Nicholas M. Kiefer : Citation Profile


Are you Nicholas M. Kiefer?

Cornell University
Cornell University

21

H index

36

i10 index

2729

Citations

RESEARCH PRODUCTION:

65

Articles

51

Papers

3

Books

RESEARCH ACTIVITY:

   40 years (1975 - 2015). See details.
   Cites by year: 68
   Journals where Nicholas M. Kiefer has often published
   Relations with other researchers
   Recent citing documents: 117.    Total self citations: 18 (0.66 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pki305
   Updated: 2020-10-24    RAS profile: 2016-07-24    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Nicholas M. Kiefer.

Is cited by:

Sun, Yixiao (82)

van den Berg, Gerard (31)

Vogelsang, Timothy (28)

Phillips, Peter (27)

Gomez-Gonzalez, Jose (26)

Al-Sadoon, Majid (24)

Launov, Andrey (18)

Gomez-Gonzalez, Jose (17)

Ongena, Steven (16)

Hwang, Jungbin (16)

Kim, Min Seong (15)

Cites to:

Racine, Jeffrey (8)

Christensen, Bent Jesper (6)

Li, Qi (5)

Varotto, Simone (4)

Perraudin, William (4)

Vogelsang, Timothy (4)

Gertler, Mark (3)

Schuermann, Til (3)

Peristiani, Stavros (2)

Wilson, Paul (2)

Peek, Joe (2)

Main data


Where Nicholas M. Kiefer has published?


Journals with more than one article published# docs
Econometrica8
Journal of Econometrics8
International Economic Review6
Journal of Business & Economic Statistics5
Journal of Labor Economics3
Econometric Theory3
Journal of Applied Econometrics3
Economics Letters3
Journal of Empirical Finance2
Journal of Economic Dynamics and Control2
Review of Economic Studies2
Journal of Political Economy2
Labour Economics2

Working Papers Series with more than one paper published# docs
Working Papers / Cornell University, Center for Analytic Economics19
Working Papers / Princeton University, Department of Economics, Industrial Relations Section.4
Borradores de Economia / Banco de la Republica de Colombia2
BORRADORES DE ECONOMIA / BANCO DE LA REPŕBLICA2
Staff General Research Papers Archive / Iowa State University, Department of Economics2
Working Papers / Duke University, Department of Economics2

Recent works citing Nicholas M. Kiefer (2020 and 2019)


YearTitle of citing document
2019Bi-Demographic Changes and Current Account using SVAR Modeling. (2019). Ghassan, Hassan ; Balli, Faruk ; Al-Hajhoj, Hassan R. In: Papers. RePEc:arx:papers:1803.11161.

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2019R\eint\egration des refus\es en Credit Scoring. (2019). Beben, S'Ebastien ; Heinrich, Philippe ; Vandewalle, Vincent ; Biernacki, Christophe ; Ehrhardt, Adrien. In: Papers. RePEc:arx:papers:1903.10855.

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2020Normal Approximation in Large Network Models. (2019). Leung, Michael ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1904.11060.

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2019An Asymptotically F-Distributed Chow Test in the Presence of Heteroscedasticity and Autocorrelation. (2019). Wang, Xuexin ; Sun, Yixiao. In: Papers. RePEc:arx:papers:1911.03771.

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2020Unit Root Testing with Slowly Varying Trends. (2020). Otto, Sven. In: Papers. RePEc:arx:papers:2003.04066.

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2020A Social Network Analysis of Occupational Segregation. (2020). van der Leij, Marco ; Buhai, Ioan Sebastian. In: Papers. RePEc:arx:papers:2004.09293.

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2020Inference without smoothing for large panels with cross-sectional and temporal dependence. (2020). Schafgans, M ; Hidalgo, J. In: Papers. RePEc:arx:papers:2006.14409.

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2020Commitment and Conflict in Multilateral Bargaining. (2020). Vanberg, Christoph ; Miettinen, Topi. In: Working Papers. RePEc:awi:wpaper:0679.

