Nicholas M. Kiefer : Citation Profile

Are you Nicholas M. Kiefer?

Cornell University
Cornell University

23

H index

41

i10 index

3471

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: 91.    Total self citations: 22 (0.63 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pki305
   Updated: 2024-12-03    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)

Phillips, Peter (32)

Vogelsang, Timothy (31)

Gomez-Gonzalez, Jose (28)

Ongena, Steven (24)

Al-Sadoon, Majid (24)

Castro, Vitor (24)

Launov, Andrey (21)

Gomez-Gonzalez, Jose (19)

Tesfaselassie, Mewael F. (18)

Cites to:

Racine, Jeffrey (9)

Christensen, Bent Jesper (6)

Li, Qi (6)

Perraudin, William (4)

Varotto, Simone (4)

Vogelsang, Timothy (4)

Schuermann, Til (4)

Vargas-Herrera, Hernando (4)

Das, Sanjiv (3)

Kapadia, Nikunj (3)

Gertler, Mark (3)

Main data

Where Nicholas M. Kiefer has published?

Journals with more than one article published# docs
Econometrica8
Journal of Econometrics8
International Economic Review6
Journal of Business & Economic Statistics5
Economics Letters3
Journal of Labor Economics3
Econometric Theory3
Journal of Applied Econometrics3
Labour Economics2
Econometric Reviews2
The Review of Economic Studies2
Journal of Economic Dynamics and Control2
Journal of Human Resources2
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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Wild 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

2023Some 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

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.

Full description at Econpapers || Download paper

2023Asymptotic 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

2023A 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

2023Bootstrap 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Cluster-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

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.

Full description at Econpapers || Download paper

2024Fixed-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

2023A 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Large?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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Job 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Certifiably 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

Works by Nicholas M. Kiefer:

YearTitleTypeCited
2015Counting Processes for Retail Default Modeling In: CREATES Research Papers.
[Full Text][Citation analysis]		paper1
1988Economic Duration Data and Hazard Functions. In: Journal of Economic Literature.
[Full Text][Citation analysis]		article912
1982TESTING NORMALITY IN ECONOMETRIC MODELS In: Economic Research Papers.
[Full Text][Citation analysis]		paper49
1983Testing normality in econometric models.(1983) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49		article
1982Testing 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
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 nother 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 nother 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 nother version. Agregated cites: 4		article
2001Simple Robust Testing of Hypotheses in Nonlinear Models In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		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.
[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 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]		article208
1979An empirical job-search model, with a test of the constant reservation-wage hypothesis In: LIDAM Reprints CORE.
[Citation analysis]		paper85
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 nother version. Agregated cites: 85		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 nother version. Agregated cites: 22		book
2002HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE In: Econometric Theory.
[Full Text][Citation analysis]		article99
2005A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS In: Econometric Theory.
[Full Text][Citation analysis]		article235
2005A New Asymptotic Theory for Heteroskedasticity-Autocorrelation Robust Tests.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 235		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 nother 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 nother 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 nother 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 nother 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]		paper120
2002Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation.(2002) In: Econometrica.
[Citation analysis]
This paper has nother version. Agregated cites: 120		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 nother 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 nother version. Agregated cites: 16		article
2006Specification and Informational Issues in Credit Scoring In: Working Papers.
[Full Text][Citation analysis]		paper3
2006Bank Failure: Evidence from the Colombia Financial Crisis In: Working Papers.
[Full Text][Citation analysis]		paper44
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 nother version. Agregated cites: 44		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 nother 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 nother 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]		paper0
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 nother 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]		article86
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]		article50
2000Simple Robust Testing of Regression Hypotheses In: Econometrica.
[Citation analysis]		article147
2000Simple Robust Testing of Regression Hypotheses.(2000) In: Staff General Research Papers Archive.
[Citation analysis]
This paper has nother version. Agregated cites: 147		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 nother version. Agregated cites: 4		paper
2010Improving robust model selection tests for dynamic models In: Econometrics Journal.
[Full Text][Citation analysis]		article9
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]		article2
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]		article53
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 nother version. Agregated cites: 26		article
1990THE EMPIRICAL STATUS OF JOB SEARCH THEORY..(1990) In: Pennsylvania State - Department of Economics.
[Citation analysis]
This paper has nother 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 nother 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 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
1996Fitting Equilibrium Search Models to Labor Market Data.(1996) In: Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
1999Equilibrium Search with Human Capital Accumulation. In: Centre for Labour Market and Social Research, Danmark-.
[Citation analysis]		paper27
1988EMPIRICAL LABOR ECONOMICS IN THE SEARCH FRAMEWORK In: Pennsylvania State - Department of Economics.
[Citation analysis]		paper1
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]		article73
1989Optimal Learning with Endogenous Data. In: International Economic Review.
[Full Text][Citation analysis]		article11
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]		article61
1997Equilibrium Search Models and The Transition from School to Work..(1997) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 61		paper
1997Equilibrium 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
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]		article50
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]		paper12
2017The 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
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: The Review of Economic Studies.
[Full Text][Citation analysis]		article10
1984Earnings, Unemployment, and the Allocation of Time Over Time In: The Review of Economic Studies.
[Full Text][Citation analysis]		article57
1997One Day in the Life of a Very Common Stock. In: The Review of Financial Studies.
[Citation analysis]		article256
1991Empirical Labor Economics: The Search Approach In: OUP Catalogue.
[Citation analysis]		book332
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]		article34
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]		article8
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. Last updated November, 3 2024. Contact: CitEc Team