Nicholas M. Kiefer : Citation Profile


Are you Nicholas M. Kiefer?

Cornell University
Cornell University

22

H index

40

i10 index

3267

Citations

RESEARCH PRODUCTION:

69

Articles

54

Papers

3

Books

1

Chapters

RESEARCH ACTIVITY:

   42 years (1975 - 2017). See details.
   Cites by year: 77
   Journals where Nicholas M. Kiefer has often published
   Relations with other researchers
   Recent citing documents: 123.    Total self citations: 22 (0.67 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pki305
   Updated: 2022-10-01    RAS profile: 2021-08-13    
   Missing citations? Add them    Incorrect content? Let us know

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)

Vogelsang, Timothy (28)

Phillips, Peter (27)

Gomez-Gonzalez, Jose (27)

Al-Sadoon, Majid (24)

Ongena, Steven (24)

Launov, Andrey (21)

Castro, Vitor (19)

Gomez-Gonzalez, Jose (18)

Gomez-Gonzalez, Jose (17)

Cites to:

Racine, Jeffrey (9)

Christensen, Bent Jesper (6)

Li, Qi (6)

Vogelsang, Timothy (4)

Vargas-Herrera, Hernando (4)

Schuermann, Til (4)

Varotto, Simone (4)

Perraudin, William (4)

Duffie, Darrell (3)

Gordy, Michael (3)

Gertler, Mark (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 Applied Econometrics3
Journal of Labor Economics3
Econometric Theory3
Economics Letters3
Journal of Political Economy2
Review of Economic Studies2
Journal of Empirical Finance2
Journal of Economic Dynamics and Control2
Journal of Human Resources2
Labour Economics2
Econometric Reviews2

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
Working Papers / Duke University, Department of Economics2
BORRADORES DE ECONOMIA / BANCO DE LA REPÚBLICA2
Staff General Research Papers Archive / Iowa State University, Department of Economics2
Borradores de Economia / Banco de la Republica de Colombia2

Recent works citing Nicholas M. Kiefer (2022 and 2021)


YearTitle of citing document
2021Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models. (2021). Kruse-Becher, Robinson ; Demetrescu, Matei. In: CREATES Research Papers. RePEc:aah:create:2021-07.

Full description at Econpapers || Download paper

2022Unemployment Insurance as a Worker Indiscipline Device? Evidence from Scanner Data. (2022). Schnorr, Geoffrey ; Lusher, Lester. In: American Economic Journal: Applied Economics. RePEc:aea:aejapp:v:14:y:2022:i:2:p:285-319.

Full description at Econpapers || Download paper

2021Coverage Error Optimal Confidence Intervals for Local Polynomial Regression. (2019). Cattaneo, Matias ; Farrell, Max H ; Calonico, Sebastian. In: Papers. RePEc:arx:papers:1808.01398.

Full description at Econpapers || Download paper

2021Normal Approximation in Large Network Models. (2019). Leung, Michael ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1904.11060.

Full description at Econpapers || Download paper

2021Dynamically Aggregating Diverse Information. (2019). Liang, Annie ; Syrgkanis, Vasilis ; Mu, Xiaosheng. In: Papers. RePEc:arx:papers:1910.07015.

Full description at Econpapers || Download paper

2021A Social Network Analysis of Occupational Segregation. (2020). van der Leij, Marco ; Buhai, Ioan Sebastian. In: Papers. RePEc:arx:papers:2004.09293.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021Spatial Correlation Robust Inference. (2021). Watson, Mark W ; Muller, Ulrich K. In: Papers. RePEc:arx:papers:2102.09353.

Full description at Econpapers || Download paper

2021Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings. (2021). Perron, Pierre ; Grassi, Stefano ; Catania, Leopoldo ; Casini, Alessandro ; Belotti, Federico. In: Papers. RePEc:arx:papers:2103.00060.

Full description at Econpapers || Download paper

2021Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2021). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

Full description at Econpapers || Download paper

2021Minimax MSE Bounds and Nonlinear VAR Prewhitening for Long-Run Variance Estimation Under Nonstationarity. (2021). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02235.

Full description at Econpapers || Download paper

2021Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2021). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

Full description at Econpapers || Download paper

2021Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling. (2021). Lee, Sokbae (Simon) ; Liao, Yuan ; Shin, Youngki ; Seo, Myung Hwan. In: Papers. RePEc:arx:papers:2106.03156.

Full description at Econpapers || Download paper

2022Robust Model Misspecification and Paradigm Shifts. (2021). Ba, Cuimin. In: Papers. RePEc:arx:papers:2106.12727.

Full description at Econpapers || Download paper

2022Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters. (2021). Wang, Wenjie ; Zhang, Yichong. In: Papers. RePEc:arx:papers:2108.13707.

