical model of demand 0 0 0 8 0 1 4 36
On the Value of Sample Separation Information 0 0 0 3 0 0 2 49
On the existence of universally convergent mechanisms 0 0 0 4 0 0 0 40
One Day in the Life of a Very Common Stock 0 0 0 1 2 8 34 972
Optimal Control of an Unknown Linear Process with Learning 0 0 0 80 0 0 6 370
Optimal Learning with Endogenous Data 0 0 0 36 0 0 3 122
Population Heterogeneity and Inference from Panel Data on the Effects of Vocational Education 0 0 1 28 0 0 2 96
Robust Nonnested Testing and the Demand for Money 0 0 0 25 0 0 2 97
Simple Robust Testing of Hypotheses in Nonlinear Models 0 0 0 27 0 1 9 84
Simple Robust Testing of Regression Hypotheses 0 0 0 3 1 2 9 905
Software evaluation: EasyReg International 0 0 0 136 0 0 4 419
Specification and Estimation of Equilibrium Search Models 0 0 1 277 0 0 13 1,210
Specification diagnostics based on Laguerre alternatives for econometric models of duration 0 0 0 9 0 1 4 49
Testing normality in econometric models 0 1 1 117 0 1 2 362
The Economics of the Diaspora: Discrimination and Occupational Structure 0 0 2 14 0 1 9 277
The Exact Likelihood Function for an Empirical Job Search Model 0 0 0 20 0 1 5 67
The empirical status of job search theory 0 0 1 169 0 0 5 366
The empirical status of job search theory 0 0 0 73 0 0 8 172
Total Journal Articles 2 14 113 6,230 23 89 582 22,334


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 11 73 1,413
Search Models and Applied Labor Economics 0 0 0 0 1 2 9 52
Search Models and Applied Labor Economics 0 0 0 0 1 3 8 60
Total Books 0 0 0 0 4 16 90 1,525


Statistics updated 2020-09-04