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2019Minimum Wages in Formal and Informal Sectors: Evidence from an Inflation Shock in Colombia. (2019). Pérez Pérez, Jorge. In: Working Papers. RePEc:bdm:wpaper:2019-13.

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2019Informed trading in a two-tier market structure under financial distress. (2019). Paiardini, Paola ; Impenna, Claudio . In: Discussion Papers. RePEc:bir:birmec:19-06.

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2020Conservation practice complementarity and timing of on‚Äźfarm adoption. (2020). Bergtold, Jason ; Williams, Jeffery R ; Canales, Elizabeth. In: Agricultural Economics. RePEc:bla:agecon:v:51:y:2020:i:5:p:777-792.

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2020Estimating the probability of default for no‚Äźdefault and low‚Äźdefault portfolios. (2020). Blumke, Oliver. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:69:y:2020:i:1:p:89-107.

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2020An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence. (2020). Sun, Yixiao ; Wang, Xuexin. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:4:p:536-550.

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2019Predicting bank distress in the UK with machine learning. (2019). Suss, Joel ; Treitel, Henry. In: Bank of England working papers. RePEc:boe:boeewp:0831.

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2019Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2019-002.

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2019Estimation and Inference in Semiparametric Quantile Factor Models. (2019). Gao, J ; Linton, O ; Ma, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1933.

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2019A Simple and Trustworthy Asymptotic t Test in Difference-in-Differences Regressions. (2019). Sun, Yixiao ; Liu, Cheng. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt0ck2109g.

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2019Asymptotic F Tests under Possibly Weak Identification. (2019). Wang, Xuexin ; Sun, Yixiao ; Martinez-Iriarte, Julian. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6qk200q8.

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2020Does a Big Bazooka Matter? Quantitative Easing Policies and Exchange Rates. (2020). Mehl, Arnaud ; Grab, Johannes ; Georgiadis, Georgios ; Dedola, Luca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14324.

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2019Hide and Seek: Uninformed Traders and the Short-sales Constraints. (2019). Xia, LE ; Li, Yuming ; Yu, Chiu ; Cai, Jinghan. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2019:v:20:i:1:caikolixia.

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2019Do re-employment wages fall due to the depreciation of human capital or employer perceptions?. (2019). Adilov, Nodir ; Nazarov, Zafar. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00411.

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2019Modelling bimodality of length of tourist stay. (2019). Perez-Rodriguez, J V ; Gomez-Deniz, E. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:131-151.

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2019Informational environments and the relative information content of analyst recommendations and insider trades. (2019). Wang, Sean. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:72:y:2019:i:c:p:61-73.

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2020Limited investor attention, relative fundamental strength, and the cross-section of stock returns. (2020). Chen, Min ; Yung, Kenneth ; Sun, Licheng ; Zhu, Zhaobo. In: The British Accounting Review. RePEc:eee:bracre:v:52:y:2020:i:4:s0890838919300848.

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2019Illegal insider trading: Commission and SEC detection. (2019). Posylnaya, Valeriya V ; Cline, Brandon N. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:247-269.

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2019Top executives on social media and information in the capital market: Evidence from China. (2019). Johansson, Anders ; Feng, Xunan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:824-857.

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2019Board structure, considerable capital, and stock price overreaction informativeness in terms of technical indicators. (2019). Chen, Yuhsin ; Huang, Paoyu ; Ni, Yensen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:514-528.

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2020A modified Wilcoxon test for change points in long-range dependent time series. (2020). Wenger, Kai ; Less, Vivien. In: Economics Letters. RePEc:eee:ecolet:v:192:y:2020:i:c:s016517652030166x.

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2020A mean-difference test based on self-normalization for alternating regime index data sets. (2020). Shin, Dong Wan ; Kim, Bo Gyeong. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176519300072.

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2020A self-normalization test for correlation change. (2020). Shin, Dong Wan ; Choi, Ji-Eun. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s016517651930045x.

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2019Weak ŌÉ-convergence: Theory and applications. (2019). Sul, Donggyu ; Kong, Jianning. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:185-207.