Full description at Econpapers || Download paper

2022Some Impossibility Results for Inference With Cluster Dependence with Large Clusters. (2021). Song, Kyungchul ; Kojevnikov, Denis. In: Papers. RePEc:arx:papers:2109.03971.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2022A Bootstrap-Assisted Self-Normalization Approach to Inference in Cointegrating Regressions. (2022). Jentsch, Carsten ; Reichold, Karsten. In: Papers. RePEc:arx:papers:2204.01373.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021Estimating the reservation wage across city groups in Colombia: A stochastic frontier approach. (2021). Posada, Carlos ; Melo Becerra, Ligia ; Florez, Luz ; Melo-Becerra, Ligia Alba. In: Borradores de Economia. RePEc:bdr:borrec:1163.

Full description at Econpapers || Download paper

2021The probability of informed trading and mergers and acquisitions. (2021). To, Thomas ; Shan, Yaowen ; Lu, Meiting ; Bugeja, Martin. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:169-203.

Full description at Econpapers || Download paper

2021Empirical analysis of urban youth unemployment in Ethiopia. (2021). berhe, mesfin. In: African Development Review. RePEc:bla:afrdev:v:33:y:2021:i:1:p:104-116.

Full description at Econpapers || Download paper

2022What tactical repertoire to use in strikes and when to use it? Strategies of workers and their mobilization power in Chile (2010–2018). (2022). Link, Sebastian ; Perez, Domingo ; Orellana, Diego Velasquez. In: British Journal of Industrial Relations. RePEc:bla:brjirl:v:60:y:2022:i:1:p:78-98.

Full description at Econpapers || Download paper

2022The effect of education on unemployment duration. (2022). Filiz, Elif S ; Dursun, Bahadr ; Altindag, Duha T. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:1:p:21-42.

Full description at Econpapers || Download paper

2021Strikes in British Coal Mining, 1893–1940: Testing Models of Strikes. (2021). Campolieti, Michele. In: Industrial Relations: A Journal of Economy and Society. RePEc:bla:indres:v:60:y:2021:i:2:p:243-273.

Full description at Econpapers || Download paper

2021Do Patented Innovations Reduce Stock Price Crash Risk?. (2021). Zhong, Rui ; Bouslimi, Lobna ; Bennasr, Hamdi. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:1:p:3-36.

Full description at Econpapers || Download paper

2021Media attention and firm value: International evidence. (2021). Dang, Tung ; Nguyen, Manh T. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:865-894.

Full description at Econpapers || Download paper

2022Are food price promotions predictable? The hazard function of supermarket discounts. (2022). Lan, Hao ; Morgan, Wyn ; Lloyd, Tim ; Dobson, Paul W. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:73:y:2022:i:1:p:64-85.

Full description at Econpapers || Download paper

2022Predictable Financial Crises. (2022). Sorensen, Jakob Ahm ; Shleifer, Andrei ; Hanson, Samuel G ; Greenwood, Robin. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:863-921.

Full description at Econpapers || Download paper

2021Assessing Trust and Risk Perceptions in the Sharing Economy: An Empirical Study. (2021). Lu, Can ; Zhang, Tingting ; Gu, Huimin ; Song, Xiaoxiao. In: Journal of Management Studies. RePEc:bla:jomstd:v:58:y:2021:i:4:p:1002-1032.

Full description at Econpapers || Download paper

2021Unit root testing with slowly varying trends. (2021). Otto, Sven. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:1:p:85-106.

Full description at Econpapers || Download paper

2021Large?sample approximations and change testing for high?dimensional covariance matrices of multivariate linear time series and factor models. (2021). Steland, Ansgar ; Bours, Monika. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:2:p:610-654.

Full description at Econpapers || Download paper

2021Earnings mobility and the Great Recession. (2021). Wallace, Sally ; Sjoquist, David L ; Mullins, Brett. In: Social Science Quarterly. RePEc:bla:socsci:v:102:y:2021:i:6:p:2718-2732.

Full description at Econpapers || Download paper

2021Multivariate Hermite polynomials and information matrix tests. (2021). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2021_2103.

Full description at Econpapers || Download paper

2021Tests for random coefficient variation in vector autoregressive models. (2021). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2021_2108.

Full description at Econpapers || Download paper

2021Delegated monitoring in crowdfunded microfinance: Evidence from Kiva. (2021). Zafar, Abu ; Berns, John P ; Unda, Luisa A. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920303084.

Full description at Econpapers || Download paper

2021Flying under the radar: The real effects of anonymous trading. (2021). el Ghoul, Sadok ; Attig, Najah . In: Journal of Corporate Finance. RePEc:eee:corfin:v:71:y:2021:i:c:s0929119921002145.

Full description at Econpapers || Download paper

2022Bayesian beta regression for bounded responses with unknown supports. (2022). Huang, Xianzheng ; Zhou, Haiming. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:167:y:2022:i:c:s0167947321001791.

Full description at Econpapers || Download paper

2021The expected time to cross a threshold and its determinants: a simple and flexible framework. (2021). Rodrigues, Paulo ; Nicolau, Joo ; Zsurkis, Gabriel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:122:y:2021:i:c:s0165188920302153.

