23
H index
41
i10 index
3461
Citations
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. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pki305 |
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: | Cites to: |
Year | Title of citing document |
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2024 | Normal Approximation in Large Network Models. (2019). Leung, Michael ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1904.11060. Full description at Econpapers || Download paper |
2024 | Testing for Nonlinear Cointegration under Heteroskedasticity. (2021). Massing, Till ; Hanck, Christoph. In: Papers. RePEc:arx:papers:2102.08809. Full description at Econpapers || Download paper |
2024 | Theory 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 |
2024 | Minimax 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 |
2024 | Theory 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 |
2023 | Robust Model Misspecification and Paradigm Shifts. (2021). Ba, Cuimin. In: Papers. RePEc:arx:papers:2106.12727. Full description at Econpapers || Download paper |
2024 | Wild 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 |
2023 | Some 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 |
2024 | On 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 |
2023 | Asymptotic 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 |
2023 | A 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 |
2023 | Bootstrap 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 |
2023 | Fast 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. Full description at Econpapers || Download paper |
2023 | Composite 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. Full description at Econpapers || Download paper |
2023 | Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418. Full description at Econpapers || Download paper |
2024 | Cluster-Robust Inference Robust to Large Clusters. (2023). Sasaki, Yuya ; Wang, Yulong ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2308.10138. Full description at Econpapers || Download paper |
2023 | SGMM: 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. Full description at Econpapers || Download paper |
2024 | Fixed-b Asymptotics for Panel Models with Two-Way Clustering. (2023). Vogelsang, Timothy J ; Chen, Kaicheng. In: Papers. RePEc:arx:papers:2309.08707. Full description at Econpapers || Download paper |
2023 | A Theory Guide to Using Control Functions to Instrument Hazard Models. (2023). Liu, William. In: Papers. RePEc:arx:papers:2312.03165. Full description at Econpapers || Download paper |
2023 | Do 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. Full description at Econpapers || Download paper |
2023 | Tick 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. Full description at Econpapers || Download paper |
2023 | Kolmogorov-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. Full description at Econpapers || Download paper |
2023 | Asymmetric 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. Full description at Econpapers || Download paper |
2023 | Dividend 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. Full description at Econpapers || Download paper |
2023 | Human 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. Full description at Econpapers || Download paper |
2023 | Dampening effect and market efficiency. (2023). Guo, Mng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000106. Full description at Econpapers || Download paper |
2023 | Are 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. Full description at Econpapers || Download paper |
2023 | Time 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. Full description at Econpapers || Download paper |
2023 | Finite-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. Full description at Econpapers || Download paper |
2023 | Asymptotic 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. Full description at Econpapers || Download paper |
2023 | Tail 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. Full description at Econpapers || Download paper |
2023 | Theory 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. Full description at Econpapers || Download paper |
2023 | Some 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. Full description at Econpapers || Download paper |
2024 | Kolmogorov–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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Robust 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. Full description at Econpapers || Download paper |
2024 | Is 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. Full description at Econpapers || Download paper |
2023 | Feasible 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. Full description at Econpapers || Download paper |
2023 | Robust 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. Full description at Econpapers || Download paper |
2024 | FDI 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Climate 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. Full description at Econpapers || Download paper |
2023 | COVID-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. Full description at Econpapers || Download paper |
2023 | Interactive 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. Full description at Econpapers || Download paper |
2023 | Testing 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Sign 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. Full description at Econpapers || Download paper |
2024 | Siphoned 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. Full description at Econpapers || Download paper |
2024 | Demand-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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2023 | Stock 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. Full description at Econpapers || Download paper |
2023 | Modelling 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 |
2023 | High 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. Full description at Econpapers || Download paper |
2024 | Evaluation 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. Full description at Econpapers || Download paper |
2024 | Standing 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. Full description at Econpapers || Download paper |
