Nicholas M. Kiefer : Citation Profile


Are you Nicholas M. Kiefer?

Cornell University
Cornell University

23

H index

41

i10 index

3461

Citations

RESEARCH PRODUCTION:

69

Articles

54

Papers

3

Books

1

Chapters

RESEARCH ACTIVITY:

   42 years (1975 - 2017). See details.
   Cites by year: 82
   Journals where Nicholas M. Kiefer has often published
   Relations with other researchers
   Recent citing documents: 81.    Total self citations: 22 (0.63 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pki305
   Updated: 2024-11-04    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 (32)

Vogelsang, Timothy (31)

Gomez-Gonzalez, Jose (28)

Castro, Vitor (24)

Al-Sadoon, Majid (24)

Ongena, Steven (24)

Launov, Andrey (21)

Gomez-Gonzalez, Jose (19)

Tesfaselassie, Mewael F. (18)

Cites to:

Racine, Jeffrey (9)

Li, Qi (6)

Christensen, Bent Jesper (6)

Perraudin, William (4)

Vogelsang, Timothy (4)

Varotto, Simone (4)

Schuermann, Til (4)

Vargas-Herrera, Hernando (4)

Kapadia, Nikunj (3)

Das, Sanjiv (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
Economics Letters3
Journal of Labor Economics3
Econometric Theory3
Econometric Reviews2
Journal of Human Resources2
The Review of Economic Studies2
Labour Economics2
Journal of Economic Dynamics and Control2
Journal of Political Economy2
Journal of Empirical Finance2

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
Staff General Research Papers Archive / Iowa State University, Department of Economics2
Borradores de Economia / Banco de la Republica2
Working Papers / Duke University, Department of Economics2
Borradores de Economia / Banco de la Republica de Colombia2

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


YearTitle of citing document
2024Normal Approximation in Large Network Models. (2019). Leung, Michael ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1904.11060.

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2024Testing for Nonlinear Cointegration under Heteroskedasticity. (2021). Massing, Till ; Hanck, Christoph. In: Papers. RePEc:arx:papers:2102.08809.

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2024Theory 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.

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2024Minimax 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.

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2024Theory 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.

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

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

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

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2024On Robust Inference in Time Series Regression. (2022). Baillie, Richard T ; Ho, Kun ; Kapetanios, George ; Diebold, Francis X. In: Papers. RePEc:arx:papers:2203.04080.

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

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

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

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

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

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

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

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

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2024Fixed-b Asymptotics for Panel Models with Two-Way Clustering. (2023). Vogelsang, Timothy J ; Chen, Kaicheng. In: Papers. RePEc:arx:papers:2309.08707.

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

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

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

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

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

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2023Dividend hibernation and future earnings: When no dividend news is good news. (2023). Khorsand, Bardia ; Drienko, JO. In: Journal of Corporate Finance. RePEc:eee:corfin:v:83:y:2023:i:c:s0929119923001517.

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

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

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

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

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

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

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

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

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2023Some impossibility results for inference with cluster dependence with large clusters. (2023). Song, Kyungchul ; Kojevnikov, Denis. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623002403.

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2024Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach. (2024). Hong, Yongmiao ; Linton, Oliver ; Wang, Shouyang ; Sun, Jiajing ; McCabe, Brendan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003196.

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2024The fixed-b limiting distribution and the ERP of HAR tests under nonstationarity. (2024). Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s030440762300341x.

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2024Robust testing for explosive behavior with strongly dependent errors. (2024). Yu, Jun ; Phillips, Peter ; Lui, Yiu Lim. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003421.

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2024Is Newey–West optimal among first-order kernels?. (2024). Walker, Christopher D ; Stock, James H ; Kolokotrones, Thomas. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407623000301.

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

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

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2024FDI and income inequality in tax-haven countries: The relevance of tax pressure. (2024). Martinez-Cobas, Xavier ; Jardon, Carlos M ; Soto, Gonzalo. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523001115.

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2023The impact of overweight and obesity on unemployment duration among young American workers. (2023). Groves, Jeremy ; Wilcox, Virginia. In: Economics & Human Biology. RePEc:eee:ehbiol:v:51:y:2023:i:c:s1570677x23000618.

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2023Climate models underestimate the sensitivity of Arctic sea ice to carbon emissions. (2023). Rudebusch, Glenn ; Diebold, Francis X. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005108.

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

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

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

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

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

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2024Siphoned apart: A portfolio perspective on order flow segmentation. (2024). Yueshen, Bart Zhou ; Mollner, Joshua ; Baldauf, Markus. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000308.

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2024Demand-and-supply imbalance risk and long-term swap spreads. (2024). Venter, Gyuri ; Malkhozov, Aytek ; Hanson, Samuel G. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000370.

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2024The timing of voluntary delisting. (2024). Tunaru, Radu ; el Kalak, Izidin ; Colak, Gonul ; Azevedo, Alcino. In: Journal of Financial Economics. RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000552.

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

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2023Modelling 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.

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

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2024Evaluation of undergraduate academic programs through data envelopment analysis and time-to-degree estimates at Spanish public universities. (2024). Salas-Velasco, Manuel. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:93:y:2024:i:c:s0038012124000776.

