Nicholas Kiefer
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Most Influential Person Now
American economist
Nicholas Kiefer's AcademicInfluence.com Rankings
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Economics
Nicholas Kiefer's Degrees
- PhD Economics University of Chicago
- Masters Economics University of Chicago
- Bachelors Economics University of Chicago
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Why Is Nicholas Kiefer Influential?
(Suggest an Edit or Addition)According to Wikipedia, Nicholas M. Kiefer is an Economics professor at Cornell University. He received a fellowship award from the John Simon Guggenheim Memorial Foundation in 1986 for his "past achievements and ... promise of future accomplishments".
Nicholas Kiefer's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- Economic Duration Data and Hazard Functions (1988) (2157)
- Liquidity, Information, and Infrequently Traded Stocks (1996) (1520)
- One Day in the Life of a Very Common Stock (1997) (722)
- Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow (1996) (552)
- Empirical Labor Economics: The Search Approach (1991) (504)
- A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS (2005) (393)
- The information content of the trading process (1997) (376)
- Controlling a Stochastic Process with Unknown Parameters (1988) (307)
- An Empirical Job-Search Model, with a Test of the Constant Reservation-Wage Hypothesis (1979) (282)
- Simple Robust Testing of Regression Hypotheses (2000) (279)
- Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model (1978) (270)
- HETEROSKEDASTICITY-AUTOCORRELATION ROBUST STANDARD ERRORS USING THE BARTLETT KERNEL WITHOUT TRUNCATION (2002) (252)
- HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE (2002) (166)
- Bayesian Analysis of Linear Models. (1986) (164)
- Earnings, Unemployment, and the Allocation of Time Over Time (1984) (135)
- Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance (1980) (130)
- Testing Normality in Econometric Models (1982) (125)
- The Economics of the Diaspora: Discrimination and Occupational Structure (1981) (108)
- Optimal Control of an Unknown Linear Process with Learning (1989) (103)
- ESTIMATION OF EQUILIBRIUM WAGE DISTRIBUTIONS WITH HETEROGENEITY (1995) (99)
- Equilibrium Search Models and the Transition from School to Work (1997) (84)
- Individual Effects in a Nonlinear Model: Explicit Treatment of Heterogeneity in the Empirical Job-Search Model (1981) (73)
- THE EMPIRICAL STATUS OF JOB SEARCH THEORY (1993) (67)
- Layoffs and Duration Dependence in a Model of Turnover (1985) (66)
- Testing for dependence in multivariate probit models (1982) (64)
- Local externalities and societal adoption of technologies (1995) (62)
- Default Estimation for Low-Default Portfolios (2006) (60)
- Evidence on the Role of Education in Labor Turnover (1985) (58)
- A Note on Switching Regressions and Logistic Discrimination (1980) (54)
- Bank Failure: Evidence from the Colombia Financial Crisis (2006) (49)
- A value function arising in the economics of information (1989) (44)
- The Exact Likelihood Function for an Empirical Job Search Model (1991) (44)
- A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transitions (2006) (43)
- LOCAL ASYMPTOTIC SPECIFICATION ERROR ANALYSIS (1984) (41)
- Specification and Estimation of Equilibrium Search Models (2001) (39)
- Search Models And Applied Labor Economics (1989) (39)
- A Demand-Based Approach to Menu Pricing (1994) (38)
- Simple Robust Testing of Hypotheses in Non-Linear Models (1998) (36)
- A Simple Test for Heterogeneity in Exponential Models of Duration (1984) (36)
- Panel Data, Local Cuts, and Orthogeodesic Models (2000) (36)
- Default Estimation and Expert Information (2010) (35)
- Specification diagnostics based on Laguerre alternatives for econometric models of duration (1985) (32)
- A Monte Carlo EM method for estimating multinomial probit models (2000) (32)
- Simulation-based Inference in Econometrics: Simulated moment methods for empirical equivalent martingale measures (2000) (32)
- How Long is a Spell of Unemployment?: Illusions and Biases in the Use of CPS Data (1984) (30)
- A Note on Regime Classification in Disequilibrium Models (1980) (30)
- Fitting Equilibrium Search Models to Labor Market Data (1996) (30)
- Local Cuts and Separate Inference (1994) (29)
- Simple Robust Testing of Hypotheses in Nonlinear Models (2001) (28)
- Inference in non-linear panel models with partially missing observations The case of the equilibrium search model (1997) (28)
