Nicholas M. Kiefer : Citation Profile


Are you Nicholas M. Kiefer?

Cornell University
Cornell University

23

H index

40

i10 index

3419

Citations

RESEARCH PRODUCTION:

69

Articles

54

Papers

3

Books

1

Chapters

RESEARCH ACTIVITY:

   42 years (1975 - 2017). See details.
   Cites by year: 81
   Journals where Nicholas M. Kiefer has often published
   Relations with other researchers
   Recent citing documents: 56.    Total self citations: 22 (0.64 %)

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   Permalink: http://citec.repec.org/pki305
   Updated: 2024-04-18    RAS profile: 2021-08-13    
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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 (34)

Gomez-Gonzalez, Jose (28)

Phillips, Peter (28)

Vogelsang, Timothy (28)

Al-Sadoon, Majid (24)

Ongena, Steven (24)

Castro, Vitor (21)

Launov, Andrey (21)

Gomez-Gonzalez, Jose (19)

Tesfaselassie, Mewael F. (18)

Cites to:

Racine, Jeffrey (9)

Christensen, Bent Jesper (6)

Li, Qi (6)

Varotto, Simone (4)

Schuermann, Til (4)

Perraudin, William (4)

Vogelsang, Timothy (4)

Vargas-Herrera, Hernando (4)

Kapadia, Nikunj (3)

Duffie, Darrell (3)

Gordy, Michael (3)

Main data


Where Nicholas M. Kiefer has published?


Journals with more than one article published# docs
Journal of Econometrics8
Econometrica8
International Economic Review6
Journal of Business & Economic Statistics5
Journal of Labor Economics3
Economics Letters3
Econometric Theory3
Journal of Applied Econometrics3
Journal of Political Economy2
Journal of Economic Dynamics and Control2
Journal of Human Resources2
Labour Economics2
Journal of Empirical Finance2
Econometric Reviews2
The Review of Economic Studies2

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
Staff General Research Papers Archive / Iowa State University, Department of Economics2
Borradores de Economia / Banco de la Republica2
Working Papers / Duke University, Department of Economics2

Recent works citing Nicholas M. Kiefer (2024 and 2023)


YearTitle of citing document
2023Normal Approximation in Large Network Models. (2019). Leung, Michael ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1904.11060.

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2023Testing for Nonlinear Cointegration under Heteroskedasticity. (2021). Massing, Till ; Hanck, Christoph. In: Papers. RePEc:arx:papers:2102.08809.

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2023Robust Model Misspecification and Paradigm Shifts. (2021). Ba, Cuimin. In: Papers. RePEc:arx:papers:2106.12727.

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2024Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters. (2021). Wang, Wenjie ; Zhang, Yichong. In: Papers. RePEc:arx:papers:2108.13707.

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2023Some Impossibility Results for Inference With Cluster Dependence with Large Clusters. (2021). Song, Kyungchul ; Kojevnikov, Denis. In: Papers. RePEc:arx:papers:2109.03971.

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2023On Robust Inference in Time Series Regression. (2022). Baillie, Richard T ; Ho, Kun ; Kapetanios, George ; Diebold, Francis X. In: Papers. RePEc:arx:papers:2203.04080.

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2023Asymptotic Theory for Moderate Deviations from the Unit Boundary in Quantile Autoregressive Time Series. (2022). Katsouris, Christis. In: Papers. RePEc:arx:papers:2204.02073.

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2023A Simple Bootstrap Method for Panel Data Inferences. (2022). GAO, Jiti ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2205.00577.

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2023Bootstrap inference in the presence of bias. (2022). Cavaliere, Giuseppe ; Nielsen, Morten Orregaard ; Gonccalves, S'Ilvia. In: Papers. RePEc:arx:papers:2208.02028.

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2023Fast Inference for Quantile Regression with Tens of Millions of Observations. (2022). Shin, Youngki ; Seo, Myung Hwan ; Liao, Yuan ; Lee, Sokbae. In: Papers. RePEc:arx:papers:2209.14502.