Full description at Econpapers || Download paper

2021Estimation and inference in semiparametric quantile factor models. (2021). Gao, Jiti ; Linton, Oliver ; Ma, Shujie. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:295-323.

Full description at Econpapers || Download paper

2021Simple and trustworthy cluster-robust GMM inference. (2021). Hwang, Jungbin. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:2:p:993-1023.

Full description at Econpapers || Download paper

2021Inference without smoothing for large panels with cross-sectional and temporal dependence. (2021). Schafgans, Marcia ; Hidalgo, Javier. In: Journal of Econometrics. RePEc:eee:econom:v:223:y:2021:i:1:p:125-160.

Full description at Econpapers || Download paper

2021Inference in time series models using smoothed-clustered standard errors. (2021). Vogelsang, Timothy J ; Rho, Seunghwa. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:113-133.

Full description at Econpapers || Download paper

2021Model risk management: Valuation and governance of pseudo-models. (2021). Monfort, Alain ; Gourieroux, C. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:1-22.

Full description at Econpapers || Download paper

2021Fixed-bandwidth CUSUM tests under long memory. (2021). Leschinski, Christian ; Wenger, Kai. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:46-61.

Full description at Econpapers || Download paper

2021Labor mobility and racial discrimination. (2021). Deschamps, Pierre ; de Sousa, Jose. In: European Economic Review. RePEc:eee:eecrev:v:135:y:2021:i:c:s001429212100091x.

Full description at Econpapers || Download paper

2021Advertising and quality improving strategies in a supply chain when facing potential crises. (2021). Navas, Jorge ; Lu, Lijue. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:3:p:839-851.

Full description at Econpapers || Download paper

2021Government Affiliation and Peer-To-Peer Lending Platforms in China. (2021). Zhang, Xiaoyan ; Wang, Zhengwei ; Liao, LI ; Jiang, Jinglin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:87-106.

Full description at Econpapers || Download paper

2021City goes dark: Dark trading and adverse selection in aggregate markets. (2021). Sun, Yuxin ; Diaz-Rainey, Ivan ; Aquilina, Matteo ; Ibikunle, Gbenga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:1-22.

Full description at Econpapers || Download paper

2022The prediction of price gap anomaly in Chinese stock market: Evidence from the dependent functional logit model. (2022). Cui, Xin ; Xu, Boyu ; LI, Qifang ; Bao, Haohua ; Su, Zhifang. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000307.

Full description at Econpapers || Download paper

2021Consumer defaults and social capital?. (2021). Siddique, Akhtar ; Li, Feng ; Lai, Helen ; Hasan, Iftekhar ; Clark, Brian. In: Journal of Financial Stability. RePEc:eee:finsta:v:53:y:2021:i:c:s1572308920301248.

Full description at Econpapers || Download paper

2022Search equilibrium with unobservable investment. (2022). Rao, Neel. In: Games and Economic Behavior. RePEc:eee:gamebe:v:133:y:2022:i:c:p:300-330.

Full description at Econpapers || Download paper

2021Covered interest parity deviations: Macrofinancial determinants. (2021). Obstfeld, Maurice ; Cerutti, Eugenio ; Zhou, Haonan. In: Journal of International Economics. RePEc:eee:inecon:v:130:y:2021:i:c:s0022199621000246.

Full description at Econpapers || Download paper

2022Measuring and comparing risks of different types. (2022). Guillou, Armelle ; Chavez-Demoulin, Valerie ; Aigner, Maximilian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:102:y:2022:i:c:p:1-21.

Full description at Econpapers || Download paper

2022Forecasting unemployment insurance claims in realtime with Google Trends. (2022). Seo, Boyoung ; Sacks, Daniel W ; Fogarty, Michael ; Butters, Andrew R ; Brave, Scott A ; Aaronson, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:567-581.

Full description at Econpapers || Download paper

2021Estimating the probability of informed trading: A Bayesian approach. (2021). Oduro, Samuel D ; Oberoi, Jaideep ; Griffin, Jim. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000030.

Full description at Econpapers || Download paper

2021Private information in trades, R2, and large stock price movements. (2021). Yildiz, Serhat ; van Ness, Robert. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:131:y:2021:i:c:s0378426621001539.

Full description at Econpapers || Download paper

2021On the duration of sovereign ratings cycle phases. (2021). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:512-526.

Full description at Econpapers || Download paper

2021Asymptotic behavior of Bayesian learners with misspecified models. (2021). Pouzo, Demian ; Esponda, Ignacio ; Yamamoto, Yuichi. In: Journal of Economic Theory. RePEc:eee:jetheo:v:195:y:2021:i:c:s0022053121000776.