2023 | Evolution 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. Full description at Econpapers || Download paper |
2023 | Accident-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. Full description at Econpapers || Download paper |
2023 | When 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. Full description at Econpapers || Download paper |
2023 | Are 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. Full description at Econpapers || Download paper |
2023 | Accident-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. Full description at Econpapers || Download paper |
2024 | Death 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. Full description at Econpapers || Download paper |
2023 | Sinking Ships: Illiquidity and the Predictability of Returns on Real Assets in Recessions. (2023). Doshchyn, Artur. In: Economics Series Working Papers. RePEc:oxf:wpaper:1028. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Climate 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. Full description at Econpapers || Download paper |
2023 | Job satisfaction in Russia: Wages, working conditions and promotion opportunities. (2023). Furmanov, Kirill ; Dubnovitskaya, Anastasia. In: Applied Econometrics. RePEc:ris:apltrx:0488. Full description at Econpapers || Download paper |
2023 | Separation 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. Full description at Econpapers || Download paper |
2023 | Interest 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | Certifiably employable?: The effects of occupational regulation on unemployment duration. (2023). Timmons, Edward J ; Kukaev, Ilya. In: Working Papers. RePEc:wvu:wpaper:23-02. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2015 | Counting Processes for Retail Default Modeling In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 1 |
1988 | Economic Duration Data and Hazard Functions. In: Journal of Economic Literature. [Full Text][Citation analysis] | article | 912 |
1982 | TESTING NORMALITY IN ECONOMETRIC MODELS In: Economic Research Papers. [Full Text][Citation analysis] | paper | 49 |
1983 | Testing normality in econometric models.(1983) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | article | |
1982 | Testing Normality in Econometric Models.(1982) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
2006 | Explaining time to bank failure in Colombia during the financial crisis of the late 1990s In: Borradores de Economia. [Full Text][Citation analysis] | paper | 0 |
2007 | Evidence of non-Markovian behavior in the process of bank rating migrations In: Borradores de Economia. [Full Text][Citation analysis] | paper | 4 |
2007 | Evidence of non-Markovian behavior in the process of bank rating migrations.(2007) In: Borradores de Economia. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2007 | Evidence of non-Markovian behavior in the process of bank rating migrations.(2007) In: Borradores de Economia. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2009 | Evidence 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 nother version. Agregated cites: 4 | article | |
2001 | Simple Robust Testing of Hypotheses in Nonlinear Models In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 10 |
2001 | Simple 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 | |
1994 | Menu Pricing: An Experimental Approach. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 3 |
1998 | Bayesian Analysis of the Prototypal Search Model. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 7 |
2008 | Robust Nonnested Testing and the Demand for Money In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 3 |
2010 | Default Estimation and Expert Information In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 11 |
1985 | How Long Is a Spell of Unemployment? Illusions and Biases in the Use of CPS Data. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 13 |
1984 | How 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 nother 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] | article | 207 |
1979 | An empirical job-search model, with a test of the constant reservation-wage hypothesis In: LIDAM Reprints CORE. [Citation analysis] | paper | 85 |
1979 | An 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 nother version. Agregated cites: 85 | article | |
2006 | Search Models and Applied Labor Economics In: Cambridge Books. [Citation analysis] | book | 22 |
1989 | Search Models and Applied Labor Economics.(1989) In: Cambridge Books. [Citation analysis] This paper has nother version. Agregated cites: 22 | book | |
2002 | HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE In: Econometric Theory. [Full Text][Citation analysis] | article | 99 |
2005 | A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS In: Econometric Theory. [Full Text][Citation analysis] | article | 234 |
2005 | A New Asymptotic Theory for Heteroskedasticity-Autocorrelation Robust Tests.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 234 | paper | |
1991 | The Exact Likelihood Function for an Empirical Job Search Model In: Econometric Theory. [Full Text][Citation analysis] | article | 18 |
1990 | THE EXACT LIKELIHOOD FUNCTION FOR AN EMPIRICAL JOB SEARCH MODEL..(1990) In: Tilburg - Center for Economic Research. [Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
1990 | The Exact Likelihood Function for an Empirical Job Search Model.(1990) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
1990 | The Exact Likelihood Function for an Empirical Job Search Model.(1990) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
1995 | Evolution and Equilibria Selection of Repeated Lattice Games In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
1998 | Approximate Distributions in Essentially Linear Models In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
1998 | Approximate Distributions in Essentially Linear Models..(1998) In: Centre for Labour Market and Social Research, Danmark-. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2000 | Statistical Manifolds and Separate Inference In: Working Papers. [Citation analysis] | paper | 0 |
2000 | A New Approach to the Asymptotics of HAC Robust Testing in Econometrics In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2001 | Heteroskedasticity-Autocorrelation Robust Standard Errors Using the Bartlett Kernel without Truncation In: Working Papers. [Full Text][Citation analysis] | paper | 119 |
