Nicholas M. Kiefer : Citation Profile


Are you Nicholas M. Kiefer?

Cornell University
Cornell University

21

H index

33

i10 index

2550

Citations

RESEARCH PRODUCTION:

66

Articles

51

Papers

3

Books

RESEARCH ACTIVITY:

   40 years (1975 - 2015). See details.
   Cites by year: 63
   Journals where Nicholas M. Kiefer has often published
   Relations with other researchers
   Recent citing documents: 190.    Total self citations: 18 (0.7 %)

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   Permalink: http://citec.repec.org/pki305
   Updated: 2019-10-06    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 (76)

van den Berg, Gerard (30)

Vogelsang, Timothy (28)

Gomez-Gonzalez, Jose (25)

Al-Sadoon, Majid (24)

Phillips, Peter (24)

Gomez-Gonzalez, Jose (17)

Launov, Andrey (17)

Ongena, Steven (16)

Pötscher, Benedikt (15)

Kim, Min Seong (15)

Cites to:

Racine, Jeffrey (8)

Christensen, Bent Jesper (6)

Li, Qi (5)

Perraudin, William (4)

Vogelsang, Timothy (4)

Varotto, Simone (4)

Schuermann, Til (3)

Gertler, Mark (3)

Keane, Michael (2)

Diebold, Francis (2)

Burdett, Kenneth (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
Econometric Theory4
Economics Letters3
Journal of Applied Econometrics3
Journal of Labor Economics3
Journal of Political Economy2
Journal of Empirical Finance2
Labour Economics2
Review of Economic Studies2
Journal of Economic Dynamics and Control2

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 REPBLICA2
Borradores de Economia / Banco de la Republica de Colombia2
Staff General Research Papers Archive / Iowa State University, Department of Economics2
Working Papers / Duke University, Department of Economics2

Recent works citing Nicholas M. Kiefer (2018 and 2017)


YearTitle of citing document
2017A New Approach for Modeling Household Food Demand with Panel Data: The Case of Cold Cereals. (2017). Dong, Diansheng ; McLaughlin, Patrick W ; Stewart, Hayden. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258195.

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2017Modeling the factors affecting farmers’ timing of adoption of in-field conservation cropping practices. (2017). Bergtold, Jason ; Williams, Jeffery R ; Medina, Elizabeth Canales. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258558.

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2017Rural Manufacturing Resilience: Factors Associated With Plant Survival, 1996-2011. (2017). Low, Sarah. In: Economic Research Report. RePEc:ags:uersrr:262184.

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2019Bi-Demographic Changes and Current Account using SVAR Modeling. (2018). Ghassan, Hassan ; Balli, Faruk ; Al-Hajhoj, Hassan R. In: Papers. RePEc:arx:papers:1803.11161.

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2018Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1805.03807.

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2018Bootstrap Methods in Econometrics. (2018). Horowitz, Joel L. In: Papers. RePEc:arx:papers:1809.04016.

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

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

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2017A rank approach for studying cross-currency bases and the covered interest rate parity. (2017). Ordoñez-Callamand, Daniel ; Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Gomez-Malagon, Santiago ; Ordoez-Callamand, Daniel. In: Borradores de Economia. RePEc:bdr:borrec:994.

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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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2017Audit opinions and information asymmetry in the stock market. (2017). Abad, David ; Yague, Jose ; Sanchez-Ballesta, Juan P. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:2:p:565-595.

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2018Does IFRS Mandatory Adoption Affect Information Asymmetry in the Stock Market?. (2018). Abad, David ; Yage, Jos ; Sncheza, Juan Pedro ; Cutillasa, Fuensanta M. In: Australian Accounting Review. RePEc:bla:ausact:v:28:y:2018:i:1:p:61-78.

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2018Supply of schooling and dropout rates: Evidence from the Oportunidades programme in Mexico. (2018). Camposa, Raymundo M ; Santillan, Alma S. In: Development Policy Review. RePEc:bla:devpol:v:36:y:2018:i:4:p:445-464.

