Nicholas M. Kiefer - Publications

Affiliations: 
Cornell University, Ithaca, NY, United States 
Area:
General Economics, Finance

56 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2016 Kiefer NM, Racine JS. The smooth colonel and the reverend find common ground Econometric Reviews. 1-16. DOI: 10.1080/07474938.2015.1114304  0.96
2014 Kiefer NM. Comment Journal of Business and Economic Statistics. 32: 322-323. DOI: 10.1080/07350015.2014.926816  0.96
2011 Choi Hs, Kiefer NM. Geometry of the log-likelihood ratio statistic in misspecified models Journal of Statistical Planning and Inference. 141: 2091-2099. DOI: 10.1016/J.Jspi.2010.12.019  0.96
2011 Kiefer NM. Default estimation, correlated defaults, and expert information Journal of Applied Econometrics. 26: 173-192. DOI: 10.1002/Jae.1124  0.96
2010 Kiefer NM. Default estimation and expert information Journal of Business and Economic Statistics. 28: 320-328. DOI: 10.1198/Jbes.2009.07236  0.96
2010 Choi Hs, Kiefer NM. Improving robust model selection tests for dynamic models Econometrics Journal. 13: 177-204. DOI: 10.1111/J.1368-423X.2010.00313.X  0.96
2009 Gómez-González JE, Kiefer NM. Evidence of non-markovian behavior in the process of bank rating migrations Cuadernos De Economia - Latin American Journal of Economics. 46: 33-50. DOI: 10.4067/S0717-68212009000100002  0.96
2009 Kiefer NM, Racine JS. The smooth Colonel meets the Reverend Journal of Nonparametric Statistics. 21: 521-533. DOI: 10.1080/10485250902818792  0.96
2009 Kiefer NM. Default estimation for low-default portfolios Journal of Empirical Finance. 16: 164-173. DOI: 10.1016/j.jempfin.2008.03.004  0.96
2009 Kelly TJ, Kiefer NM, Burdett K. A demand-based approach to menu pricing Cornell Hospitality Quarterly. 50: 383-387. DOI: 10.1016/0010-8804(94)90064-7  0.96
2008 Kiefer NM. Annual default rates are probably less than long-run average annual default rates Journal of Fixed Income. 18: 85-87. DOI: 10.3905/Jfi.2008.712352  0.96
2008 Glennon D, Kiefer NM, Larson CE, Choi H. Development and Validation of Credit Scoring Models Journal of Credit Risk. 4: 41-101. DOI: 10.21314/Jcr.2008.075  0.4
2008 Choi HS, Kiefer NM. Robust nonnested testing and the demand for money Journal of Business and Economic Statistics. 26: 9-17. DOI: 10.1198/073500107000000179  0.96
2007 Kiefer NM, Larson CE. A simulation estimator for testing the time homogeneity of credit rating transitions Journal of Empirical Finance. 14: 818-835. DOI: 10.2139/Ssrn.956623  0.96
2005 Kiefer NM, Vogelsang TJ. A new asymptotic theory for heteroskedasticity-autocorrelation robust tests Econometric Theory. 21: 1130-1164. DOI: 10.1017/S0266466605050565  0.96
2005 Choi HS, Kiefer NM. Software evaluation: EasyReg International International Journal of Forecasting. 21: 609-616. DOI: 10.1016/J.Ijforecast.2005.02.003  0.96
2002 Kiefer NM, Vogelsang TJ. Heteroskedasticity-auto correlation robust standard errors using the Bartlett kernel without truncation Econometrica. 70: 2093-2095. DOI: 10.1111/1468-0262.00366  0.96
2002 Kiefer NM, Vogelsang TJ. Heteroskedasticity-autocorrelation robust testing using bandwidth equal to sample size Econometric Theory. 18: 1350-1366. DOI: 10.1017/S026646660218604X  0.96
