Nicholas M. Kiefer : Citation Profile

Are you Nicholas M. Kiefer?

Cornell University
Cornell University

23

H index

40

i10 index

3395

Citations

RESEARCH PRODUCTION:

69

Articles

54

Papers

3

Books

1

Chapters

RESEARCH ACTIVITY:

   42 years (1975 - 2017). See details.
   Cites by year: 80
   Journals where Nicholas M. Kiefer has often published
   Relations with other researchers
   Recent citing documents: 89.    Total self citations: 22 (0.64 %)

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   Permalink: http://citec.repec.org/pki305
   Updated: 2023-11-04    RAS profile: 2021-08-13    
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Relations with other researchers

Works with:

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

Is cited by:

Sun, Yixiao (82)

van den Berg, Gerard (34)

Phillips, Peter (28)

Gomez-Gonzalez, Jose (28)

Vogelsang, Timothy (28)

Al-Sadoon, Majid (24)

Ongena, Steven (24)

Launov, Andrey (21)

Gomez-Gonzalez, Jose (19)

Castro, Vitor (19)

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)

Perraudin, William (4)

Varotto, Simone (4)

Gordy, Michael (3)

Gertler, Mark (3)

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

Working Papers Series with more than one paper published# docs
Working Papers / Cornell University, Center for Analytic Economics19
Working Papers / Princeton University, Department of Economics, Industrial Relations Section.4
Borradores de Economia / Banco de la Republica de Colombia2
Working Papers / Duke University, Department of Economics2
Borradores de Economia / Banco de la Republica2
Staff General Research Papers Archive / Iowa State University, Department of Economics2

Recent works citing Nicholas M. Kiefer (2023 and 2022)

YearTitle of citing document
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.

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

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2022A Social Network Analysis of Occupational Segregation. (2020). van der Leij, Marco ; Buhai, Ioan Sebastian. In: Papers. RePEc:arx:papers:2004.09293.

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

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

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

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

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

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

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

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

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

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2022Order routing and market quality: Who benefits from internalisation?. (2022). Danilova, Alaina ; Ccetin, Umut. In: Papers. RePEc:arx:papers:2212.07827.

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

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

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

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

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

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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.

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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.

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

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

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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.

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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.

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2022Investment horizon for private?value assets: Evidence from the art market. (2022). Nozari, Milad. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:2:p:229-246.

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2022Forecasting Under Structural Breaks Using Improved Weighted Estimation. (2022). Parsaeian, Shahnaz ; Ullah, Aman ; Lee, Taehwy. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:6:p:1485-1501.

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2022Robust Testing for Explosive Behavior with Strongly Dependent Errors. (2022). , Peter ; PEter, ; Yu, Jun ; JunYu, ; Lui, Yiu Lim. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2350.

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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.

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2022Can information correct optimistic wage expectations? Evidence from Mozambican job-seekers. (2022). Santos, Ricardo ; Jones, Sam. In: Journal of Development Economics. RePEc:eee:deveco:v:159:y:2022:i:c:s0304387822001298.

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

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

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2022Searching for informed traders in stock markets: The case of Banco Popular. (2022). Sosvilla-Rivero, Simon ; Gomez-Deniz, Emilio ; Andrada-Felix, Julian ; Perez-Rodriguez, Jorge V. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001292.

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2022Adjusted-range self-normalized confidence interval construction for censored dependent data. (2022). Hong, Yongmiao ; Sun, Jiajing ; Zhao, Xiao Lu ; Linton, Oliver. In: Economics Letters. RePEc:eee:ecolet:v:220:y:2022:i:c:s0165176522003470.

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2022Estimation and inference about tail features with tail censored data. (2022). Xiao, Zhijie ; Wang, Yulong. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:2:p:363-387.

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

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

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

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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.

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

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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.

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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.

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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.

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

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

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

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2022Biases in long-horizon predictive regressions. (2022). Richardson, Matthew ; Israel, Ronen ; Boudoukh, Jacob. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:3:p:937-969.

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2022Retail trader sophistication and stock market quality: Evidence from brokerage outages. (2022). Wu, Yanbin ; Roseman, Brian S ; Green, Clifton T ; Eaton, Gregory W. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:2:p:502-528.