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2018FINANCIAL MARKETS SHUTDOWN AND REACCESS. (2018). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:1:p:562-571.

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2017Manufacturing Plant Survival in a Period of Decline. (2017). Low, Sarah ; Brown, Jason. In: Growth and Change. RePEc:bla:growch:v:48:y:2017:i:3:p:297-312.

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2017COMPETITION BETWEEN EQUITY MARKETS: A REVIEW OF THE CONSOLIDATION VERSUS FRAGMENTATION DEBATE. (2017). Theissen, Erik ; Westheide, Christian ; Weber, Moritz Christian ; Sagade, Satchit ; Gomber, Peter. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:3:p:792-814.

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2017Estimation and Inference of Linear Trend Slope Ratios With an Application to Global Temperature Data. (2017). Perron, Pierre ; Nawaz, Nasreen ; Vogelsang, Timothy J ; Zorita, Eduardo . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:5:p:640-667.

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2018Asymmetric information and the distribution of trading volume. (2018). Lof, Matthijs ; van Bommel, Jos. In: Research Discussion Papers. RePEc:bof:bofrdp:001.

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2018Asymmetric information and the distribution of trading volume. (2018). Lof, Matthijs ; van Bommel, Jos. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_001.

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

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2018Heteroscedasticity and Autocorrelation Robust F and t Tests in Stata. (2018). Sun, Yixiao ; Ye, Xiaoqing. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt0bb8d0s9.

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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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2017Simple, Robust, and Accurate F and t Tests in Cointegrated Systems. (2017). Sun, Yixiao ; Hwang, Jungbin. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt83b4q8pk.

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2017Imperfect Monitoring of Job Search: Structural Estimation and Policy Design. (2017). Van der Linden, Bruno ; Launov, Andrey ; Dejemeppe, Muriel ; Cockx, Bart. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6323.

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2018Is there always a Trade-off between Insurance and Incentives? The Case of Unemployment with Subsistence Constraints. (2018). Van der Linden, Bruno ; Vargas, Juliana Mesen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7044.

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2017Testing Distributional Assumptions Using a Continuum of Moments. (2017). Sentana, Enrique ; Amengual, Dante ; Carrasco, Marine. In: Working Papers. RePEc:cmf:wpaper:wp2017_1709.

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2017Testing Distributional Assumptions Using a Continuum of Moments. (2017). Amengual, Dante ; Sentana, Enrique ; Carrasco, Marine. In: Working Papers. RePEc:cmf:wpaper:wp2018_1709.

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2017Directed Search: A Guided Tour. (2017). Julien, Benoit ; Wright, Randall ; Kircher, Philipp ; Guerrieri, Veronica. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12315.

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2017Pitfall in labour market flows modeling: a Reappraisal. (2017). Mussida, Chiara ; Ferretti, Camilla ; Baussola, Maurizio. In: DISCE - Quaderni del Dipartimento di Scienze Economiche e Sociali. RePEc:ctc:serie2:dises1722.

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2018Does a Big Bazooka Matter? Central Bank Balance-Sheet Policies and Exchange Rates. (2002). Georgiadis, Georgios ; Grab, Johannes ; Dedola, Luca ; Mehl, Arnaud. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2018_024.

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2017Imperfect Monitoring of Job Search: Structural Estimation and Policy Design. (2017). Van der Linden, Bruno ; Launov, Andrey ; Dejemeppe, Muriel ; Cockx, Bart. In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2017002.

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2017Is there always a trade-off between insurance and incentives? The case of unemployment with subsistence constraints. (2017). Van der Linden, Bruno ; Vargas, Juliana Mesen. In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2017014.

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2017An Empirical Analysis of Market Segmentation on U.S. Equity Markets. (2017). Hatheway, Frank ; Zheng, Hui ; Kwan, Amy. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:52:y:2017:i:06:p:2399-2427_00.

