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 0 12
A New Approach to the Asymptotics of HAC Robust Testing in Econometrics 0 0 0 23 0 0 0 101
A New Asymptotic Theory for Heteroskedasticity-Autocorrelation Robust Tests 1 1 1 142 1 5 8 399
A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transition 0 0 0 66 0 1 2 235
American macroeconomics Between World War I and the Depression 0 0 0 1 2 2 2 367
An empirical job-search model, with a test of the constant reservation-wage hypothesis 0 0 0 12 0 1 4 65
Annual Default Rates and Probably Less Than Long-Run Average Annual Default Rates 0 0 0 58 0 0 0 261
Approximate Distributions in Essentially Linear Models 0 0 0 0 1 2 2 399
Approximate Distributions in Essentially Linear Models 0 0 0 59 0 0 0 477
Bank Failure: Evidence from the Colombia Financial Crisis 0 0 2 237 0 0 2 671
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 0 0 0 70
Counting Processes for Retail Default Modeling 0 0 0 69 0 1 1 123
Default Estimation and Expert Information: All Likely Dataset Analysis and Robust Validation 0 0 0 34 0 0 1 131
Default Estimation for Low-Default Portfolios 0 0 1 118 0 1 3 304
Default Estimation, Correlated Defaults, and Expert Information 0 0 0 93 0 0 0 142
Development and Validation of Credit-Scoring Models 0 0 0 640 1 1 2 1,756
EMPIRICAL LABOR ECONOMICS IN THE SEARCH FRAMEWORK 0 0 0 0 0 0 1 398
Equilibrium Search Models and The Transition from School to Work 0 0 1 218 0 0 3 1,237
Equilibrium Search Models and The Transition from School to Work 0 0 0 0 1 1 3 724
Equilibrium Search with Human Capital Accumulation 0 0 0 0 0 0 1 492
Evidence of non-Markovian behavior in the process of bank rating migrations 0 0 0 41 0 1 6 159
Evidence of non-Markovian behavior in the process of bank rating migrations 0 0 0 44 0 0 0 174
Evidence of non-Markovian behavior in the process of bank rating migrations 0 0 1 66 0 0 1 226
Evolution and Equilibria Selection of Repeated Lattice Games 0 0 1 65 0 0 1 373
Explaining time to bank failure in Colombia during the financial crisis of the late 1990s 1 1 1 130 1 1 5 442
Fitting Equilibrium Search Models to Labor Market Data 0 0 0 1 0 0 0 398
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 0 0 1 2 153
Fitting Equilibrium Search Models to Labour Market Data 0 0 0 70 0 0 1 369
Fitting Equilibrium Search Models to Labour Market Data 0 0 0 0 0 0 0 600
Geometry of the Log-Likelihood Ratio Statistic in Misspecified Models 0 0 0 60 0 0 1 354
Heteroskedasticity-Autocorrelation Robust Standard Errors Using the Bartlett Kernel without Truncation 0 0 2 89 0 1 15 502
How Long is a Spell of Unemployment?: Illusions and Biases in the Use of CPS Data 0 0 0 86 0 1 2 861
Incentive-Compatible Elicitation of Quantiles 0 0 0 6 0 0 2 60
Panel Data, Local Cuts, and Orthogeodesic Models 0 0 0 0 0 0 0 641
Panel Data, Local Cuts, and Orthogeodesic Models 0 0 0 27 0 0 0 97
Quadratic Utility, Labor Supply and Commodity Demand 0 0 0 13 0 0 1 38
Robust Model Selection in Dynamic Models with an Application to Comparing Predictive Accuracy 0 0 0 36 0 0 1 153
Simple Robust Testing of Hypothesis in Non-Linear Models 0 0 0 0 0 1 1 53
Simple Robust Testing of Regression Hypotheses 0 0 0 0 0 1 3 156
Specification and Informational Issues in Credit Scoring 0 0 1 75 0 0 2 192
Statistical Manifolds and Separate Inference 0 0 0 0 0 0 1 67