Full description at Econpapers || Download paper

2021Cultural transmission with incomplete information. (2021). Panebianco, Fabrizio ; della Lena, Sebastiano. In: Journal of Economic Theory. RePEc:eee:jetheo:v:198:y:2021:i:c:s0022053121001903.

Full description at Econpapers || Download paper

2022Price discovery and liquidity recovery: Forex market reactions to macro announcements. (2022). Ito, Takatoshi ; Yamada, Masahiro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560621001534.

Full description at Econpapers || Download paper

2021Some young people have all the luck! The duration dependence of the school-to-work transition in Europe. (2021). Pastore, Francesco ; Rocca, Antonella ; Quintano, Claudio. In: Labour Economics. RePEc:eee:labeco:v:70:y:2021:i:c:s0927537121000178.

Full description at Econpapers || Download paper

2021Does a big bazooka matter? Quantitative easing policies and exchange rates. (2021). Mehl, Arnaud ; Gräb, Johannes ; Georgiadis, Georgios ; Grab, Johannes ; Dedola, Luca. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:489-506.

Full description at Econpapers || Download paper

2021Learning and job search dynamics during the Great Recession. (2021). Potter, Tristan. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:706-722.

Full description at Econpapers || Download paper

2021Optimal policy with general signal extraction. (2021). Lanteri, Andrea ; Hauk, Esther ; Marcet, Albert. In: Journal of Monetary Economics. RePEc:eee:moneco:v:118:y:2021:i:c:p:54-86.

Full description at Econpapers || Download paper

2021What factors are associated with stock price jumps in high frequency?. (2021). Tsai, Shih-Chuan ; Ahn, Yongkil. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001098.

Full description at Econpapers || Download paper

2021The personal wealth importance to the intertemporal choice. (2021). Do, Jose Claudio. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308578.

Full description at Econpapers || Download paper

2021Testing unobserved market heterogeneity in financial markets: The case of Banco Popular. (2021). Sosvilla-Rivero, Simon ; Gomez-Deniz, Emilio ; Perez-Rodriguez, Jorge V. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:151-160.

Full description at Econpapers || Download paper

2022Modelling the role of eco innovation, renewable energy, and environmental taxes in carbon emissions reduction in E?7 economies: Evidence from advance panel estimations. (2022). Yunzhao, LU. In: Renewable Energy. RePEc:eee:renene:v:190:y:2022:i:c:p:309-318.

Full description at Econpapers || Download paper

2022Cross-Sectional Financial Conditions, Business Cycles and The Lending Channel. (2022). Revil, Thiago. In: International Finance Discussion Papers. RePEc:fip:fedgif:1335.

Full description at Econpapers || Download paper

2021Tracking U.S. Consumers in Real Time with a New Weekly Index of Retail Trade. (2021). Krane, Spencer ; Brave, Scott ; Aaronson, Daniel ; Karger, Ezra ; Fogarty, Michael. In: Working Paper Series. RePEc:fip:fedhwp:92147.

Full description at Econpapers || Download paper

2021Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation. (2021). Uthemann, Andreas ; Cipriani, Marco ; Guarino, Antonio. In: Staff Reports. RePEc:fip:fednsr:93431.

Full description at Econpapers || Download paper

2021Multivariate Hermite polynomials and information matrix tests. (2021). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2021_07.

Full description at Econpapers || Download paper

2021Tests for random coefficient variation in vector autoregressive models. (2021). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2021_18.

Full description at Econpapers || Download paper

2021Market Liquidity - Theory and Empirical Evidence. (2012). Vayanos, Dimitri ; Wang, Jiang. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp709.

Full description at Econpapers || Download paper

2022New Definition of Default—Recalibration of Credit Risk Models Using Bayesian Approach. (2022). Kopciuszewski, Pawe ; Ptak-Chmielewska, Aneta. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:1:p:16-:d:720855.

Full description at Econpapers || Download paper

2021Credit Constraint and Rural Household Welfare in the Mezam Division of the North-West Region of Cameroon. (2021). Yoo, Sungjoon ; Atamja, Louis. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:11:p:5964-:d:561887.

Full description at Econpapers || Download paper

2021When You Cant Afford to Wait for a Job: The Role of Time Discounting for Own-Account Workers in Developing Countries. (2021). Scarelli, Thiago ; MARGOLIS, David. In: PSE Working Papers. RePEc:hal:psewpa:halshs-03288728.

Full description at Econpapers || Download paper

2021Interactive R&D Spillovers: an estimation strategy based on forecasting-driven model selection. (2021). Simioni, Michel ; Musolesi, Antonio ; Gioldasis, Georgios. In: Working Papers. RePEc:hal:wpaper:hal-03224910.

Full description at Econpapers || Download paper

2021School-to-work transitions in Europe: Paths towards a permanent contract. (2021). Loi, Massimo ; Garrouste, Christelle. In: Working Papers. RePEc:hal:wpaper:hal-03245376.

