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 19
A New Approach to the Asymptotics of HAC Robust Testing in Econometrics 0 0 0 23 0 0 5 107
A New Asymptotic Theory for Heteroskedasticity-Autocorrelation Robust Tests 0 0 0 142 2 3 22 421
A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transition 0 0 0 66 0 2 16 251
American macroeconomics Between World War I and the Depression 0 0 0 1 0 0 5 372
An empirical job-search model, with a test of the constant reservation-wage hypothesis 0 0 0 12 1 2 6 71
Annual Default Rates and Probably Less Than Long-Run Average Annual Default Rates 0 0 0 58 0 0 13 274
Approximate Distributions in Essentially Linear Models 0 0 0 0 0 0 4 403
Approximate Distributions in Essentially Linear Models 0 0 0 59 0 0 3 480
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 3 5 18
Correlated Defaults, Temporal Correlation, Expert Information and Predictability of Default Rates 0 0 0 20 1 1 9 79
Counting Processes for Retail Default Modeling 0 0 0 69 2 5 11 134
Default Estimation and Expert Information: All Likely Dataset Analysis and Robust Validation 0 0 0 34 0 1 12 143
Default Estimation for Low-Default Portfolios 0 1 1 120 1 3 23 328
Default Estimation, Correlated Defaults, and Expert Information 0 0 0 93 0 0 10 152
Development and Validation of Credit-Scoring Models 0 0 2 642 0 1 16 1,773
EMPIRICAL LABOR ECONOMICS IN THE SEARCH FRAMEWORK 0 0 0 0 1 1 5 404
Equilibrium Search Models and The Transition from School to Work 0 0 0 0 1 1 8 732
Equilibrium Search Models and The Transition from School to Work 1 1 1 219 1 2 11 1,249
Equilibrium Search with Human Capital Accumulation 0 0 0 0 0 1 13 505
Evidence of non-Markovian behavior in the process of bank rating migrations 0 0 0 44 0 1 11 185
Evidence of non-Markovian behavior in the process of bank rating migrations 0 0 0 66 1 2 26 252
Evidence of non-Markovian behavior in the process of bank rating migrations 0 0 0 41 0 0 11 171
Evolution and Equilibria Selection of Repeated Lattice Games 0 0 0 65 0 0 8 382
Explaining time to bank failure in Colombia during the financial crisis of the late 1990s 0 0 0 130 1 4 14 456
Fitting Equilibrium Search Models to Labor Market Data 0 0 0 0 0 0 7 161
Fitting Equilibrium Search Models to Labor Market Data 0 0 0 311 0 1 10 1,740
Fitting Equilibrium Search Models to Labor Market Data 0 0 0 1 0 0 4 402
Fitting Equilibrium Search Models to Labour Market Data 0 0 0 0 1 1 8 608
Fitting Equilibrium Search Models to Labour Market Data 0 0 0 70 0 0 5 374
Geometry of the Log-Likelihood Ratio Statistic in Misspecified Models 0 0 0 60 0 0 9 363
Heteroskedasticity-Autocorrelation Robust Standard Errors Using the Bartlett Kernel without Truncation 0 0 0 90 0 1 20 525
How Long is a Spell of Unemployment?: Illusions and Biases in the Use of CPS Data 0 0 0 86 1 2 14 876
Incentive-Compatible Elicitation of Quantiles 0 0 0 6 0 2 12 73
Panel Data, Local Cuts, and Orthogeodesic Models 0 0 0 27 1 1 8 105
Panel Data, Local Cuts, and Orthogeodesic Models 0 0 0 0 0 0 4 645
Quadratic Utility, Labor Supply and Commodity Demand 0 0 0 14 0 2 5 44
Robust Model Selection in Dynamic Models with an Application to Comparing Predictive Accuracy 0 0 0 36 0 0 10 163
Simple Robust Testing of Hypothesis in Non-Linear Models 0 0 0 0 0 0 12 65
Simple Robust Testing of Regression Hypotheses 0 0 0 0 2 2 14 171
Specification and Informational Issues in Credit Scoring 0 0 1 76 0 1 23 216
Statistical Manifolds and Separate Inference 0 0 0 0 1 1 11 78
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 0 0 6 233
Testing Normality in Econometric Models 0 0 0 7 1 1 7 656
The Bayesian Approach to Default Risk: A Guide 0 0 0 58 0 3 15 161
The Exact Likelihood Function for an Empirical Job Search Model 0 0 0 4 0 0 6 33
The Exact Likelihood Function for an Empirical Job Search Model 0 0 0 0 0 1 5 9
The Maximum Entropy Distribution for Stochastically Ordered Random Variables with Fixed Marginals 0 0 0 51 0 0 6 134
The Smooth Colonel Meets the Reverend 0 0 0 43 0 0 15 131
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 1 1 8 29
Total Working Papers 1 2 5 3,132 22 58 566 18,545