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2019Estimation of longrun variance of continuous time stochastic process using discrete sample. (2019). Park, Joon Y ; Lu, YE. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:2:p:236-267.

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2019A simple and trustworthy asymptotic t test in difference-in-differences regressions. (2019). Sun, Yixiao ; Liu, Cheng. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:2:p:327-362.

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2019Inference on Difference-in-Differences average treatment effects: A fixed-b approach. (2019). Yan, Karen X ; Sun, YU. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:2:p:560-588.

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2019Placebo inference on treatment effects when the number of clusters is small. (2019). Hagemann, Andreas. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:1:p:190-209.

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2019A likelihood ratio test for spatial model selection. (2019). Lee, Lung-Fei ; Liu, Tuo. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:2:p:434-458.

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2020Efficient estimation of heterogeneous coefficients in panel data models with common shocks. (2020). Cui, Guowei ; Li, Kunpeng ; Lu, Lina. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:2:p:327-353.

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2019Testing subspace Granger causality. (2019). Al-Sadoon, Majid M. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:42-61.

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2020The marginal cost of track renewals in the Swedish railway network: Using data to compare methods. (2020). Haraldsson, Mattias ; Yarmukhamedov, Sherzod ; Nilsson, Jan-Eric ; Odolinski, Kristofer. In: Economics of Transportation. RePEc:eee:ecotra:v:22:y:2020:i:c:s2212012218301187.

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2019A Bayesian approach to modeling mortgage default and prepayment. (2019). Soyer, Refik ; Wilson, Simon P ; Bhattacharya, Arnab. In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:3:p:1112-1124.

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2019Policy measures targeting a more integrated gas market: Impact of a merger of two trading zones on prices and arbitrage activity in France. (2019). MASSOL, Olivier ; Dukhanina, Ekaterina ; Leveque, Franois. In: Energy Policy. RePEc:eee:enepol:v:132:y:2019:i:c:p:583-593.

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2020VPIN, liquidity, and return volatility in the U.S. equity markets. (2020). Van Ness, Robert ; Yildiz, Serhat. In: Global Finance Journal. RePEc:eee:glofin:v:45:y:2020:i:c:s1044028318302679.

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2020Ratings matter: Announcements in times of crisis and the dynamics of stock markets. (2020). Rosati, Nicoletta ; Bellia, Mario ; Oliveira, Vasco ; Matos, Pedro Verga. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119300460.

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2019Forecasting economic activity with mixed frequency BVARs. (2019). Justiniano, Alejandro ; Butters, Andrew R ; Brave, Scott A. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1692-1707.

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2020Bayesian loss given default estimation for European sovereign bonds. (2020). Rosch, Daniel ; Kellner, Ralf ; Jobst, Rainer . In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1073-1091.

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2019Option-Implied variance asymmetry and the cross-section of stock returns. (2019). Li, Junye ; Huang, Tao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:21-36.

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2020Does financial statement comparability mitigate delayed trading volume before earnings announcements?. (2020). Kim, Junwoo. In: Journal of Business Research. RePEc:eee:jbrese:v:107:y:2020:i:c:p:62-75.

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2019The minority ethic: Rethinking religious denominations, minority status, and educational achievement across the globe. (2019). Tojerow, Ilan ; Méon, Pierre-Guillaume ; Meon, Pierre-Guillaume. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:47:y:2019:i:1:p:196-214.

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2019Learning and self-confirming long-run biases. (2019). Lanzani, G ; Francetich, A ; Battigalli, P ; Marinacci, M. In: Journal of Economic Theory. RePEc:eee:jetheo:v:183:y:2019:i:c:p:740-785.

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2020A comparison of some structural models of private information arrival. (2020). Young, Lance ; Hu, Edwin ; Duarte, Jefferson. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:3:p:795-815.

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2020Why does public news augment information asymmetries?. (2020). Crego, Julio A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:1:p:72-89.