Full description at Econpapers || Download paper

2021When You Cant Afford to Wait for a Job: The Role of Time Discounting for Own-Account Workers in Developing Countries. (2021). Scarelli, Thiago ; MARGOLIS, David. In: Working Papers. RePEc:hal:wpaper:halshs-03288728.

Full description at Econpapers || Download paper

2021Bank Survival Around the World A Meta?Analytic Review. (2021). Kočenda, Evžen ; Iwasaki, Ichiro ; Koenda, Even. In: CEI Working Paper Series. RePEc:hit:hitcei:2021-02.

Full description at Econpapers || Download paper

2021Unemployment Insurance as a Worker Indiscipline Device? Evidence from Scanner Data. (2021). Taylor, Rebecca ; Lusher, Lester ; Schnorr, Geoffrey. In: IZA Discussion Papers. RePEc:iza:izadps:dp14105.

Full description at Econpapers || Download paper

2022Information Quality and the Expected Rate of Return: A Structural Equation Modelling Approach. (2022). Bilinski, Pawel ; Schreder, Max. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:2:d:10.1007_s10690-021-09342-8.

Full description at Econpapers || Download paper

2022Bi-demographic and current account dynamics using SVAR model: evidence from Saudi Arabia. (2022). Balli, Faruk ; Alhajhoj, Hassan R ; Ghassan, Hassan B. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:55:y:2022:i:3:d:10.1007_s10644-021-09348-2.

Full description at Econpapers || Download paper

2021Performance and Market Maturity in Mutual Funds: Is Real Estate Different?. (2021). Schulz, Rainer ; MacGregor, Bryan D ; Zhao, Yuan. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:63:y:2021:i:3:d:10.1007_s11146-020-09787-0.

Full description at Econpapers || Download paper

2022A Simple Bootstrap Method for Panel Data Inferences. (2022). Yan, Yayi ; Peng, Bin ; Gao, Jiti. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2022-7.

Full description at Econpapers || Download paper

2021Structural Models: Inception and Frontier. (2021). Galiani, Sebastian ; Pantano, Juan. In: NBER Working Papers. RePEc:nbr:nberwo:28698.

Full description at Econpapers || Download paper

2021Informed Trading and Momentum in the Corporate Bond Market*. (2021). Galvani, Valentina ; Li, Lifang. In: Review of Finance. RePEc:oup:revfin:v:25:y:2021:i:6:p:1773-1816..

Full description at Econpapers || Download paper

2021Learning by Exporting and Wage Profiles: New Evidence from Brazil. (2021). Ma, Xiao ; Nakab, Alejandro ; Muendler, Marc-Andreas. In: MPRA Paper. RePEc:pra:mprapa:109497.

Full description at Econpapers || Download paper

2021Bi-Demographic and Current Account Dynamics using SVAR Model: Evidence from Saudi Arabia. (2021). Ghassan, Hassan ; Balli, Faruk ; Alhajhoj, Hassan R. In: MPRA Paper. RePEc:pra:mprapa:109772.

Full description at Econpapers || Download paper

2022Creative Destruction and Stock Price Informativeness in Emerging Economies. (2022). Fan, Fei ; Dai, Shangze ; Zhang, Keke. In: MPRA Paper. RePEc:pra:mprapa:113661.

Full description at Econpapers || Download paper

2022Modeling Path-Dependent State Transition by a Recurrent Neural Network. (2022). Yang, Bill Huajian. In: MPRA Paper. RePEc:pra:mprapa:114188.

Full description at Econpapers || Download paper

2021Does biomass energy drive environmental sustainability? An SDG perspective for top five biomass consuming countries. (2021). Destek, Mehmet ; Asamoah, Ernest Frimpong ; Sarkodie, Samuel Asumadu. In: MPRA Paper. RePEc:pra:mprapa:114218.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2022Survival of the fittest: Tourism Exposure and Firm Survival. (2022). Rodrigues, Paulo ; Caires, Filipe B ; Reis, Hugo. In: Working Papers. RePEc:ptu:wpaper:w202206.

Full description at Econpapers || Download paper

2021Multivariate Hermite polynomials and information matrix tests. (2021). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Paper series. RePEc:rim:rimwps:21-12.