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2023Composite distributions in the social sciences: A comparative empirical study of firms sales distribution for France, Germany, Italy, Japan, South Korea, and Spain. (2023). Mizuno, Takayuki ; Fujimoto, Shouji ; Ishikawa, Atushi ; Massing, Till ; Ramos, Arturo. In: Papers. RePEc:arx:papers:2301.09438.

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2023Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418.

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2024Cluster-Robust Inference Robust to Large Clusters. (2023). Sasaki, Yuya ; Wang, Yulong ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2308.10138.

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2023SGMM: Stochastic Approximation to Generalized Method of Moments. (2023). Song, Myunghyun ; Shin, Youngki ; Seo, Myung Hwan ; Liao, Yuan ; Lee, Sokbae ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2308.13564.

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2023Fixed-b Asymptotics for Panel Models with Two-Way Clustering. (2023). Vogelsang, Timothy J ; Chen, Kaicheng. In: Papers. RePEc:arx:papers:2309.08707.

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2023A Theory Guide to Using Control Functions to Instrument Hazard Models. (2023). Liu, William. In: Papers. RePEc:arx:papers:2312.03165.

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2023Do investors affect financial analysts’ behavior? Evidence from short sellers. (2023). Li, Jenny ; Sheng, Jinfei ; Lo, Kin ; Ke, Yun. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:199-224.

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2023Tick size and price efficiency: Further evidence from the Tick Size Pilot Program. (2023). Chuwonganant, Chairat ; Chung, Kee H. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:3:p:483-511.

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2023Kolmogorov-Smirnov Type Testing for Structural Breaks: A New Adjusted-Range Based Self-Normalization Approach. (2023). Wang, S ; Sun, J ; McCabe, B ; Linton, O B ; Hong, Y. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2367.

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2023Asymmetric information and the distribution of trading volume. (2023). Lof, Matthijs ; van Bommel, Jos. In: Journal of Corporate Finance. RePEc:eee:corfin:v:82:y:2023:i:c:s092911992300113x.

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2023Human capital investment under exit options: Evidence from a natural quasi-experiment. (2023). Clemens, Michael ; Chand, Satish. In: Journal of Development Economics. RePEc:eee:deveco:v:163:y:2023:i:c:s0304387823000676.

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2023Dampening effect and market efficiency. (2023). Guo, Mng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000106.

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2023Are informal self-employment and informal employment as employee behaviorally distinct labor force states?. (2023). Tejada, Mauricio M ; Flabbi, Luca. In: Economics Letters. RePEc:eee:ecolet:v:231:y:2023:i:c:s0165176523003038.

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2023Time series analysis of COVID-19 infection curve: A change-point perspective. (2023). Shao, Xiaofeng ; Zhao, Zifeng ; Jiang, Feiyu. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:1-17.

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2023Finite-sample corrected inference for two-step GMM in time series. (2023). Valdes, Gonzalo ; Hwang, Jungbin. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:327-352.

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2023Asymptotic F test in regressions with observations collected at high frequency over long span. (2023). Sun, Yixiao ; Pellatt, Daniel F. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1281-1309.

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2023Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics. (2023). Rodrigues, Paulo ; Stoykov, Marian Z ; Nicolau, Joo. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:2266-2284.

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2023Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models. (2023). Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:372-392.

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2023Feasible Panel GARCH Models: Variance-Targeting Estimation and Empirical Application. (2023). Asai, Manabu. In: Econometrics and Statistics. RePEc:eee:ecosta:v:25:y:2023:i:c:p:23-38.

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2023Robust Covariance Matrix Estimation in Time Series: A Review. (2023). Hirukawa, Masayuki. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:36-61.

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2023COVID-19 pandemic and the stock market: Liquidity, price efficiency, and trading. (2023). Chuwonganant, Chairat ; Chung, Kee H. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000010.

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2023Interactive R&D spillovers: An estimation strategy based on forecasting-driven model selection. (2023). Simioni, Michel ; Musolesi, Antonio ; Gioldasis, Georgios. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:144-169.

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2023Testing the predictive accuracy of COVID-19 forecasts. (2023). Paccagnini, Alessia ; Iacone, Fabrizio ; Coroneo, Laura ; Monteiro, Paulo Santos . In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:606-622.