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2019Consequences of forced migration: A survey of recent findings. (2019). Ferrara, Andreas ; Becker, Sascha. In: Labour Economics. RePEc:eee:labeco:v:59:y:2019:i:c:p:1-16.

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2020Testing the independence of job arrival rates and wage offers. (2020). Griffy, Benjamin ; Braun, Christine ; Rupert, Peter ; Engelhardt, Bryan. In: Labour Economics. RePEc:eee:labeco:v:63:y:2020:i:c:s0927537120300105.

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2019House prices and marriage entry in China. (2019). Zhang, BO ; Yi, Junjian ; Wrenn, Douglas H. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:74:y:2019:i:c:p:118-130.

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2019Fast short-term global solar irradiance forecasting with wrapper mutual information. (2019). Gueymard, Christian A ; Bouzgou, Hassen . In: Renewable Energy. RePEc:eee:renene:v:133:y:2019:i:c:p:1055-1065.

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2019Scrappage by age: Cash for Clunkers matters!. (2019). Moral, Maria J ; Laborda, Juan. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:124:y:2019:i:c:p:488-504.

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2019Low-carbon transition: Private sector investment in renewable energy projects in developing countries. (2019). Fadly, Dalia. In: World Development. RePEc:eee:wdevel:v:122:y:2019:i:c:p:552-569.

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2020The minimum wage in formal and informal sectors: Evidence from an inflation shock. (2020). Pérez Pérez, Jorge. In: World Development. RePEc:eee:wdevel:v:133:y:2020:i:c:s0305750x2030125x.

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2020Reservation Wages and Work Arrangements: Evidence From The American Life Panel. (2020). Papadopoulos, Michael . In: SCEPA working paper series. SCEPA's main areas of research are macroeconomic policy, inequality and poverty, and globalization.. RePEc:epa:cepawp:2020-01.

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2019Central Bank credibility and inflation expectations: a microfounded forecasting approach. (2019). Soares, Ana Flavia ; Issler, Joo Victor. In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:812.

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2019Taxation of Labor Income and the Demand for Risky Assets. (1996). Kimball, Miles ; Elmendorf, Douglas. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:1996-32.

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2020FRED-QD: A Quarterly Database for Macroeconomic Research. (2020). Ng, Serena ; McCracken, Michael W. In: Working Papers. RePEc:fip:fedlwp:87608.

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2019HAR Testing for Spurious Regression in Trend. (2019). Phillips, Peter ; Zhang, Yonghui ; Wang, Xiaohu. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:4:p:50-:d:298538.

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2019Credit Risk Migration and Economic Cycles. (2019). Ferretti, Camilla ; Vozzella, Pietro ; Sist, Federica ; Ganugi, Piero ; Gabbi, Giampaolo. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:109-:d:281302.

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2020Commuting and the Motherhood Wage Gap: Evidence from Germany. (2020). Stawarz, Nico ; Ruger, Heiko ; Skora, Thomas . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:14:p:5692-:d:384865.

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2019Nonparametric estimation of R&D international spillovers. (2019). Simioni, Michel ; Musolesi, Antonio ; Gioldasis, Georgios. In: Post-Print. RePEc:hal:journl:hal-02789474.

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2019Bi-Demographic Changes and Current Account using SVAR Modeling: Evidence from Saudi Economy. (2019). Ghassan, Hassan ; Balli, Faruk ; Al-Hajhoj, Hassan. In: Working Papers. RePEc:hal:wpaper:hal-01742574.

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2020Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion. (2020). Simioni, Michel ; Musolesi, Antonio ; Gioldasis, Georgios. In: Working Papers. RePEc:hal:wpaper:hal-02790523.

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2020Explaining Inflation and Unemployment. (2020). Farm, Ante. In: Working Paper Series. RePEc:hhs:sofiwp:2020_005.

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2019A Differential Evolution-Oriented Pruning Neural Network Model for Bankruptcy Prediction. (2019). Ji, Junkai ; Tang, Zheng ; Todo, Yuki ; Gao, Shangce ; ZHU, Yulin . In: Complexity. RePEc:hin:complx:8682124.