- Economics and the origin of the restaurant. (2002) (28)
- Population Heterogeneity and Inference from Panel Data on the Effects of Vocational Education (1979) (27)
- Default estimation, correlated defaults, and expert information (2011) (27)
- Measurement Error in the Prototypal Job-Search Model (1994) (27)
- HANDBOOK OF APPLIED ECONOMETRICS (1995) (26)
- Union Impact and Wage Discrimination by Region (1977) (25)
- Federally subsidized occupational training and the employment and earnings of male trainees (1978) (25)
- Development and Validation of Credit Scoring Models (2008) (24)
- Search models and applied labor economics: Estimation of wage offer distributions and reservation wages (1989) (22)
- On the Value of Sample Separation Information (1979) (22)
- Optimal Learning with Endogenous Data (1989) (21)
- Microeconometric evidence on the neoclassical model of demand (1984) (18)
- Menu Pricing: An Experimental Approach (1994) (18)
- Equilibrium Search with Human Capital Accumulation (1999) (18)
- A Bayesian Analysis of Commodity Demand and Labor Supply (1977) (17)
- The Bayesian Approach to Default Risk: A Guide (2010) (17)
- Bayesian Analysis of the Prototypal Search Model (1998) (17)
- An Equilibrium Analysis of Optimal Unemployment Insurance and Taxation (1985) (16)
- Savage-Bayesian models of economics (1995) (15)
- Counting Processes for Retail Default Modeling (2015) (15)
- Empirical Labor Economics In The Search Framework (1988) (14)
- The economic benefits from four employment and training programs (1979) (13)
- Quadratic Utility, Labor Supply and Commodity Demand (1975) (13)
- Specification and Informational Issues in Credit Scoring (2006) (13)
- A New Approach to the Asymptotics of HAC Robust Testing in Econometrics (2000) (12)
- Price Recollection and Perceived Value in Restaurants (1995) (12)
- The Probability Approach to Default Probabilities (2007) (12)
- Evidence of non-Markovian behavior in the process of bank rating migrations (2007) (12)
- Approximate Distributions in Essentially Linear Models (1998) (11)
- Testing Simple Markov Structures for Credit Rating Transitions (2004) (11)
- The smooth Colonel meets the Reverend (2009) (10)
- Economic Modeling and Inference (2009) (10)
- The smooth colonel and the reverend find common ground (2017) (10)
- Interfirm mobility and earnings (1989) (10)
- Specification and Estimation of Equilibrium Search Models for Denmark (2001) (10)
- Robust Nonnested Testing and the Demand for Money (2008) (9)
- Improving Robust Model Selection Tests for Dynamic Models (2010) (8)
- Incentive-Compatible Elicitation of Quantiles (2009) (7)
- Evaluating Design Choices in Economic Capital Modeling: A Loss Function Approach (2004) (7)
- A Proposition and an Example in the Theory of Job Search with Hours Constraints (1987) (7)
- An Equilibrium Analysis of Fiscal Policy with Uncertainty and Incomplete Markets (1993) (7)
- The Asset Pricing Approach to the Rate of Return to Human Capital : An Equilibrium Search Framework for Denmark (1999) (7)
- EMPLOYMENT CONTRACTS, JOB SEARCH THEORY, AND LABOUR TURNOVER: PRELIMINARY EMPIRICAL RESULTS (1988) (6)
- Annual Default Rates are Probably Less Than Long-Run Average Annual Default Rates (2008) (6)
- Steady States as Natural Rates in a Dynamic Discrete Choice Model of Labor Supply (1984) (6)
- Search models and applied labor economics: Index (1989) (6)
- Maximum likelihood for the multinomial probit model (1995) (6)
- Structural and Reduced Form Approaches to Analyzing Unemployment Durations (1981) (5)
- Economics and the Origin of the Restaurant (2002) (5)
- Correlated defaults, temporal correlation, expert information and predictability of default rates (2017) (5)
- On the existence of universally convergent mechanisms (1994) (5)
- An integral occuring in duration models with heterogeneity (1983) (5)
- Optimal collection of information by partially informed agents (1998) (5)
- Geometry of the log-likelihood ratio statistic in misspecified models (2011) (5)
- Evolution and Equilibria Selection of Repeated Lattice Games (1997) (5)
- Dynamic econometric modeling: Control of a linear regression process with unknown parameters (1988) (4)
- Software evaluation: EasyReg International (2005) (4)
- A Demand-Based Approach to Menu Pricing (1994) (3)
- Explaining time to bank failure in Colombia during the financial crisis of the late 1990s (2006) (3)
- Estimating Mixtures of Normal Distributions and Switching Regressions: Comment (1978) (3)