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2018HAR Testing for Spurious Regression in Trend. (2018). Phillips, Peter ; Wang, Xiaohu ; Zhang, Yonghui ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2153.

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2018Does a big bazooka matter? Central bank balance-sheet policies and exchange rates. (2018). Mehl, Arnaud ; Gräb, Johannes ; Georgiadis, Georgios ; Grab, Johannes ; Dedola, Luca. In: Working Paper Series. RePEc:ecb:ecbwps:20182197.

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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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2017Inorganic growth strategies and the evolution of the private equity business model. (2017). Hammer, Benjamin ; Schwetzler, Bernhard ; Pflucke, Magnus ; Knauer, Alexander . In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:31-63.

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2018Alternative HAC covariance matrix estimators with improved finite sample properties. (2018). Hartigan, Luke . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:119:y:2018:i:c:p:55-73.

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2018Market-making strategy with asymmetric information and regime-switching. (2018). Siu, Tak Kuen ; Gu, Jia-Wen ; Ching, Wai-Ki ; Yang, Qing-Qing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:408-433.

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2017Hard-to-fill vacancies: An analysis of demand side responses in the Australian state of Queensland. (2017). Mangan, John ; Trendle, Bernard. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:54:y:2017:i:c:p:49-56.

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2017Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies. (2017). Oxley, Les ; Hu, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:419-442.

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2018Does innovation facilitate firm survival? Evidence from Chinese high-tech firms. (2018). Zhang, Dongyang ; Ning, Lutao ; Zheng, Wenping. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:458-468.

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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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2017Informativeness of trade size in foreign exchange markets. (2017). Gradojevic, Nikola ; Erdemlioglu, Deniz ; Genay, Ramazan. In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:27-33.

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2017Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes. (2017). Iacone, Fabrizio ; Hualde, Javier. In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:39-43.

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2017Revisiting inflation in the euro area allowing for long memory. (2017). Iacone, Fabrizio ; Hualde, Javier. In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:145-150.

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2018Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators. (2018). Yang, Jingjing ; Vogelsang, Timothy J. In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:21-27.

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2017A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data. (2017). Sun, Yixiao ; Yang, Jingjing ; Kim, Min Seong . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:2:p:298-322.

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2017Asymptotic F and t tests in an efficient GMM setting. (2017). Sun, Yixiao ; Hwang, Jungbin. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:2:p:277-295.

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2017A unifying theory of tests of rank. (2017). Al-Sadoon, Majid. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:1:p:49-62.

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2018Asymptotic inference about predictive accuracy using high frequency data. (2018). Li, Jia ; Patton, Andrew J. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:223-240.

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2018Filtered likelihood for point processes. (2018). Giesecke, Kay ; Schwenkler, Gustavo. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:33-53.

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2018Confidence regions for entries of a large precision matrix. (2018). Chang, Jinyuan ; Zou, Tao ; Yao, Qiwei ; Qiu, Yumou . In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:57-82.

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2018Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework. (2018). Hwang, Jungbin ; Sun, Yixiao. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:2:p:381-405.

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2018Controlling the size of autocorrelation robust tests. (2018). Pötscher, Benedikt ; Preinerstorfer, David ; Potscher, Benedikt M. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:2:p:406-431.

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2019Weak σ-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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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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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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2017The influence of risk-taking on bank efficiency: Evidence from Colombia. (2017). Galan, Jorge ; Sarmiento, Miguel. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:52-73.

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2017The success of option listings. (2017). Bernales, Alejandro. In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:139-161.

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2018A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses. (2018). Scheule, Harald ; Rosch, Daniel ; Oehme, Toni ; Kruger, Steffen . In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:246-262.

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2018On the cyclicality of default rates of banks: A comparative study of the asset correlation and diversification effects. (2018). Blumke, Oliver. In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:65-77.