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2023The impact of macroeconomic scenarios on recurrent delinquency: A stress testing framework of multi-state models for mortgages. (2023). Andreeva, Galina ; Crook, Jonathan ; Bocchio, Cecilia. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1655-1677.

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2023Sign matters: Stock-movement-based trading decisions of individual investors. (2023). Chen, Hung-Ling ; Rieger, Marc Oliver ; Muhl, Stefan ; Cao, JI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003193.

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2023Stock price informativeness and supplier trade credit extensions. (2023). Zhang, Rongrong. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:284-294.

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2023High frequency market making during stressed periods. (2023). Xu, KE. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:379-397.

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2023Evolution of Interdependencies between Education and the Labor Market in the View of Sustainable Development and Investment in the Educational System. (2023). Cojocaru, Andrei Valentin ; Opran, Elena Rodica ; Ecobici, Mihaela Loredana ; Nstase, Luiza Loredana ; Cilan, Teodor Florin ; Tudor, Sorin. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:5:p:3908-:d:1075617.

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2023Accident-induced absence from work and wage ladders. (2023). Molnar, Timea Laura ; da Fonseca, Joo G ; Bisztray, Marta ; Biro, Aniko. In: IFS Working Papers. RePEc:ifs:ifsewp:23/30.

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2023When You Cant Afford to Wait for a Job: The Role of Time Discounting for Own-Account Workers in Developing Countries. (2023). Margolis, David N ; Scarelli, Thiago. In: IZA Discussion Papers. RePEc:iza:izadps:dp15926.

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2023Are Informal Self-Employment and Informal Employment as Employee Behaviorally Distinct Labor Force States?. (2023). Tejada, Mauricio ; Flabbi, Luca. In: IZA Discussion Papers. RePEc:iza:izadps:dp16225.

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2023Accident-Induced Absence from Work and Wage Ladders. (2023). Molnar, Timea Laura ; da Fonseca, Joo G ; Bisztray, Marta ; Biro, Aniko. In: IZA Discussion Papers. RePEc:iza:izadps:dp16312.

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2023Sinking Ships: Illiquidity and the Predictability of Returns on Real Assets in Recessions. (2023). Doshchyn, Artur. In: Economics Series Working Papers. RePEc:oxf:wpaper:1028.

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2023The statistics of time varying cross-sectional information coefficients. (2023). Sun, Yixiao ; Ding, Zhuanxin. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:1:d:10.1057_s41260-022-00295-9.

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2023Job satisfaction in Russia: Wages, working conditions and promotion opportunities. (2023). Furmanov, Kirill ; Dubnovitskaya, Anastasia. In: Applied Econometrics. RePEc:ris:apltrx:0488.

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2023Separation Theorems in Econometrics and Psychometrics: Rasch, Frisch, Two Fishers and Implications for Measurement. (2023). Fisher, William P. In: Journal of Interdisciplinary Economics. RePEc:sae:jinter:v:35:y:2023:i:1:p:29-60.

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2023Interest rate gaps in an uncertain global context: why “too” low (high) for “so” long?. (2023). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:2:d:10.1007_s00181-022-02265-x.

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2023Robust Inference on Infinite and Growing Dimensional Time?Series Regression. (2023). Gupta, Abhimanyu ; Seo, Myung Hwan. In: Econometrica. RePEc:wly:emetrp:v:91:y:2023:i:4:p:1333-1361.

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2023A span of continuous trades and liquidity dynamics in foreign exchange markets. (2023). Chang, Ming Jen ; Chen, Shikuan ; Chien, Chihchung. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:144-168.

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2023.

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2023.

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2023Certifiably employable?: The effects of occupational regulation on unemployment duration. (2023). Timmons, Edward J ; Kukaev, Ilya. In: Working Papers. RePEc:wvu:wpaper:23-02.