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2019Financial transaction taxes and the informational efficiency of financial markets: a structural estimation. (2019). Guarino, Antonio ; Uthemann, Andreas ; Cipriani, Marco. In: CeMMAP working papers. RePEc:ifs:cemmap:07/19.

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2019‚ÄúTesting for private information using trade duration models with unobserved market heterogeneity: The case of Banco Popular‚ÄĚ. (2019). Sosvilla-Rivero, Simon ; Gomez-Deniza, Emilio ; Perez-Rodriguez, Jorge. In: IREA Working Papers. RePEc:ira:wpaper:201907.

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2019Into the heterogeneities in the Portuguese labour market: an empirical assessment. (2019). Martins, Fernando ; Seward, Domingos. In: Working Papers REM. RePEc:ise:remwps:wp0762019.

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2020Stuck at a Crossroads? The Duration of the Italian School-To-Work Transition. (2020). Pastore, Francesco ; Quintano, Claudio ; Rocca, Antonella. In: IZA Discussion Papers. RePEc:iza:izadps:dp13462.

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2019Ratings matter: announcements in times of crisis and the dynamics of stock markets. (2019). Rosati, Nicoletta ; Bellia, Mario ; Oliviera, Vasco ; Matos, Pedro Verga. In: Working Papers. RePEc:jrs:wpaper:201908.

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2020How to survive and compete: the impact of information asymmetry on productivity. (2020). Kumbhakar, Subal C ; Tian, Huiting ; Jin, Man. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:53:y:2020:i:1:d:10.1007_s11123-019-00562-9.

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2020The Housing Cycle: What Role for Mortgage Market Development and Housing Finance?. (2020). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:61:y:2020:i:4:d:10.1007_s11146-019-09705-z.

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2019Security price formation and informed trading with constrained short selling. (2019). Henry, Tyler R. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:53:y:2019:i:1:d:10.1007_s11156-018-0745-2.

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2019Effect of Real Economy Predictors on Monetary Policy Responses: Testing Model Fits For OLS, IV and IV-GMM Estimators. (2019). Shobande, Olatunji. In: Academic Journal of Economic Studies. RePEc:khe:scajes:v:5:y:2019:i:3:p:90-96.

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2019Risk Aversion and Information Aggregation in Asset Markets. (2019). Mantovani, Marco ; Filippin, Antonio ; Marco, Mantovani ; Antonio, Filippin. In: Working Papers. RePEc:mib:wpaper:404.

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2020FRED-QD: A Quarterly Database for Macroeconomic Research. (2020). Ng, Serena ; McCracken, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:26872.

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2020Banking Crises without Panics. (2020). Xiong, Wei ; Baron, Matthew ; Verner, Emil. In: NBER Working Papers. RePEc:nbr:nberwo:26908.

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2020Predictable Financial Crises. (2020). Shleifer, Andrei ; Hanson, Samuel ; Sorensen, Jakob Ahm ; Greenwood, Robin. In: NBER Working Papers. RePEc:nbr:nberwo:27396.

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2020A Quantity-Driven Theory of Term Premia and Exchange Rates. (2020). Stein, Jeremy ; Hanson, Samuel ; Sunderam, Adi ; Greenwood, Robin. In: NBER Working Papers. RePEc:nbr:nberwo:27615.

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2019.

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2020Omnibus test for normality based on the Edgeworth expansion. (2020). Burnecki, Krzysztof ; Iskander, Robert D ; Wyomaska, Agnieszka. In: PLOS ONE. RePEc:plo:pone00:0233901.

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2019Bi-Demographic Changes and Current Account using SVAR Modeling: Evidence from Saudi Arabia. (2019). Ghassan, Hassan ; Balli, Faruk ; Alhajhoj, Hassan R. In: MPRA Paper. RePEc:pra:mprapa:93013.

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2019The Evaluation of Model Risk for Probability of Default and Expected Loss. (2019). Tiomo, Andre ; Gourieroux, Christian. In: MPRA Paper. RePEc:pra:mprapa:95795.