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2018Macroeconomic uncertainty and the distant forward-rate slope. (2018). Connolly, Robert ; Stivers, Chris ; Dubofsky, David. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:140-161.

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2018Trading places: Price leadership and the competition for order flow. (2018). Ibikunle, Gbenga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:178-200.

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2017Informed trading and the price impact of block trades: A high frequency trading analysis. (2017). Ibikunle, Gbenga ; Sun, Yuxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:114-129.

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2018The non-monotonic impact of bank size on their default swap spreads: Cross-country evidence. (2018). Leonida, Leone ; Mallick, Sushanta K ; Benbouzid, Nadia. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:226-240.

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2017Earnings comparability and informed trading. (2017). Lim, Steve C ; Kim, Sangwan . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:130-136.

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2017Baidu news coverage and its impacts on order imbalance and large-size trade of Chinese stocks. (2017). Shen, Dehua ; Li, Xiao ; Zhang, Wei. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:210-216.

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2017Multiple markets, algorithmic trading, and market liquidity. (2017). Upson, James ; van Ness, Robert A. In: Journal of Financial Markets. RePEc:eee:finmar:v:32:y:2017:i:c:p:49-68.

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2017Effects of lit and dark market fragmentation on liquidity. (2017). Gresse, Carole. In: Journal of Financial Markets. RePEc:eee:finmar:v:35:y:2017:i:c:p:1-20.

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2018What options to trade and when: Evidence from seasoned equity offerings. (2018). Kim, Dong Han ; Seo, Sung Won. In: Journal of Financial Markets. RePEc:eee:finmar:v:37:y:2018:i:c:p:70-96.

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2018An empirical study of bank stress testing for auto loans. (2018). Wu, Deming ; Wang, Qing ; Fang, Ming. In: Journal of Financial Stability. RePEc:eee:finsta:v:39:y:2018:i:c:p:79-89.

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2018Does feedback trading drive returns of cross-listed shares?. (2018). Chen, Jing ; McMillan, David G ; Hou, Wenxuan ; Dong, Yizhe. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:179-199.

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2018Are the stock markets “rigged”? An empirical analysis of regulatory change. (2018). Diamond, Stephen F ; Kuan, Jennifer W. In: International Review of Law and Economics. RePEc:eee:irlaec:v:55:y:2018:i:c:p:33-40.

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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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2017Information environment and earnings management of dual class firms around the world. (2017). Zaiats, Nataliya ; Li, Ting. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:74:y:2017:i:c:p:1-23.

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2018The impact of commodity benchmarks on derivatives markets: The case of the dated Brent assessment and Brent futures. (2018). Frino, Alex ; Steffen, Tom ; Mollica, Vito ; Ibikunle, Gbenga. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:27-43.

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2018A reinforced urn process modeling of recovery rates and recovery times. (2018). Cheng, Dan ; Cirillo, Pasquale. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:1-17.

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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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2018Herding with costly information. (2018). Ali, Nageeb S. In: Journal of Economic Theory. RePEc:eee:jetheo:v:175:y:2018:i:c:p:713-729.

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2017Dark pool trading strategies, market quality and welfare. (2017). Buti, Sabrina ; Werner, Ingrid M ; Rindi, Barbara. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:2:p:244-265.

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2018Regulating dark trading: Order flow segmentation and market quality. (2018). Comerton-Forde, Carole ; Park, Andreas ; Malinova, Katya . In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:2:p:347-366.

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2017The effects of oil price shocks on U.S. stock order flow imbalances and stock returns. (2017). Tsouknidis, Dimitris ; Savva, Christos ; Lambertides, Neophytos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:137-146.

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2018Are price hazard functions really decreasing functions in Brazil?. (2018). Mendonça, Diogo ; de Prince, Diogo. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:266-276.

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2018On model-based clustering of skewed matrix data. (2018). Melnykov, Volodymyr ; Zhu, Xuwen. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:167:y:2018:i:c:p:181-194.