2002 Kiefer NM. Economics and the origin of the restaurant Cornell Hotel and Restaurant Administration Quarterly. 43: 58-64. DOI: 10.1016/S0010-8804(02)80042-8  0.96
2001 Bowlus AJ, Kiefer NM, Neumann GR. Equilibrium search models and the transition from school to work International Economic Review. 42: 317-343. DOI: 10.2139/Ssrn.40040  0.96
2001 Bunzel H, Kiefer NM, Vogelsang TJ. Simple Robust Testing of Hypotheses in Nonlinear Models Journal of the American Statistical Association. 96: 1088-1096. DOI: 10.2139/Ssrn.137401  0.96
2001 Bunzel H, Christensen BJ, Jensen P, Kiefer NM, Korsholm L, Muus L, Neumann GR, Rosholm M. Specification and Estimation of Equilibrium Search Models Review of Economic Dynamics. 4: 90-126. DOI: 10.1006/Redy.1999.0092  0.96
2000 Christensen BJ, Kiefer NM. Panel data, local cuts and orthogeodesic models Bernoulli. 6: 667-678. DOI: 10.2307/3318513  0.96
2000 Kiefer NM, Vogelsang TJ, Bunzel H. Simple robust testing of regression hypotheses Econometrica. 68: 695-714. DOI: 10.1111/1468-0262.00128  0.96
2000 Natarajan R, McCulloch CE, Kiefer NM. Monte Carlo EM method for estimating multinomial probit models Computational Statistics and Data Analysis. 34: 33-50. DOI: 10.1016/S0167-9473(99)00073-0  0.96
1998 Kiefer NM, Steel MFJ. Bayesian analysis of the prototypal search model Journal of Business and Economic Statistics. 16: 178-186. DOI: 10.1080/07350015.1998.10524751  0.96
1997 Easley D, Kiefer NM, O'Hara M. One day in the life of a very common stock Review of Financial Studies. 10: 805-835. DOI: 10.1093/Rfs/10.3.805  0.96
1997 Easley D, Kiefer NM, O'Hara M. The information content of the trading process Journal of Empirical Finance. 4: 159-186. DOI: 10.1016/S0927-5398(97)00005-4  0.96
1997 Christensen BJ, Kiefer NM. Inference in non-linear panel models with partially missing observations the case of the equilibrium search model Journal of Econometrics. 79: 201-219. DOI: 10.1016/S0304-4076(96)00020-6  0.96
1996 Easley D, Kiefer NM, O'Hara M, Paperman JB. Liquidity, information, and infrequently traded stocks Journal of Finance. 51: 1405-1436. DOI: 10.1111/J.1540-6261.1996.Tb04074.X  0.96
1996 Easley D, Kiefer NM, O'Hara M. Cream-skimming or profit-sharing? The curious role of purchased order flow Journal of Finance. 51: 811-833. DOI: 10.1111/J.1540-6261.1996.Tb02708.X  0.96
1995 Kiefer NM, Kelly TJ. Price Recollection and Perceived Value in Restaurants Cornell Hotel and Restaurant Administration Quarterly. 36: 47-50. DOI: 10.1016/S0010-8804(99)80057-3  0.96
1995 An MY, Kiefer NM. Local externalities and societal adoption of technologies Journal of Evolutionary Economics. 5: 103-117. DOI: 10.1007/Bf01199852  0.96
1995 Bowlus AJ, Kiefer NM, Neumann GR. Estimation of equilibrium wage distributions with heterogeneity Journal of Applied Econometrics. 10: S119-S131. DOI: 10.1002/Jae.3950100507  0.96
1994 Kelly TJ, Kiefer NM, Burdett K. A Demand-Based Approach to Menu Pricing: If menu prices can be increased slightly without reducing sales, restaurant owners can enjoy higher profits. This pilot study indicates that prices can, indeed, be raised Cornell Hotel and Restaurant Administration Quarterly. 35: 48-52. DOI: 10.1177/001088049403500106  0.96