2002 | Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation.(2002) In: Econometrica. [Citation analysis] This paper has nother version. Agregated cites: 119 | article | |
2006 | Default Estimation for Low-Default Portfolios In: Working Papers. [Full Text][Citation analysis] | paper | 17 |
2009 | Default estimation for low-default portfolios.(2009) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
2006 | Robust Model Selection in Dynamic Models with an Application to Comparing Predictive Accuracy In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2006 | A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transition In: Working Papers. [Full Text][Citation analysis] | paper | 16 |
2007 | A simulation estimator for testing the time homogeneity of credit rating transitions.(2007) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
2006 | Specification and Informational Issues in Credit Scoring In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2006 | Bank Failure: Evidence from the Colombia Financial Crisis In: Working Papers. [Full Text][Citation analysis] | paper | 44 |
2009 | BANK FAILURE: EVIDENCE FROM THE COLOMBIAN FINANCIAL CRISIS.(2009) In: The International Journal of Business and Finance Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | article | |
2007 | Default Estimation and Expert Information: All Likely Dataset Analysis and Robust Validation In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | Development and Validation of Credit-Scoring Models In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2008 | The Smooth Colonel Meets the Reverend In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2009 | The smooth Colonel meets the Reverend.(2009) In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2008 | Default Estimation, Correlated Defaults, and Expert Information In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
2011 | Default estimation, correlated defaults, and expert information.(2011) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
2008 | Annual Default Rates and Probably Less Than Long-Run Average Annual Default Rates In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | The Maximum Entropy Distribution for Stochastically Ordered Random Variables with Fixed Marginals In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | Geometry of the Log-Likelihood Ratio Statistic in Misspecified Models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | Correlated Defaults, Temporal Correlation, Expert Information and Predictability of Default Rates In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Correlated defaults, temporal correlation, expert information and predictability of default rates.(2017) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2009 | Incentive-Compatible Elicitation of Quantiles In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | The Bayesian Approach to Default Risk: A Guide In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
1978 | Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model. In: Econometrica. [Full Text][Citation analysis] | article | 86 |
1979 | On the Value of Sample Separation Information. In: Econometrica. [Full Text][Citation analysis] | article | 3 |
1980 | A Note on Switching Regressions and Logistic Discrimination. In: Econometrica. [Full Text][Citation analysis] | article | 8 |
1981 | Individual Effects in a Nonlinear Model: Explicit Treatment of Heterogeneity in the Empirical Job-Search Model. In: Econometrica. [Full Text][Citation analysis] | article | 16 |
1984 | Local Asymptotic Specification Error Analysis. In: Econometrica. [Full Text][Citation analysis] | article | 16 |
1988 | Controlling a Stochastic Process with Unknown Parameters. In: Econometrica. [Full Text][Citation analysis] | article | 49 |
2000 | Simple Robust Testing of Regression Hypotheses In: Econometrica. [Citation analysis] | article | 146 |
2000 | Simple Robust Testing of Regression Hypotheses.(2000) In: Staff General Research Papers Archive. [Citation analysis] This paper has nother version. Agregated cites: 146 | paper | |
2000 | Panel Data, Local Cuts, and Orthogeodesic Models In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 4 |
1997 | Panel Data, Local Cuts, and Orthogeodesic Models..(1997) In: Centre for Labour Market and Social Research, Danmark-. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2010 | Improving robust model selection tests for dynamic models In: Econometrics Journal. [Full Text][Citation analysis] | article | 9 |
2000 | A Monte Carlo EM method for estimating multinomial probit models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 8 |
1989 | A value function arising in the economics of information In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 20 |
1994 | On the existence of universally convergent mechanisms In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 5 |
1983 | An integral occuring in duration models with heterogeneity In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
1985 | A score-type test based on higher-order derivatives In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
1980 | Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance In: Journal of Econometrics. [Full Text][Citation analysis] | article | 53 |
1982 | Identifying restrictions in limited information analysis of the schooling coefficient in a wage equation In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
1984 | Microeconometric evidence on the neoclassical model of demand In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
1985 | Editors introduction In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
1985 | Specification diagnostics based on Laguerre alternatives for econometric models of duration In: Journal of Econometrics. [Full Text][Citation analysis] | article | 13 |
1985 | Layoffs and duration dependence in a model of turnover In: Journal of Econometrics. [Full Text][Citation analysis] | article | 26 |
1997 | Inference in non-linear panel models with partially missing observations The case of the equilibrium search model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 9 |
1978 | Federally subsidized occupational training and the employment and earnings of male trainees In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