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2019Capital Structure Adjustments and Asymmetric Information. (2019). Ripamonti, Alexandre . In: MPRA Paper. RePEc:pra:mprapa:96936.

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2019Into the heterogeneities in the Portuguese labour market: an empirical assessment. (2019). Martins, Fernando ; Seward, Domingos. In: Working Papers. RePEc:ptu:wpaper:w201908.

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2019Latency in Fragmented Markets. (2019). Lee, Tomy. In: Review of Economic Dynamics. RePEc:red:issued:18-287.

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2020.

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2020.

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2020Quasi-experimental estimates of the transient climate response using observational data. (2020). Montamat, Giselle ; Stock, James H. In: Climatic Change. RePEc:spr:climat:v:160:y:2020:i:3:d:10.1007_s10584-019-02589-1.

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2020A rank approach for studying cross-currency bases and the covered interest rate parity. (2020). Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Ordoez-Callamand, Daniel ; Gomez-Malagon, Santiago . In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:1:d:10.1007_s00181-019-01633-4.

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2019Long-Term Youth Unemployment: Evidence from Turkish Household Labour Force Survey. (2019). Gormu, Ayhan. In: The Indian Journal of Labour Economics. RePEc:spr:ijlaec:v:62:y:2019:i:3:d:10.1007_s41027-019-00174-9.

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2019Improving the Performance of a Long-Run Variance Ratio Test for a Unit Root. (2019). Ayuda, María-Isabel ; Aznar, Antonio ; Ferrer-Perez, Hugo. In: The Japanese Economic Review. RePEc:spr:jecrev:v:70:y:2019:i:2:d:10.1111_jere.12185.

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2019Path-dependent behavior and information leakage in financial markets. (2019). Testa, Alessia . In: Economic Theory. RePEc:spr:joecth:v:67:y:2019:i:4:d:10.1007_s00199-018-1102-3.

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2020Robust Inference by Sub-sampling. (2020). Nawaz, Nasreen. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:18:y:2020:i:3:d:10.1007_s40953-020-00207-x.

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2020Scale-constrained approaches for maximum likelihood estimation and model selection of clusterwise linear regression models. (2020). Gattone, Stefano Antonio ; Rocci, Roberto ; Mari, Roberto. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:29:y:2020:i:1:d:10.1007_s10260-019-00480-y.

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More than 100 citations found, this list is not complete...

Works by Nicholas M. Kiefer:


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2015Counting Processes for Retail Default Modeling In: CREATES Research Papers.
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1982Testing Normality in Econometric Models.(1982) In: The Warwick Economics Research Paper Series (TWERPS).
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1983An integral occuring in duration models with heterogeneity In: Economics Letters.
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1982Identifying restrictions in limited information analysis of the schooling coefficient in a wage equation In: Journal of Econometrics.
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1984Microeconometric evidence on the neoclassical model of demand In: Journal of Econometrics.
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1985Editors introduction In: Journal of Econometrics.
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1985Specification diagnostics based on Laguerre alternatives for econometric models of duration In: Journal of Econometrics.
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1997Inference in non-linear panel models with partially missing observations The case of the equilibrium search model In: Journal of Econometrics.
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1996Fitting Equilibrium Search Models to Labour Market Data. In: Centre for Labour Market and Social Research, Danmark-.
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1999Equilibrium Search with Human Capital Accumulation. In: Centre for Labour Market and Social Research, Danmark-.
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1977A Bayesian Analysis of Commodity Demand and Labor Supply. In: International Economic Review.
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1995Introduction: The Microeconometrics of Dynamic Decision Making. In: Journal of Applied Econometrics.
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1988Employment Contracts, Job Search Theory, and Labour Turnover: Preliminary Empirical Results. In: Journal of Applied Econometrics.
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1985An Equilibrium Analysis of Optimal Unemployment Insurance and Taxation In: The Quarterly Journal of Economics.
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1980A Note on Regime Classification in Disequilibrium Models In: Review of Economic Studies.
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