Full description at Econpapers || Download paper

2021Tests for random coefficient variation in vector autoregressive models. (2021). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Paper series. RePEc:rim:rimwps:21-21.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]
paper0
1988Economic Duration Data and Hazard Functions. In: Journal of Economic Literature.
[Full Text][Citation analysis]
article888
1982TESTING NORMALITY IN ECONOMETRIC MODELS In: Economic Research Papers.
[Full Text][Citation analysis]
paper47
1983Testing normality in econometric models.(1983) In: Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47
article
1982Testing Normality in Econometric Models.(1982) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47
paper
2006Explaining time to bank failure in Colombia during the financial crisis of the late 1990s In: Borradores de Economia.
[Full Text][Citation analysis]
paper0
2007Evidence of non-Markovian behavior in the process of bank rating migrations In: Borradores de Economia.
[Full Text][Citation analysis]
paper4
2007Evidence of non-Markovian behavior in the process of bank rating migrations.(2007) In: BORRADORES DE ECONOMIA.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2007Evidence of non-Markovian behavior in the process of bank rating migrations.(2007) In: BORRADORES DE ECONOMIA.
[Full Text][Citation analysis]
This paper has another 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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2001Simple Robust Testing of Hypotheses in Nonlinear Models In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article8
2001Simple Robust Testing of Hypothesis in Non-Linear Models.(2001) In: Staff General Research Papers Archive.
[Citation analysis]
This paper has another version. Agregated cites: 8
paper
1994Menu Pricing: An Experimental Approach. In: Journal of Business & Economic Statistics.
[Citation analysis]
article3
1998Bayesian Analysis of the Prototypal Search Model. In: Journal of Business & Economic Statistics.
[Citation analysis]
article7
2008Robust Nonnested Testing and the Demand for Money In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article3
2010Default Estimation and Expert Information In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article11
1985How Long Is a Spell of Unemployment? Illusions and Biases in the Use of CPS Data. In: Journal of Business & Economic Statistics.
[Citation analysis]
article13
1984How Long is a Spell of Unemployment?: Illusions and Biases in the Use of CPS Data.(1984) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
1996 Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow. In: Journal of Finance.
[Full Text][Citation analysis]
article188
1979An empirical job-search model, with a test of the constant reservation-wage hypothesis In: LIDAM Reprints CORE.
[Full Text][Citation analysis]
paper78
1979An Empirical Job-Search Model, with a Test of the Constant Reservation-Wage Hypothesis..(1979) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 78
article
2006Search Models and Applied Labor Economics In: Cambridge Books.
[Citation analysis]
book22
1989Search Models and Applied Labor Economics.(1989) In: Cambridge Books.
[Citation analysis]
This paper has another version. Agregated cites: 22
book
2002HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE In: Econometric Theory.
[Full Text][Citation analysis]
article93
2005A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS In: Econometric Theory.
[Full Text][Citation analysis]
article207
2005A New Asymptotic Theory for Heteroskedasticity-Autocorrelation Robust Tests.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 207
paper
1991The Exact Likelihood Function for an Empirical Job Search Model In: Econometric Theory.
[Full Text][Citation analysis]
article18
1990THE EXACT LIKELIHOOD FUNCTION FOR AN EMPIRICAL JOB SEARCH MODEL..(1990) In: Tilburg - Center for Economic Research.
[Citation analysis]
This paper has another version. Agregated cites: 18
paper
1990The Exact Likelihood Function for an Empirical Job Search Model.(1990) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
1990The Exact Likelihood Function for an Empirical Job Search Model.(1990) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
1995Evolution and Equilibria Selection of Repeated Lattice Games In: Working Papers.
[Full Text][Citation analysis]
paper1
1998Approximate Distributions in Essentially Linear Models In: Working Papers.
[Full Text][Citation analysis]
paper3
1998Approximate Distributions in Essentially Linear Models..(1998) In: Centre for Labour Market and Social Research, Danmark-.
[Citation analysis]
This paper has another version. Agregated cites: 3
paper
2000Statistical Manifolds and Separate Inference In: Working Papers.
[Citation analysis]
paper0
2000A New Approach to the Asymptotics of HAC Robust Testing in Econometrics In: Working Papers.
[Full Text][Citation analysis]
paper0
2001Heteroskedasticity-Autocorrelation Robust Standard Errors Using the Bartlett Kernel without Truncation In: Working Papers.
[Full Text][Citation analysis]
paper102
2002Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation.(2002) In: Econometrica.
[Citation analysis]
This paper has another version. Agregated cites: 102
article
2006Default Estimation for Low-Default Portfolios In: Working Papers.
[Full Text][Citation analysis]
paper17
2009Default estimation for low-default portfolios.(2009) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
article
2006Robust Model Selection in Dynamic Models with an Application to Comparing Predictive Accuracy In: Working Papers.
[Full Text][Citation analysis]
paper1
2006A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transition In: Working Papers.
[Full Text][Citation analysis]
paper16