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2018Idiosyncratic information and the cost of equity capital: A meta-analytic review of the literature. (2018). Schreder, Max. In: Journal of Accounting Literature. RePEc:eee:joacli:v:41:y:2018:i:c:p:142-172.

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2018Shorter than we thought: The duration of venture creation processes. (2018). Shim, Jaehu ; Davidsson, Per. In: Journal of Business Venturing Insights. RePEc:eee:jobuve:v:9:y:2018:i:c:p:10-16.

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2018Great expectations: Education and subjective wellbeing. (2018). Kristoffersen, Ingebjorg. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:66:y:2018:i:c:p:64-78.

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2018“How to Project Customer Retention” Revisited: The Role of Duration Dependence. (2018). Fader, Peter S ; Steenburgh, Thomas ; Davin, Joseph ; Liu, Yuzhou. In: Journal of Interactive Marketing. RePEc:eee:joinma:v:43:y:2018:i:c:p:1-16.

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2017Learning and Bayesian updating in long cycle made-to-order (MTO) production. (2017). Womer, K ; Radhakrishnan, R ; Osterman, C ; Camm, J ; Li, H. In: Omega. RePEc:eee:jomega:v:69:y:2017:i:c:p:29-42.

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2017Competitive versus random search with bargaining: An empirical comparison. (2017). Engelhardt, Bryan ; Rupert, Peter. In: Labour Economics. RePEc:eee:labeco:v:48:y:2017:i:c:p:183-197.

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2018Young peoples labour market transitions: The role of early experiences. (2018). Dorsett, Richard ; Lucchino, Paolo. In: Labour Economics. RePEc:eee:labeco:v:54:y:2018:i:c:p:29-46.

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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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2017Investor heterogeneity, trading account types and competing liquidity channels for Malaysian stocks. (2017). Lim, Kian-Ping ; Hooy, Chee-Wooi ; Thian, Tze-Chung . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:220-234.

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2018Experimental insights on the investment behavior of small-scale coffee farmers in central Uganda under risk and uncertainty. (2018). Musshoff, Oliver ; Gassner, Anja ; Ihli, Hanna Julia. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:75:y:2018:i:c:p:31-44.

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

Works by Nicholas M. Kiefer:


YearTitleTypeCited
2015Counting Processes for Retail Default Modeling In: CREATES Research Papers.
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1988Economic Duration Data and Hazard Functions. In: Journal of Economic Literature.
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2006Explaining time to bank failure in Colombia during the financial crisis of the late 1990s In: Borradores de Economia.
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2007Evidence of non-Markovian behavior in the process of bank rating migrations In: Borradores de Economia.
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2007Evidence of non-Markovian behavior in the process of bank rating migrations.(2007) In: BORRADORES DE ECONOMIA.
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2007Evidence of non-Markovian behavior in the process of bank rating migrations.(2007) In: BORRADORES DE ECONOMIA.
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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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2001Simple Robust Testing of Hypotheses in Nonlinear Models In: Journal of the American Statistical Association.
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2001Simple Robust Testing of Hypothesis in Non-Linear Models.(2001) In: Staff General Research Papers Archive.
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1994Menu Pricing: An Experimental Approach. In: Journal of Business & Economic Statistics.
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1998Bayesian Analysis of the Prototypal Search Model. In: Journal of Business & Economic Statistics.
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2008Robust Nonnested Testing and the Demand for Money In: Journal of Business & Economic Statistics.
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2010Default Estimation and Expert Information In: Journal of Business & Economic Statistics.
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article9
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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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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1996 Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow. In: Journal of Finance.
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1979An empirical job-search model, with a test of the constant reservation-wage hypothesis In: CORE Discussion Papers RP.
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1979An Empirical Job-Search Model, with a Test of the Constant Reservation-Wage Hypothesis..(1979) In: Journal of Political Economy.
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2006Search Models and Applied Labor Economics In: Cambridge Books.
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1989Search Models and Applied Labor Economics.(1989) In: Cambridge Books.
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2002HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE In: Econometric Theory.
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2005A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS In: Econometric Theory.
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2005A New Asymptotic Theory for Heteroskedasticity-Autocorrelation Robust Tests.(2005) In: Working Papers.
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1987Estimation of ARCH Models–Solution In: Econometric Theory.
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1991The Exact Likelihood Function for an Empirical Job Search Model In: Econometric Theory.
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1990THE EXACT LIKELIHOOD FUNCTION FOR AN EMPIRICAL JOB SEARCH MODEL..(1990) In: Tilburg - Center for Economic Research.
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1990The Exact Likelihood Function for an Empirical Job Search Model.(1990) In: Discussion Paper.
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1995Evolution and Equilibria Selection of Repeated Lattice Games In: Working Papers.
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1998Approximate Distributions in Essentially Linear Models In: Working Papers.
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1998Approximate Distributions in Essentially Linear Models..(1998) In: Centre for Labour Market and Social Research, Danmark-.
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2000Statistical Manifolds and Separate Inference In: Working Papers.
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2000A New Approach to the Asymptotics of HAC Robust Testing in Econometrics In: Working Papers.
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2001Heteroskedasticity-Autocorrelation Robust Standard Errors Using the Bartlett Kernel without Truncation In: Working Papers.
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2002Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation.(2002) In: Econometrica.
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2006Default Estimation for Low-Default Portfolios In: Working Papers.
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2009Default estimation for low-default portfolios.(2009) In: Journal of Empirical Finance.
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2006Robust Model Selection in Dynamic Models with an Application to Comparing Predictive Accuracy In: Working Papers.
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2006A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transition In: Working Papers.
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2007A simulation estimator for testing the time homogeneity of credit rating transitions.(2007) In: Journal of Empirical Finance.
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2006Specification and Informational Issues in Credit Scoring In: Working Papers.
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2006Bank Failure: Evidence from the Colombia Financial Crisis In: Working Papers.
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2009BANK FAILURE: EVIDENCE FROM THE COLOMBIAN FINANCIAL CRISIS.(2009) In: The International Journal of Business and Finance Research.
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2007Default Estimation and Expert Information: All Likely Dataset Analysis and Robust Validation In: Working Papers.
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2007Development and Validation of Credit-Scoring Models In: Working Papers.
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2008The Smooth Colonel Meets the Reverend In: Working Papers.
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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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2009The Maximum Entropy Distribution for Stochastically Ordered Random Variables with Fixed Marginals In: Working Papers.
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2009Geometry of the Log-Likelihood Ratio Statistic in Misspecified Models In: Working Papers.
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2009Correlated Defaults, Temporal Correlation, Expert Information and Predictability of Default Rates In: Working Papers.
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2009Incentive-Compatible Elicitation of Quantiles In: Working Papers.
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2010The Bayesian Approach to Default Risk: A Guide In: Working Papers.
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1978Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model. In: Econometrica.
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1979On the Value of Sample Separation Information. In: Econometrica.
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1980A Note on Switching Regressions and Logistic Discrimination. In: Econometrica.
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1981Individual Effects in a Nonlinear Model: Explicit Treatment of Heterogeneity in the Empirical Job-Search Model. In: Econometrica.