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 1 10 58
A Monte Carlo EM method for estimating multinomial probit models 0 0 0 44 1 1 14 133
A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS 1 2 6 100 5 9 33 297
A Note on Regime Classification in Disequilibrium Models 0 0 0 22 0 0 10 89
A Note on Switching Regressions and Logistic Discrimination 0 0 0 129 0 1 12 334
A Proposition and an Example in the Theory of Job Search with Hours Constraints 0 0 0 15 0 0 5 163
A Simple Test for Heterogeneity in Exponential Models of Duration 0 0 0 29 1 1 4 158
A score-type test based on higher-order derivatives 0 0 0 12 0 0 1 66
A simulation estimator for testing the time homogeneity of credit rating transitions 0 0 0 32 1 1 10 129
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 0 0 13 579
An Equilibrium Analysis of Fiscal Policy with Uncertainty and Incomplete Markets 0 0 0 35 1 1 6 201
An Equilibrium Analysis of Optimal Unemployment Insurance and Taxation 0 0 0 27 0 0 11 117
An integral occuring in duration models with heterogeneity 0 0 0 0 0 0 7 27
BANK FAILURE: EVIDENCE FROM THE COLOMBIAN FINANCIAL CRISIS 0 0 1 26 1 1 26 120
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 0 0 1 1
Comment 0 0 0 0 0 1 3 28
Controlling a Stochastic Process with Unknown Parameters 1 2 3 296 3 8 21 657
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 0 1 1 245 2 3 17 705
Default Estimation and Expert Information 0 1 1 46 0 1 9 149
Default estimation for low-default portfolios 0 3 4 161 1 5 16 394
Default estimation, correlated defaults, and expert information 0 0 5 27 0 2 19 98
Development and validation of credit scoring models 0 0 1 4 0 0 14 21
Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model 0 0 1 213 1 2 4 523
Earnings, Unemployment, and the Allocation of Time Over Time 0 0 1 63 0 1 16 234
Economic Duration Data and Hazard Functions 1 4 5 2,357 3 13 55 6,006
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 0 0 11 530
Estimation of Equilibrium Wage Distributions with Heterogeneity 0 0 0 143 0 0 7 462
Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance 0 1 2 297 1 3 13 737
Evidence of Non-Markovian Behavior in the Process of Bank Rating Migrations 0 0 0 97 0 0 8 268
Evidence on the Role of Education in Labor Turnover 0 0 0 37 0 0 8 126
Federally subsidized occupational training and the employment and earnings of male trainees 0 0 0 12 0 1 8 75
HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE 0 0 2 43 1 1 21 155
Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation 0 0 0 168 0 1 12 916
How Long Is a Spell of Unemployment? Illusions and Biases in the Use of CPS Data 0 0 0 0 1 3 87 364
Identifying restrictions in limited information analysis of the schooling coefficient in a wage equation 0 0 0 2 0 1 4 31
Improving robust model selection tests for dynamic models 0 0 0 27 0 1 14 166
Individual Effects in a Nonlinear Model: Explicit Treatment of Heterogeneity in the Empirical Job-Search Model 0 0 0 26 0 0 9 108
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 1 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 1 6 59
Local Asymptotic Specification Error Analysis 0 1 2 21 0 1 10 126
Local Externalities and Societal Adoption of Technologies 0 0 0 0 0 0 11 430
Measurement Error in the Prototypal Job-Search Model 0 0 0 50 1 1 8 230
Menu Pricing: An Experimental Approach 0 0 0 0 0 1 12 635
Microeconometric evidence on the neoclassical model of demand 0 0 0 9 2 4 9 49
On the Value of Sample Separation Information 0 0 0 3 0 0 4 56
On the existence of universally convergent mechanisms 0 0 0 5 0 1 3 46
One Day in the Life of a Very Common Stock 0 0 0 1 0 3 33 1,085
Optimal Control of an Unknown Linear Process with Learning 0 0 1 84 0 3 9 390
Optimal Learning with Endogenous Data 0 0 0 37 0 1 10 135
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 0 1 9 112
Simple Robust Testing of Hypotheses in Nonlinear Models 0 0 0 30 0 2 29 130
Simple Robust Testing of Regression Hypotheses 0 0 0 3 0 2 17 957
Software evaluation: EasyReg International 0 0 0 141 0 0 4 451
Specification and Estimation of Equilibrium Search Models 0 0 0 281 1 2 12 1,249
Specification diagnostics based on Laguerre alternatives for econometric models of duration 0 0 1 10 0 1 8 61
Testing normality in econometric models 0 0 0 118 0 0 3 373
The Economics of the Diaspora: Discrimination and Occupational Structure 0 0 0 33 0 0 10 339
The Exact Likelihood Function for an Empirical Job Search Model 0 0 0 22 0 0 14 92
The empirical status of job search theory 0 0 0 173 1 3 14 395
The empirical status of job search theory 0 0 0 75 0 2 11 198
The smooth Colonel meets the Reverend 0 0 0 1 0 1 9 14
The smooth colonel and the reverend find common ground 0 0 0 4 0 0 9 34
Union Impact and Wage Discrimination by Region 0 0 0 0 0 0 8 17
Total Journal Articles 3 15 41 6,633 31 97 856 24,733


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 1 2 22 1,650
Search Models and Applied Labor Economics 0 0 0 0 0 0 4 68
Search Models and Applied Labor Economics 0 0 0 0 1 1 4 72
Total Books 0 0 0 0 2 3 30 1,790


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 9 13
Identification and Inference in Dynamic Programming Models 0 0 0 0 0 0 4 6
Structural and Reduced Form Approaches to Analyzing Unemployment Durations 0 0 0 0 1 1 12 14
Total Chapters 0 0 0 0 1 1 25 33


Statistics updated 2026-10-11