2007A simulation estimator for testing the time homogeneity of credit rating transitions.(2007) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
article
2006Specification and Informational Issues in Credit Scoring In: Working Papers.
[Full Text][Citation analysis]
paper2
2006Bank Failure: Evidence from the Colombia Financial Crisis In: Working Papers.
[Full Text][Citation analysis]
paper42
2009BANK FAILURE: EVIDENCE FROM THE COLOMBIAN FINANCIAL CRISIS.(2009) In: The International Journal of Business and Finance Research.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 42
article
2007Default Estimation and Expert Information: All Likely Dataset Analysis and Robust Validation In: Working Papers.
[Full Text][Citation analysis]
paper0
2007Development and Validation of Credit-Scoring Models In: Working Papers.
[Full Text][Citation analysis]
paper2
2008The Smooth Colonel Meets the Reverend In: Working Papers.
[Full Text][Citation analysis]
paper3
2009The smooth Colonel meets the Reverend.(2009) In: Journal of Nonparametric Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2008Default Estimation, Correlated Defaults, and Expert Information In: Working Papers.
[Full Text][Citation analysis]
paper7
2011Default estimation, correlated defaults, and expert information.(2011) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2008Annual Default Rates and Probably Less Than Long-Run Average Annual Default Rates In: Working Papers.
[Full Text][Citation analysis]
paper0
2009The Maximum Entropy Distribution for Stochastically Ordered Random Variables with Fixed Marginals In: Working Papers.
[Full Text][Citation analysis]
paper0
2009Geometry of the Log-Likelihood Ratio Statistic in Misspecified Models In: Working Papers.
[Full Text][Citation analysis]
paper1
2009Correlated Defaults, Temporal Correlation, Expert Information and Predictability of Default Rates In: Working Papers.
[Full Text][Citation analysis]
paper0
2017Correlated defaults, temporal correlation, expert information and predictability of default rates.(2017) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2009Incentive-Compatible Elicitation of Quantiles In: Working Papers.
[Full Text][Citation analysis]
paper0
2010The Bayesian Approach to Default Risk: A Guide In: Working Papers.
[Full Text][Citation analysis]
paper4
1978Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model. In: Econometrica.
[Full Text][Citation analysis]
article82
1979On the Value of Sample Separation Information. In: Econometrica.
[Full Text][Citation analysis]
article3
1980A Note on Switching Regressions and Logistic Discrimination. In: Econometrica.
[Full Text][Citation analysis]
article8
1981Individual Effects in a Nonlinear Model: Explicit Treatment of Heterogeneity in the Empirical Job-Search Model. In: Econometrica.
[Full Text][Citation analysis]
article16
1984Local Asymptotic Specification Error Analysis. In: Econometrica.
[Full Text][Citation analysis]
article16
1988Controlling a Stochastic Process with Unknown Parameters. In: Econometrica.
[Full Text][Citation analysis]
article49
2000Simple Robust Testing of Regression Hypotheses In: Econometrica.
[Citation analysis]
article133
2000Simple Robust Testing of Regression Hypotheses.(2000) In: Staff General Research Papers Archive.
[Citation analysis]
This paper has another version. Agregated cites: 133
paper
2000Panel Data, Local Cuts, and Orthogeodesic Models In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
paper4
1997Panel Data, Local Cuts, and Orthogeodesic Models..(1997) In: Centre for Labour Market and Social Research, Danmark-.
[Citation analysis]
This paper has another version. Agregated cites: 4
paper
2010Improving robust model selection tests for dynamic models In: Econometrics Journal.
[Full Text][Citation analysis]
article7
2000A Monte Carlo EM method for estimating multinomial probit models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article8
1989A value function arising in the economics of information In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article20
1994On the existence of universally convergent mechanisms In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article5
1983An integral occuring in duration models with heterogeneity In: Economics Letters.
[Full Text][Citation analysis]
article1
1985A score-type test based on higher-order derivatives In: Economics Letters.
[Full Text][Citation analysis]
article0
1980Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance In: Journal of Econometrics.
[Full Text][Citation analysis]
article37
1982Identifying restrictions in limited information analysis of the schooling coefficient in a wage equation In: Journal of Econometrics.
[Full Text][Citation analysis]
article0
1984Microeconometric evidence on the neoclassical model of demand In: Journal of Econometrics.
[Full Text][Citation analysis]
article4
1985Editors introduction In: Journal of Econometrics.
[Full Text][Citation analysis]
article0
1985Specification diagnostics based on Laguerre alternatives for econometric models of duration In: Journal of Econometrics.
[Full Text][Citation analysis]
article13
1985Layoffs and duration dependence in a model of turnover In: Journal of Econometrics.
[Full Text][Citation analysis]
article26
1997Inference in non-linear panel models with partially missing observations The case of the equilibrium search model In: Journal of Econometrics.
[Full Text][Citation analysis]
article9
1978Federally subsidized occupational training and the employment and earnings of male trainees In: Journal of Econometrics.
[Full Text][Citation analysis]
article5
2005Software evaluation: EasyReg International In: International Journal of Forecasting.
[Full Text][Citation analysis]
article5
1993The empirical status of job search theory In: Labour Economics.
[Full Text][Citation analysis]
article26
1995The empirical status of job search theory.(1995) In: Labour Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