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1984Local Asymptotic Specification Error Analysis. In: Econometrica.
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1988Controlling a Stochastic Process with Unknown Parameters. In: Econometrica.
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2000Simple Robust Testing of Regression Hypotheses In: Econometrica.
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2000Simple Robust Testing of Regression Hypotheses.(2000) In: Staff General Research Papers Archive.
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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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2010Improving robust model selection tests for dynamic models In: Econometrics Journal.
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article6
2000A Monte Carlo EM method for estimating multinomial probit models In: Computational Statistics & Data Analysis.
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1989A value function arising in the economics of information In: Journal of Economic Dynamics and Control.
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article18
1994On the existence of universally convergent mechanisms In: Journal of Economic Dynamics and Control.
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1983Testing normality in econometric models In: Economics Letters.
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article37
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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1985A score-type test based on higher-order derivatives In: Economics Letters.
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1980Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance In: Journal of Econometrics.
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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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1985Layoffs and duration dependence in a model of turnover 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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1978Federally subsidized occupational training and the employment and earnings of male trainees In: Journal of Econometrics.
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2005Software evaluation: EasyReg International In: International Journal of Forecasting.
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1993The empirical status of job search theory In: Labour Economics.
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1995The empirical status of job search theory.(1995) In: Labour Economics.
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1990THE EMPIRICAL STATUS OF JOB SEARCH THEORY..(1990) In: Pennsylvania State - Department of Economics.
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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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1995Fitting Equilibrium Search Models to Labor Market Data..(1995) In: Working Papers.
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1996Fitting Equilibrium Search Models to Labor Market Data.(1996) In: Econometrics.
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1999Equilibrium Search with Human Capital Accumulation. In: Centre for Labour Market and Social Research, Danmark-.
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1988EMPIRICAL LABOR ECONOMICS IN THE SEARCH FRAMEWORK In: Pennsylvania State - Department of Economics.
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1977A Bayesian Analysis of Commodity Demand and Labor Supply. In: International Economic Review.
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1981Limited Information Analysis of a Small Underidentified Macroeconomic Model. In: International Economic Review.
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1989Optimal Control of an Unknown Linear Process with Learning. In: International Economic Review.
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1989Optimal Learning with Endogenous Data. In: International Economic Review.
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1993An Equilibrium Analysis of Fiscal Policy with Uncertainty and Incomplete Markets. In: International Economic Review.
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2001Equilibrium Search Models and the Transition from School to Work. In: International Economic Review.
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1997Equilibrium Search Models and The Transition from School to Work..(1997) In: Working Papers.
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1997Equilibrium Search Models and The Transition from School to Work.(1997) In: Labor and Demography.
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1995Introduction: The Microeconometrics of Dynamic Decision Making. In: Journal of Applied Econometrics.
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1995Estimation of Equilibrium Wage Distributions with Heterogeneity. 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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2013The Smooth Colonel and the Reverend Find Common Ground In: Department of Economics Working Papers.
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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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1984Earnings, Unemployment, and the Allocation of Time Over Time In: Review of Economic Studies.
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1997One Day in the Life of a Very Common Stock. In: Review of Financial Studies.
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1991Empirical Labor Economics: The Search Approach In: OUP Catalogue.
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1975Quadratic Utility, Labor Supply and Commodity Demand In: Working Papers.
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1975Bayesian Estimation of the Earnings Function In: Working Papers.
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1975Wage and Wage Discrimination Across Regions In: Working Papers.
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1975A Bayesian Analysis of Labor Supply and Commodity Demand In: Working Papers.
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2001Specification and Estimation of Equilibrium Search Models In: Review of Economic Dynamics.
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1995Local Externalities and Societal Adoption of Technologies. In: Journal of Evolutionary Economics.
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2014Comment In: Journal of Business & Economic Statistics.
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1981The Economics of the Diaspora: Discrimination and Occupational Structure. In: Economic Development and Cultural Change.
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1994Measurement Error in the Prototypal Job-Search Model. In: Journal of Labor Economics.
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1984A Simple Test for Heterogeneity in Exponential Models of Duration. In: Journal of Labor Economics.
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1987A Proposition and an Example in the Theory of Job Search with Hours Constraints. In: Journal of Labor Economics.
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1979Population Heterogeneity and Inference from Panel Data on the Effects of Vocational Education. In: Journal of Political Economy.
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1996American macroeconomics Between World War I and the Depression. In: UWO Department of Economics Working Papers.
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1985Evidence on the Role of Education in Labor Turnover In: Journal of Human Resources.
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