Nicholas M. Kiefer
Affiliations: | Cornell University, Ithaca, NY, United States |
Area:
General Economics, FinanceGoogle:
"Nicholas Kiefer"Children
Sign in to add trainee| Helle Bunzel | grad student | 1999 | Cornell |
| Chang-Gyun Park | grad student | 2001 | Cornell |
| Hwan-sik Choi | grad student | 2007 | Cornell |
| Fernando A. Grosz | grad student | 2007 | Cornell |
BETA: Related publications
See more...
Publications
|
You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect. |
| Kiefer NM. (2017) Correlated defaults, temporal correlation, expert information and predictability of default rates Econometric Reviews. 36: 699-712 |
| Kiefer NM, Racine JS. (2016) The smooth colonel and the reverend find common ground Econometric Reviews. 1-16 |
| Choi Hs, Kiefer NM. (2011) Geometry of the log-likelihood ratio statistic in misspecified models Journal of Statistical Planning and Inference. 141: 2091-2099 |
| Kiefer NM. (2011) Default estimation, correlated defaults, and expert information Journal of Applied Econometrics. 26: 173-192 |
| Kiefer NM. (2010) Default estimation and expert information Journal of Business and Economic Statistics. 28: 320-328 |
| Choi Hs, Kiefer NM. (2010) Improving robust model selection tests for dynamic models Econometrics Journal. 13: 177-204 |
| Gómez-González JE, Kiefer NM. (2009) Evidence of non-markovian behavior in the process of bank rating migrations Cuadernos De Economia - Latin American Journal of Economics. 46: 33-50 |
| Kiefer NM, Racine JS. (2009) The smooth Colonel meets the Reverend Journal of Nonparametric Statistics. 21: 521-533 |
| Kiefer NM. (2008) Annual default rates are probably less than long-run average annual default rates Journal of Fixed Income. 18: 85-87 |
| Glennon D, Kiefer NM, Larson CE, et al. (2008) Development and Validation of Credit Scoring Models Journal of Credit Risk. 4: 41-101 |