article
1990THE EMPIRICAL STATUS OF JOB SEARCH THEORY..(1990) In: Pennsylvania State - Department of Economics.
[Citation analysis]
This paper has another version. Agregated cites: 26
paper
1996Fitting Equilibrium Search Models to Labour Market Data. In: Centre for Labour Market and Social Research, Danmark-.
[Citation analysis]
paper4
1995Fitting Equilibrium Search Models to Labor Market Data..(1995) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 4
paper
1996Fitting Equilibrium Search Models to Labor Market Data..(1996) In: University of Western Ontario, Departmental Research Report Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
Fitting Equilibrium Search Models to Labour Market Data.() In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
1996Fitting Equilibrium Search Models to Labor Market Data.(1996) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
1999Equilibrium Search with Human Capital Accumulation. In: Centre for Labour Market and Social Research, Danmark-.
[Citation analysis]
paper20
1988EMPIRICAL LABOR ECONOMICS IN THE SEARCH FRAMEWORK In: Pennsylvania State - Department of Economics.
[Citation analysis]
paper0
1977A Bayesian Analysis of Commodity Demand and Labor Supply. In: International Economic Review.
[Full Text][Citation analysis]
article2
1981Limited Information Analysis of a Small Underidentified Macroeconomic Model. In: International Economic Review.
[Full Text][Citation analysis]
article1
1989Optimal Control of an Unknown Linear Process with Learning. In: International Economic Review.
[Full Text][Citation analysis]
article67
1989Optimal Learning with Endogenous Data. In: International Economic Review.
[Full Text][Citation analysis]
article10
1993An Equilibrium Analysis of Fiscal Policy with Uncertainty and Incomplete Markets. In: International Economic Review.
[Full Text][Citation analysis]
article9
2001Equilibrium Search Models and the Transition from School to Work. In: International Economic Review.
[Citation analysis]
article56
1997Equilibrium Search Models and The Transition from School to Work..(1997) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 56
paper
1997Equilibrium Search Models and The Transition from School to Work.(1997) In: Labor and Demography.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 56
paper
1995Introduction: The Microeconometrics of Dynamic Decision Making. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article2
1995Estimation of Equilibrium Wage Distributions with Heterogeneity. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article48
1988Employment Contracts, Job Search Theory, and Labour Turnover: Preliminary Empirical Results. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article2
2013The Smooth Colonel and the Reverend Find Common Ground In: Department of Economics Working Papers.
[Full Text][Citation analysis]
paper10
2017The smooth colonel and the reverend find common ground.(2017) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
article
1981Structural and Reduced Form Approaches to Analyzing Unemployment Durations In: NBER Chapters.
[Full Text][Citation analysis]
chapter1
1985An Equilibrium Analysis of Optimal Unemployment Insurance and Taxation In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
article13
1980A Note on Regime Classification in Disequilibrium Models In: Review of Economic Studies.
[Full Text][Citation analysis]
article10
1984Earnings, Unemployment, and the Allocation of Time Over Time In: Review of Economic Studies.
[Full Text][Citation analysis]
article56
1997One Day in the Life of a Very Common Stock. In: Review of Financial Studies.
[Citation analysis]
article234
1991Empirical Labor Economics: The Search Approach In: OUP Catalogue.
[Citation analysis]
book328
1975Quadratic Utility, Labor Supply and Commodity Demand In: Working Papers.
[Full Text][Citation analysis]
paper0
1975Bayesian Estimation of the Earnings Function In: Working Papers.
[Full Text][Citation analysis]
paper0
1975Wage and Wage Discrimination Across Regions In: Working Papers.
[Full Text][Citation analysis]
paper0
1975A Bayesian Analysis of Labor Supply and Commodity Demand In: Working Papers.
[Full Text][Citation analysis]
paper0
2001Specification and Estimation of Equilibrium Search Models In: Review of Economic Dynamics.
[Full Text][Citation analysis]
article29
1995Local Externalities and Societal Adoption of Technologies. In: Journal of Evolutionary Economics.
[Citation analysis]
article15
2014Comment In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article0
1981The Economics of the Diaspora: Discrimination and Occupational Structure. In: Economic Development and Cultural Change.
[Full Text][Citation analysis]
article31
1994Measurement Error in the Prototypal Job-Search Model. In: Journal of Labor Economics.
[Full Text][Citation analysis]
article18
1984A Simple Test for Heterogeneity in Exponential Models of Duration. In: Journal of Labor Economics.
[Full Text][Citation analysis]
article6
1987A Proposition and an Example in the Theory of Job Search with Hours Constraints. In: Journal of Labor Economics.
[Full Text][Citation analysis]
article1
1979Population Heterogeneity and Inference from Panel Data on the Effects of Vocational Education. In: Journal of Political Economy.
[Full Text][Citation analysis]
article4
1996American macroeconomics Between World War I and the Depression. In: University of Western Ontario, Departmental Research Report Series.
[Full Text][Citation analysis]
paper1
1977Union Impact and Wage Discrimination by Region In: Journal of Human Resources.
[Full Text][Citation analysis]
article7
1985Evidence on the Role of Education in Labor Turnover In: Journal of Human Resources.
[Full Text][Citation analysis]
article14

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 1st 2022. Contact: CitEc Team