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Works by Nicholas M. Kiefer:


YearTitleTypeCited
2015Counting Processes for Retail Default Modeling In: CREATES Research Papers.
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paper1
1988Economic Duration Data and Hazard Functions. In: Journal of Economic Literature.
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article903
1982TESTING NORMALITY IN ECONOMETRIC MODELS In: Economic Research Papers.
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paper47
1983Testing normality in econometric models.(1983) In: Economics Letters.
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This paper has nother version. Agregated cites: 47
article
1982Testing Normality in Econometric Models.(1982) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has nother version. Agregated cites: 47
paper
2006Explaining time to bank failure in Colombia during the financial crisis of the late 1990s In: Borradores de Economia.
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paper0
2007Evidence of non-Markovian behavior in the process of bank rating migrations In: Borradores de Economia.
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paper4
2007Evidence of non-Markovian behavior in the process of bank rating migrations.(2007) In: Borradores de Economia.
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This paper has nother version. Agregated cites: 4
paper
2007Evidence of non-Markovian behavior in the process of bank rating migrations.(2007) In: Borradores de Economia.
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This paper has nother version. Agregated cites: 4
paper
2009Evidence of Non-Markovian Behavior in the Process of Bank Rating Migrations.(2009) In: Latin American Journal of Economics-formerly Cuadernos de Economía.
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This paper has nother version. Agregated cites: 4
article
2001Simple Robust Testing of Hypotheses in Nonlinear Models In: Journal of the American Statistical Association.
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article9
2001Simple Robust Testing of Hypothesis in Non-Linear Models.(2001) In: Staff General Research Papers Archive.
[Citation analysis]
This paper has nother version. Agregated cites: 9
paper
1994Menu Pricing: An Experimental Approach. In: Journal of Business & Economic Statistics.
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article3
1998Bayesian Analysis of the Prototypal Search Model. In: Journal of Business & Economic Statistics.
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article7
2008Robust Nonnested Testing and the Demand for Money In: Journal of Business & Economic Statistics.
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article3
2010Default Estimation and Expert Information In: Journal of Business & Economic Statistics.
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article11
1985How Long Is a Spell of Unemployment? Illusions and Biases in the Use of CPS Data. In: Journal of Business & Economic Statistics.
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article13
1984How Long is a Spell of Unemployment?: Illusions and Biases in the Use of CPS Data.(1984) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 13
paper
1996 Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow. In: Journal of Finance.
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article200
1979An empirical job-search model, with a test of the constant reservation-wage hypothesis In: LIDAM Reprints CORE.
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paper85
1979An Empirical Job-Search Model, with a Test of the Constant Reservation-Wage Hypothesis..(1979) In: Journal of Political Economy.
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This paper has nother version. Agregated cites: 85
article
2006Search Models and Applied Labor Economics In: Cambridge Books.
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book22
1989Search Models and Applied Labor Economics.(1989) In: Cambridge Books.
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This paper has nother version. Agregated cites: 22
book
2002HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE In: Econometric Theory.
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article96
2005A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS In: Econometric Theory.
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article229
2005A New Asymptotic Theory for Heteroskedasticity-Autocorrelation Robust Tests.(2005) In: Working Papers.
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This paper has nother version. Agregated cites: 229
paper
1991The Exact Likelihood Function for an Empirical Job Search Model In: Econometric Theory.
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article18
1990THE EXACT LIKELIHOOD FUNCTION FOR AN EMPIRICAL JOB SEARCH MODEL..(1990) In: Tilburg - Center for Economic Research.
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This paper has nother version. Agregated cites: 18
paper
1990The Exact Likelihood Function for an Empirical Job Search Model.(1990) In: Discussion Paper.
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1990The Exact Likelihood Function for an Empirical Job Search Model.(1990) In: Other publications TiSEM.
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1995Evolution and Equilibria Selection of Repeated Lattice Games In: Working Papers.
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paper1
1998Approximate Distributions in Essentially Linear Models In: Working Papers.
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paper3
1998Approximate Distributions in Essentially Linear Models..(1998) In: Centre for Labour Market and Social Research, Danmark-.
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This paper has nother version. Agregated cites: 3
paper
2000Statistical Manifolds and Separate Inference In: Working Papers.
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paper0
2000A New Approach to the Asymptotics of HAC Robust Testing in Econometrics In: Working Papers.
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paper0
2001Heteroskedasticity-Autocorrelation Robust Standard Errors Using the Bartlett Kernel without Truncation In: Working Papers.
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paper115
2002Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation.(2002) In: Econometrica.