1994 Kiefer NM, Kelly TJ, Burdett K. Menu pricing: An experimental approach Journal of Business and Economic Statistics. 12: 329-337. DOI: 10.1080/07350015.1994.10524548  0.96
1994 Bala V, Kiefer NM. On the existence of universally convergent mechanisms Journal of Economic Dynamics and Control. 18: 299-316. DOI: 10.1016/0165-1889(94)90010-8  0.96
1993 Devine TJ, Kiefer NM. The empirical status of job search theory Labour Economics. 1: 3-24. DOI: 10.1016/0927-5371(93)90003-Z  0.96
1991 Christensen BJ, Kiefer NM. The exact likelihood function for an empirical job search model Econometric Theory. 7: 464-486. DOI: 10.1017/S0266466600004710  0.96
1989 Kiefer NM. A value function arising in the economics of information Journal of Economic Dynamics and Control. 13: 201-223. DOI: 10.1016/0165-1889(89)90018-3  0.96
1988 Kiefer NM. Employment contracts, job search theory, and labour turnover: Preliminary empirical: Results Journal of Applied Econometrics. 3: 169-186. DOI: 10.1002/Jae.3950030302  0.96
1986 Kiefer NM. Estimation of ARCH Models Econometric Theory. 2: 289. DOI: 10.1017/S0266466600011543  0.96
1985 Kiefer NM, Lundberg SJ, Neumann GR. How long is a spell of unemployment? Illusions and biases in the use of cps data Journal of Business and Economic Statistics. 3: 118-128. DOI: 10.1080/07350015.1985.10509439  0.96
1985 Kiefer NM. Specification diagnostics based on Laguerre alternatives for econometric models of duration Journal of Econometrics. 28: 135-154. DOI: 10.1016/0304-4076(85)90072-7  0.96
1985 Burdett K, Kiefer NM, Sharma S. Layoffs and duration dependence in a model of turnover Journal of Econometrics. 28: 51-69. DOI: 10.1016/0304-4076(85)90066-1  0.96
1985 Kiefer NM. A score-type test based on higher-order derivatives Economics Letters. 18: 301-303. DOI: 10.1016/0165-1765(85)90041-2  0.96
1985 Kiefer NM. Editor's introduction Journal of Econometrics. 28: 1-3.  0.96
1984 Burdeti K, Kiefer NM, Mortensen DT, Neumann GR. Earnings, unemployment, and the allocation of time over time Review of Economic Studies. 51: 559-578. DOI: 10.2307/2297779  0.96
1984 Kiefer NM, Skoog GR. Local asymptotic specification erroranalysis Econometrica. 52: 873-885. DOI: 10.2307/1911189  0.96
1984 Kiefer NM. Microeconometric evidence on the neoclassical model of demand Journal of Econometrics. 25: 285-302. DOI: 10.1016/0304-4076(84)90003-4  0.96
1983 Kiefer NM, Salmon M. Testing normality in econometric models Economics Letters. 11: 123-127. DOI: 10.1016/0165-1765(83)90172-6  0.96
1983 Kiefer NM. An integral occuring in duration models with heterogeneity Economics Letters. 11: 251-256. DOI: 10.1016/0165-1765(83)90144-1  0.96
1982 Kiefer NM. Testing for dependence in multivariate probit models Biometrika. 69: 161-166. DOI: 10.1093/Biomet/69.1.161  0.96
1982 Kiefer NM. Identifying restrictions in limited information analysis of the schooling coefficient in a wage equation Journal of Econometrics. 18: 219-237. DOI: 10.1016/0304-4076(82)90037-9  0.96
1979 Kiefer NM. On the value of samples separation information Econometrica. 47: 997-1003. DOI: 10.2307/1914143  0.96
1978 Kiefer NM. Federally subsidized occupational training and the employment and earnings of male trainees Journal of Econometrics. 8: 111-125. DOI: 10.1016/0304-4076(78)90093-3  0.96
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