2005 | Software evaluation: EasyReg International In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 5 |
1993 | The empirical status of job search theory In: Labour Economics. [Full Text][Citation analysis] | article | 26 |
1995 | The empirical status of job search theory.(1995) In: Labour Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
1990 | THE EMPIRICAL STATUS OF JOB SEARCH THEORY..(1990) In: Pennsylvania State - Department of Economics. [Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
1996 | Fitting Equilibrium Search Models to Labour Market Data. In: Centre for Labour Market and Social Research, Danmark-. [Citation analysis] | paper | 4 |
1995 | Fitting Equilibrium Search Models to Labor Market Data..(1995) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
1996 | Fitting Equilibrium Search Models to Labor Market Data..(1996) In: University of Western Ontario, Departmental Research Report Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
Fitting Equilibrium Search Models to Labour Market Data.() In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | ||
1996 | Fitting Equilibrium Search Models to Labor Market Data.(1996) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
1999 | Equilibrium Search with Human Capital Accumulation. In: Centre for Labour Market and Social Research, Danmark-. [Citation analysis] | paper | 27 |
1988 | EMPIRICAL LABOR ECONOMICS IN THE SEARCH FRAMEWORK In: Pennsylvania State - Department of Economics. [Citation analysis] | paper | 1 |
1977 | A Bayesian Analysis of Commodity Demand and Labor Supply. In: International Economic Review. [Full Text][Citation analysis] | article | 2 |
1981 | Limited Information Analysis of a Small Underidentified Macroeconomic Model. In: International Economic Review. [Full Text][Citation analysis] | article | 1 |
1989 | Optimal Control of an Unknown Linear Process with Learning. In: International Economic Review. [Full Text][Citation analysis] | article | 73 |
1989 | Optimal Learning with Endogenous Data. In: International Economic Review. [Full Text][Citation analysis] | article | 11 |
1993 | An Equilibrium Analysis of Fiscal Policy with Uncertainty and Incomplete Markets. In: International Economic Review. [Full Text][Citation analysis] | article | 9 |
2001 | Equilibrium Search Models and the Transition from School to Work. In: International Economic Review. [Citation analysis] | article | 61 |
1997 | Equilibrium Search Models and The Transition from School to Work..(1997) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 61 | paper | |
1997 | Equilibrium Search Models and The Transition from School to Work.(1997) In: Labor and Demography. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | paper | |
1995 | Introduction: The Microeconometrics of Dynamic Decision Making. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 2 |
1995 | Estimation of Equilibrium Wage Distributions with Heterogeneity. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 50 |
1988 | Employment Contracts, Job Search Theory, and Labour Turnover: Preliminary Empirical Results. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 2 |
2013 | The Smooth Colonel and the Reverend Find Common Ground In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 12 |
2017 | The smooth colonel and the reverend find common ground.(2017) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
1981 | Structural and Reduced Form Approaches to Analyzing Unemployment Durations In: NBER Chapters. [Full Text][Citation analysis] | chapter | 1 |
1985 | An Equilibrium Analysis of Optimal Unemployment Insurance and Taxation In: The Quarterly Journal of Economics. [Full Text][Citation analysis] | article | 13 |
1980 | A Note on Regime Classification in Disequilibrium Models In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 10 |
1984 | Earnings, Unemployment, and the Allocation of Time Over Time In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 57 |
1997 | One Day in the Life of a Very Common Stock. In: The Review of Financial Studies. [Citation analysis] | article | 255 |
1991 | Empirical Labor Economics: The Search Approach In: OUP Catalogue. [Citation analysis] | book | 329 |
1975 | Quadratic Utility, Labor Supply and Commodity Demand In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
1975 | Bayesian Estimation of the Earnings Function In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
1975 | Wage and Wage Discrimination Across Regions In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
1975 | A Bayesian Analysis of Labor Supply and Commodity Demand In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2001 | Specification and Estimation of Equilibrium Search Models In: Review of Economic Dynamics. [Full Text][Citation analysis] | article | 29 |
1995 | Local Externalities and Societal Adoption of Technologies. In: Journal of Evolutionary Economics. [Citation analysis] | article | 15 |
2014 | Comment In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
1981 | The Economics of the Diaspora: Discrimination and Occupational Structure. In: Economic Development and Cultural Change. [Full Text][Citation analysis] | article | 33 |
1994 | Measurement Error in the Prototypal Job-Search Model. In: Journal of Labor Economics. [Full Text][Citation analysis] | article | 18 |
1984 | A Simple Test for Heterogeneity in Exponential Models of Duration. In: Journal of Labor Economics. [Full Text][Citation analysis] | article | 8 |
1987 | A Proposition and an Example in the Theory of Job Search with Hours Constraints. In: Journal of Labor Economics. [Full Text][Citation analysis] | article | 1 |
1979 | Population Heterogeneity and Inference from Panel Data on the Effects of Vocational Education. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 4 |
1996 | American macroeconomics Between World War I and the Depression. In: University of Western Ontario, Departmental Research Report Series. [Full Text][Citation analysis] | paper | 1 |
1977 | Union Impact and Wage Discrimination by Region In: Journal of Human Resources. [Full Text][Citation analysis] | article | 7 |
1985 | Evidence on the Role of Education in Labor Turnover In: Journal of Human Resources. [Full Text][Citation analysis] | article | 14 |
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