- A Bayesian Analysis of Labor Supply and Commodity Demand (1975) (3)
- Contradictory Information: Better Than Nothing? The Paradox of the Two Firefighters (2019) (3)
- Search models and applied labor economics: An empirical job-search model, with a test of the constant reservation-wage hypothesis (1989) (2)
- Search models and applied labor economics: Choice or chance? A structural interpretation of individual labor market histories (1989) (2)
- Robust Model Selection in Dynamic Models with an Application to Comparing Predictive Accuracy (2006) (2)
- Differential Geometry and Bias Correction in Nonnested Hypothesis Testing (2006) (2)
- Limited Information Analysis of a Small Underidentified Macroeconomic Model (1981) (2)
- Estimation of ARCH Models (1986) (2)
- The Bayesian Approach to Default Risk Analysis and the Prediction of Default Rates (2011) (1)
- Search models and applied labor economics: A proposition and an example in the theory of job search with hours constraints (1989) (1)
- A score-type test based on higher-order derivatives (1985) (1)
- Identifying restrictions in limited information analysis of the schooling coefficient in a wage equation (1982) (1)
- Search models and applied labor economics: Wages and the structure of unemployment rates (1989) (1)
- Identification and Inference in Dynamic Programming Models (2006) (1)
- Bayesian Estimation of the Earnings Function (1975) (1)
- Search models and applied labor economics: Methods for analyzing employment contracts and other agreements (1989) (1)
- Union Impact and Wage Discrimination (1975) (1)
- &ITTING%QUILIBRIUM3EARCH-ODELSTO ,ABOUR-ARKET$ATA (1996) (0)
- Search models and applied labor economics: Preface (1989) (0)
- Default estimation and expert information: All likely dataset analysis and robust validation (2007) (0)
- econstor Make Your Publications Visible . A Service of zbw (2008) (0)
- Abstracts of the papers published in volume 1The empirical status of job search theory (1995) (0)
- Book Review: Labor Market: Taxation and Labour Supply (1982) (0)
- Optimal bayesian control of a nonlinear regression process with unknown parameters (1989) (0)
- The Maximum Entropy Distribution for Stochastically Ordered Random Variables with Fixed Marginals (2009) (0)
- A Comparison of Labor Market Equilibria Under Different Institutional Organizations (1987) (0)
- Search models and applied labor economics: How long is a spell of unemployment? Illusions and biases in the use of CPS data (1989) (0)
- WAGE DISCRIMINATION BY REGION (2016) (0)
- Statistical Manifolds and Separate Inference (2000) (0)
- recently proposed by Kiefer, Vogelsang, and Bunzel (2000) are exactly equivalent to using Bartlett kernel HAC standard errors without truncation. This result suggests that valid tests (asymptotically pivotal) can be constructed using kernel based estimators with band- (2002) (0)
- The smooth colonel meets the reverend CAE Working Paper (2008) (0)
- Search models and applied labor economics: Employment risk and labor market diversification (1989) (0)
- IN MANY ECONOMIC SETTINGS under uncertainty an individual agent's action can provide information about the economic environment as well as current reward. This information may be valuable for selecting actions in the future. For (1988) (0)
- The Counting Process Approach to Default Modeling (2013) (0)
- DEPARTMENT OF ECONOMICS UNIVERSITY OF WARWICK COVENTRY TESTING NORMALITY IN ECONOMETRIC MODELS (2017) (0)
- Financial Panel Data, Local Cuts, and Orthogeodesic Models (1999) (0)
- Search models and applied labor economics: Introduction (1989) (0)
- Lesson Plan More Than Meets The Eye (2006) (0)
- Panel data, local cuts and orthogeodesic (2000) (0)
- Estimation of ARCH Models–Solution (1987) (0)
- Wage and Wage Discrimination Across Regions (1975) (0)
- Panel Data and Structurel Market Models (2000) (0)
- Book Review:Manpower Policies and Programs: A Review, 1935-75. Ewan Clague, Leo Kramer (1977) (0)
- Comment (2014) (0)
- Optimal control of a nonlinear regression process with unknown parameters (1989) (0)
- " Fixed-smoothing Asymptotics and Ac- Curate F Approximation Using Vector Autoregressive Covariance Ma (2014) (0)
- Search models and applied labor economics: Layoffs and duration dependence in a model of turnover (1989) (0)
- Book Review:Specification Searches: Ad Hoc Inference with Nonexperimental Data Edward E. Leamer (1979) (0)
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