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2024Standing strong? The causal impact of metro stations on service firms’ survival. (2024). Dubé, Jean ; Legros, Diego ; Champagne, Marie-Pier. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:181:y:2024:i:c:s0965856424000429.

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

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

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

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

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

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2024Death Without Benefits: Unemployment Insurance, Re-Employment, and the Spread of Covid. (2024). Earle, John S ; Lee, Kyung Min ; Park, Sungbin. In: SocArXiv. RePEc:osf:socarx:2fnkp.

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

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

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2023Climate Models Underestimate the Sensitivity of Arctic Sea Ice to Carbon Emissions. (2023). Rudebusch, Glenn ; Diebold, Francis X. In: PIER Working Paper Archive. RePEc:pen:papers:24-010.

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

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

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

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

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Works by Nicholas M. Kiefer:


YearTitleTypeCited
2015Counting Processes for Retail Default Modeling In: CREATES Research Papers.
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paper1
1988Economic Duration Data and Hazard Functions. In: Journal of Economic Literature.
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article912
1982TESTING NORMALITY IN ECONOMETRIC MODELS In: Economic Research Papers.
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paper49
1983Testing normality in econometric models.(1983) In: Economics Letters.
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This paper has nother version. Agregated cites: 49
article
1982Testing Normality in Econometric Models.(1982) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has nother version. Agregated cites: 49
paper
2006Explaining time to bank failure in Colombia during the financial crisis of the late 1990s In: Borradores de Economia.
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paper0
2007Evidence of non-Markovian behavior in the process of bank rating migrations In: Borradores de Economia.
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paper4
2007Evidence of non-Markovian behavior in the process of bank rating migrations.(2007) In: Borradores de Economia.
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This paper has nother version. Agregated cites: 4
paper
2007Evidence of non-Markovian behavior in the process of bank rating migrations.(2007) In: Borradores de Economia.
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This paper has nother version. Agregated cites: 4
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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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This paper has nother version. Agregated cites: 4
article
2001Simple Robust Testing of Hypotheses in Nonlinear Models In: Journal of the American Statistical Association.
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article10
2001Simple Robust Testing of Hypothesis in Non-Linear Models.(2001) In: Staff General Research Papers Archive.
[Citation analysis]
This paper has nother version. Agregated cites: 10
paper
1994Menu Pricing: An Experimental Approach. In: Journal of Business & Economic Statistics.
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article3
1998Bayesian Analysis of the Prototypal Search Model. In: Journal of Business & Economic Statistics.
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article7
2008Robust Nonnested Testing and the Demand for Money In: Journal of Business & Economic Statistics.
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article3
2010Default Estimation and Expert Information In: Journal of Business & Economic Statistics.
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article11
1985How Long Is a Spell of Unemployment? Illusions and Biases in the Use of CPS Data. In: Journal of Business & Economic Statistics.
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article13
1984How Long is a Spell of Unemployment?: Illusions and Biases in the Use of CPS Data.(1984) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 13
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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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article207
1979An empirical job-search model, with a test of the constant reservation-wage hypothesis In: LIDAM Reprints CORE.
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paper85
1979An Empirical Job-Search Model, with a Test of the Constant Reservation-Wage Hypothesis..(1979) In: Journal of Political Economy.
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This paper has nother version. Agregated cites: 85
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2006Search Models and Applied Labor Economics In: Cambridge Books.
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book22
1989Search Models and Applied Labor Economics.(1989) In: Cambridge Books.
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This paper has nother version. Agregated cites: 22
book
2002HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE In: Econometric Theory.
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article99
2005A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS In: Econometric Theory.
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article234
2005A New Asymptotic Theory for Heteroskedasticity-Autocorrelation Robust Tests.(2005) In: Working Papers.
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This paper has nother version. Agregated cites: 234
paper
1991The Exact Likelihood Function for an Empirical Job Search Model In: Econometric Theory.
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article18
1990THE EXACT LIKELIHOOD FUNCTION FOR AN EMPIRICAL JOB SEARCH MODEL..(1990) In: Tilburg - Center for Economic Research.
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This paper has nother version. Agregated cites: 18
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1990The Exact Likelihood Function for an Empirical Job Search Model.(1990) In: Discussion Paper.
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This paper has nother version. Agregated cites: 18
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1990The Exact Likelihood Function for an Empirical Job Search Model.(1990) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 18
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1995Evolution and Equilibria Selection of Repeated Lattice Games In: Working Papers.
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paper1
1998Approximate Distributions in Essentially Linear Models In: Working Papers.
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paper3
1998Approximate Distributions in Essentially Linear Models..(1998) In: Centre for Labour Market and Social Research, Danmark-.
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This paper has nother version. Agregated cites: 3
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2000Statistical Manifolds and Separate Inference In: Working Papers.
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paper0
2000A New Approach to the Asymptotics of HAC Robust Testing in Econometrics In: Working Papers.
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paper0
2001Heteroskedasticity-Autocorrelation Robust Standard Errors Using the Bartlett Kernel without Truncation In: Working Papers.
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paper119
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