TESTING NORMALITY IN ECONOMETRIC MODELS 0 0 0 2 0 0 2 11
THE EMPIRICAL STATUS OF JOB SEARCH THEORY 0 0 0 1 0 1 2 365
THE EXACT LIKELIHOOD FUNCTION FOR AN EMPIRICAL JOB SEARCH MODEL 0 0 0 0 0 1 2 227
Testing Normality in Econometric Models 0 0 0 7 1 2 2 649
The Bayesian Approach to Default Risk: A Guide 1 1 1 58 1 2 4 146
The Exact Likelihood Function for an Empirical Job Search Model 0 0 0 4 0 1 1 27
The Exact Likelihood Function for an Empirical Job Search Model 0 0 0 0 0 2 3 4
The Maximum Entropy Distribution for Stochastically Ordered Random Variables with Fixed Marginals 1 1 1 51 1 1 1 127
The Smooth Colonel Meets the Reverend 1 1 1 43 1 1 1 116
The Smooth Colonel and the Reverend Find Common Ground 0 0 1 42 1 2 3 89
Wage and Wage Discrimination Across Regions 0 0 0 2 0 0 1 21
Total Working Papers 5 5 15 3,124 12 35 102 17,957


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 0 46
A Monte Carlo EM method for estimating multinomial probit models 1 1 1 44 1 1 2 118
A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS 0 0 3 94 0 2 7 263
A Note on Regime Classification in Disequilibrium Models 0 0 0 22 0 0 0 77
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 0 2 157
A Simple Test for Heterogeneity in Exponential Models of Duration 0 0 0 29 0 0 2 154
A score-type test based on higher-order derivatives 0 0 0 12 0 0 0 64
A simulation estimator for testing the time homogeneity of credit rating transitions 0 0 0 32 0 1 2 118
A value function arising in the economics of information 0 0 0 46 0 0 1 165
An Empirical Job-Search Model, with a Test of the Constant Reservation-Wage Hypothesis 0 0 1 245 0 0 6 566
An Equilibrium Analysis of Fiscal Policy with Uncertainty and Incomplete Markets 0 0 0 35 0 0 0 194
An Equilibrium Analysis of Optimal Unemployment Insurance and Taxation 0 0 0 27 0 1 1 104
An integral occuring in duration models with heterogeneity 0 0 0 0 0 0 1 20
BANK FAILURE: EVIDENCE FROM THE COLOMBIAN FINANCIAL CRISIS 0 0 0 24 0 4 4 91
Bayesian Analysis of the Prototypal Search Model 0 0 0 0 0 0 1 220
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 0 2 291 0 0 2 634
Correlated defaults, temporal correlation, expert information and predictability of default rates 0 0 0 3 0 1 2 12
Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow 0 0 2 244 1 1 7 687
Default Estimation and Expert Information 0 0 1 45 0 0 2 140
Default estimation for low-default portfolios 1 1 5 157 2 5 13 376
Default estimation, correlated defaults, and expert information 0 0 0 22 0 0 1 79
Development and validation of credit scoring models 0 1 2 2 0 2 5 5
Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model 0 0 2 212 0 0 2 519
Earnings, Unemployment, and the Allocation of Time Over Time 0 0 1 62 0 0 2 214
Economic Duration Data and Hazard Functions 0 1 6 2,352 0 6 49 5,951
Editor's introduction 0 0 0 1 0 0 0 21
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 0 1 6 519
Estimation of Equilibrium Wage Distributions with Heterogeneity 0 0 0 143 0 2 2 453
Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance 1 1 4 294 2 2 10 723
Evidence of Non-Markovian Behavior in the Process of Bank Rating Migrations 0 0 0 97 0 0 3 260
Evidence on the Role of Education in Labor Turnover 0 0 1 37 0 0 3 117
Federally subsidized occupational training and the employment and earnings of male trainees 0 0 0 12 0 0 0 65
HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE 1 1 1 41 1 1 2 132
Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation 0 0 0 168 1 2 9 903
How Long Is a Spell of Unemployment? Illusions and Biases in the Use of CPS Data 0 0 0 0 1 4 17 253
Identifying restrictions in limited information analysis of the schooling coefficient in a wage equation 0 0 0 2 0 0 0 27
Improving robust model selection tests for dynamic models 0 0 0 27 0 0 2 151
Individual Effects in a Nonlinear Model: Explicit Treatment of Heterogeneity in the Empirical Job-Search Model 0 0 0 26 0 0 0 99
Inference in non-linear panel models with partially missing observations The case of the equilibrium search model 0 0 0 18 0 0 0 81
Introduction: The Microeconometrics of Dynamic Decision Making 0 0 0 261 1 1 1 632
Layoffs and duration dependence in a model of turnover 0 0 0 39 0 7 8 126
Limited Information Analysis of a Small Underidentified Macroeconomic Model 0 0 0 9 0 0 0 53
Local Asymptotic Specification Error Analysis 0 0 0 19 0 0 0 114
Local Externalities and Societal Adoption of Technologies 0 0 0 0 0 0 0 417
Measurement Error in the Prototypal Job-Search Model 0 0 0 49 0 1 2 220
Menu Pricing: An Experimental Approach 0 0 0 0 0 0 3 622
Microeconometric evidence on the neoclassical model of demand 0 0 0 9 0 0 1 39
On the Value of Sample Separation Information 0 0 0 3 0 0 0 52
On the existence of universally convergent mechanisms 0 0 0 5 0 0 0 43
One Day in the Life of a Very Common Stock 0 0 0 1 2 2 12 1,050
Optimal Control of an Unknown Linear Process with Learning 0 0 2 83 0 1 3 379
Optimal Learning with Endogenous Data 0 0 0 37 0 0 0 124
Population Heterogeneity and Inference from Panel Data on the Effects of Vocational Education 0 0 0 30 0 0 0 101
Robust Nonnested Testing and the Demand for Money 0 0 0 25 0 1 1 102
Simple Robust Testing of Hypotheses in Nonlinear Models 0 0 0 30 0 1 1 101
Simple Robust Testing of Regression Hypotheses 0 0 0 3 0 0 5 940
Software evaluation: EasyReg International 0 0 0 141 0 0 1 447
Specification and Estimation of Equilibrium Search Models 0 0 0 281 0 0 3 1,237
Specification diagnostics based on Laguerre alternatives for econometric models of duration 0 0 0 9 0 0 0 52
Testing normality in econometric models 0 0 0 118 0 0 1 370
The Economics of the Diaspora: Discrimination and Occupational Structure 0 0 1 32 2 4 7 328
The Exact Likelihood Function for an Empirical Job Search Model 0 0 1 22 0 0 1 77
The empirical status of job search theory 0 0 0 75 0 0 0 186
The empirical status of job search theory 0 0 0 172 0 0 0 379
The smooth Colonel meets the Reverend 0 0 0 1 0 0 0 5
The smooth colonel and the reverend find common ground 1 1 1 4 1 2 2 23
Union Impact and Wage Discrimination by Region 0 0 0 0 0 0 0 9
Total Journal Articles 5 7 37 6,583 15 56 221 23,789


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 1 24 1,625
Search Models and Applied Labor Economics 0 0 0 0 0 1 4 64
Search Models and Applied Labor Economics 0 0 0 0 1 1 3 68
Total Books 0 0 0 0 2 3 31 1,757


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 1 2
Identification and Inference in Dynamic Programming Models 0 0 0 0 0 1 2 2
Structural and Reduced Form Approaches to Analyzing Unemployment Durations 0 0 0 0 0 0 0 2
Total Chapters 0 0 0 0 0 1 3 6


Statistics updated 2025-06-06