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This paper has nother version. Agregated cites: 115
article
2006Default Estimation for Low-Default Portfolios In: Working Papers.
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paper17
2009Default estimation for low-default portfolios.(2009) In: Journal of Empirical Finance.
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This paper has nother version. Agregated cites: 17
article
2006Robust Model Selection in Dynamic Models with an Application to Comparing Predictive Accuracy In: Working Papers.
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paper1
2006A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transition In: Working Papers.
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paper16
2007A simulation estimator for testing the time homogeneity of credit rating transitions.(2007) In: Journal of Empirical Finance.
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This paper has nother version. Agregated cites: 16
article
2006Specification and Informational Issues in Credit Scoring In: Working Papers.
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paper3
2006Bank Failure: Evidence from the Colombia Financial Crisis In: Working Papers.
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paper44
2009BANK FAILURE: EVIDENCE FROM THE COLOMBIAN FINANCIAL CRISIS.(2009) In: The International Journal of Business and Finance Research.
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This paper has nother version. Agregated cites: 44
article
2007Default Estimation and Expert Information: All Likely Dataset Analysis and Robust Validation In: Working Papers.
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paper0
2007Development and Validation of Credit-Scoring Models In: Working Papers.
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paper2
2008The Smooth Colonel Meets the Reverend In: Working Papers.
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2009The smooth Colonel meets the Reverend.(2009) In: Journal of Nonparametric Statistics.
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This paper has nother version. Agregated cites: 3
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2008Default Estimation, Correlated Defaults, and Expert Information In: Working Papers.
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2011Default estimation, correlated defaults, and expert information.(2011) In: Journal of Applied Econometrics.
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2008Annual Default Rates and Probably Less Than Long-Run Average Annual Default Rates In: Working Papers.
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paper0
2009The Maximum Entropy Distribution for Stochastically Ordered Random Variables with Fixed Marginals In: Working Papers.
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paper0
2009Geometry of the Log-Likelihood Ratio Statistic in Misspecified Models In: Working Papers.
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paper0
2009Correlated Defaults, Temporal Correlation, Expert Information and Predictability of Default Rates In: Working Papers.
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2017Correlated defaults, temporal correlation, expert information and predictability of default rates.(2017) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 0
article
2009Incentive-Compatible Elicitation of Quantiles In: Working Papers.
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paper0
2010The Bayesian Approach to Default Risk: A Guide In: Working Papers.
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paper4
1978Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model. In: Econometrica.
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article86
1979On the Value of Sample Separation Information. In: Econometrica.
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article3
1980A Note on Switching Regressions and Logistic Discrimination. In: Econometrica.
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article8
1981Individual Effects in a Nonlinear Model: Explicit Treatment of Heterogeneity in the Empirical Job-Search Model. In: Econometrica.
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article16
1984Local Asymptotic Specification Error Analysis. In: Econometrica.
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article16
1988Controlling a Stochastic Process with Unknown Parameters. In: Econometrica.
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article49
2000Simple Robust Testing of Regression Hypotheses In: Econometrica.
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article143
2000Simple Robust Testing of Regression Hypotheses.(2000) In: Staff General Research Papers Archive.
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This paper has nother version. Agregated cites: 143
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2000Panel Data, Local Cuts, and Orthogeodesic Models In: Econometric Society World Congress 2000 Contributed Papers.
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1997Panel Data, Local Cuts, and Orthogeodesic Models..(1997) In: Centre for Labour Market and Social Research, Danmark-.
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This paper has nother version. Agregated cites: 4
paper
2010Improving robust model selection tests for dynamic models In: Econometrics Journal.
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article9
2000A Monte Carlo EM method for estimating multinomial probit models In: Computational Statistics & Data Analysis.
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article8
1989A value function arising in the economics of information In: Journal of Economic Dynamics and Control.
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article20
1994On the existence of universally convergent mechanisms In: Journal of Economic Dynamics and Control.
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article5
1983An integral occuring in duration models with heterogeneity In: Economics Letters.
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article1
1985A score-type test based on higher-order derivatives In: Economics Letters.
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article0
1980Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance In: Journal of Econometrics.
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article52
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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