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2022Financial transaction taxes and the informational efficiency of financial markets: A structural estimation. (2022). Uthemann, Andreas ; Guarino, Antonio ; Cipriani, Marco. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:3:p:1044-1072.

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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.

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2022Investigating an optimal resource dependency to prevent natural resource curse: Evidence from countries with the curse risk. (2022). Destek, Mehmet ; Aydin, Sercan. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s030142072200424x.

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2022The role of big data and predictive analytics in developing a resilient supply chain network in the South African mining industry against extreme weather events. (2022). Bryde, David J ; Chan, Hau-Ling ; Srivastava, Gautam ; Rahman, Muhammad Sabbir ; Bag, Surajit. In: International Journal of Production Economics. RePEc:eee:proeco:v:251:y:2022:i:c:s0925527322001347.

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

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2022.

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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.

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

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2022When 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.

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2022When 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.

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2022Do Venture Capital Investors Learn from Public Markets?. (2022). Tian, Xuan ; Liu, Bibo. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:10:p:7274-7297.

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

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

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

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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.

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

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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.

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

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

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

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

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

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

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2022Dynamics between green innovation and environmental quality: new insights into South Asian economies. (2022). Wen, Jun ; Akhtar, Rizwan ; Ali, Najabat ; Hussain, Hadi ; Khan, Nadeem Akhtar. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:39:y:2022:i:2:d:10.1007_s40888-021-00248-2.

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2022Bank loan information and information asymmetry in the stock market: evidence from China. (2022). Yang, Xiaoguang ; Wang, Yun ; Ye, Yanyi. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00367-0.

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2022Finite Mixture of Censored Linear Mixed Models for Irregularly Observed Longitudinal Data. (2022). Lachos, Victor H ; Matos, Larissa A. In: Journal of Classification. RePEc:spr:jclass:v:39:y:2022:i:3:d:10.1007_s00357-022-09415-x.

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2022How do Workers Learn? Theory and Evidence on the Roots of Lifecycle Human Capital Accumulation. (2022). Vidart, Daniela ; Ma, Xiao ; Nakab, Alejandro. In: Working papers. RePEc:uct:uconnp:2022-11.

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2022Bootstrap Inference Under Cross Sectional Dependence. (2022). Perron, Benoit ; Kim, Min Seong ; Goncalves, Silvia ; conley, timothy ; Gonalves, Silvia. In: Working papers. RePEc:uct:uconnp:2022-14.

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2022Spatial Correlation Robust Inference. (2022). Watson, Mark W ; Muller, Ulrich K. In: Econometrica. RePEc:wly:emetrp:v:90:y:2022:i:6:p:2901-2935.

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

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2022A SEARCH MODEL OF EARLY EMPLOYMENT CAREERS AND YOUTH CRIME. (2022). Mancino, Antonella M. In: International Economic Review. RePEc:wly:iecrev:v:63:y:2022:i:1:p:329-390.

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

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2022Robust inference under time?varying volatility: A real?time evaluation of professional forecasters. (2022). Krusebecher, Robinson ; Hanck, Christoph ; Demetrescu, Matei. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:5:p:1010-1030.

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2022Multiperiod default probability forecasting. (2022). Blumke, Oliver. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:4:p:677-696.

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2022Use of high?frequency data to evaluate the performance of dynamic hedging strategies. (2022). Lai, Yusheng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:1:p:104-124.

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2022Do enhanced derivative disclosures work? An informational perspective. (2022). Taffler, Richard ; Ren, Helen Mengbing ; He, Guanming. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:1:p:24-60.

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2022Information and the arrival rate of option trading volume. (2022). Kalaitzoglou, Iordanis ; Verousis, Thanos ; Zhang, Mengyu. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:4:p:605-644.

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2022Institutional Liquidity Demand and the Internalization of Retail Order Flow : The Tail Does Not Wag the Dog. (2022). Bernhardt, Dan ; Warachka, Mitch Mitch ; Barardehi, Yashar H. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1394.

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

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Works by Nicholas M. Kiefer:

YearTitleTypeCited
2015Counting Processes for Retail Default Modeling In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
1988Economic Duration Data and Hazard Functions. In: Journal of Economic Literature.
[Full Text][Citation analysis]		article898
1982TESTING NORMALITY IN ECONOMETRIC MODELS In: Economic Research Papers.
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