Loading...

← Back to Leaderboard

Nicholas M. Kiefer

Institution: Unknown

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 1977

Most Recent: 2014

RePEc ID: pki305 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 0.00 0.00 0.00 0.00 -
Last 10 Years 0.00 0.00 0.00 0.00 0.00 -
All Time 24.89 46.42 12.36 4.04 87.71 99%

Publication Statistics

Raw Publications 37
Coauthorship-Adjusted Count 49.87

Publications (37)

Year Article Journal Tier Authors
2014 Comment Journal of Business & Economic Statistics A 1
2011 Default estimation, correlated defaults, and expert information Journal of Applied Econometrics B 1
2009 Default estimation for low-default portfolios Journal of Empirical Finance C 1
2007 A simulation estimator for testing the time homogeneity of credit rating transitions Journal of Empirical Finance C 2
2005 Software evaluation: EasyReg International International Journal of Forecasting B 2
2005 A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS Econometric Theory B 2
2002 HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE Econometric Theory B 2
2001 Specification and Estimation of Equilibrium Search Models Review of Economic Dynamics B 8
1997 Inference in non-linear panel models with partially missing observations The case of the equilibrium search model Journal of Econometrics A 2
1997 One Day in the Life of a Very Common Stock. The Review of Financial Studies A 3
1996 Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow. Journal of Finance A 3
1995 The empirical status of job search theory Labour Economics B 2
1994 Measurement Error in the Prototypal Job-Search Model. Journal of Labor Economics A 2
1994 On the existence of universally convergent mechanisms Journal of Economic Dynamics and Control B 2
1993 The empirical status of job search theory Labour Economics B 2
1991 The Exact Likelihood Function for an Empirical Job Search Model Econometric Theory B 2
1989 A value function arising in the economics of information Journal of Economic Dynamics and Control B 1
1987 A Proposition and an Example in the Theory of Job Search with Hours Constraints. Journal of Labor Economics A 1
1985 Layoffs and duration dependence in a model of turnover Journal of Econometrics A 3
1985 A score-type test based on higher-order derivatives Economics Letters C 1
1985 Editor's introduction Journal of Econometrics A 1
1985 Specification diagnostics based on Laguerre alternatives for econometric models of duration Journal of Econometrics A 1
1985 Evidence on the Role of Education in Labor Turnover Journal of Human Resources A 1
1985 An Equilibrium Analysis of Optimal Unemployment Insurance and Taxation Quarterly Journal of Economics S 3
1984 Microeconometric evidence on the neoclassical model of demand Journal of Econometrics A 1
1984 A Simple Test for Heterogeneity in Exponential Models of Duration. Journal of Labor Economics A 1
1984 Earnings, Unemployment, and the Allocation of Time Over Time Review of Economic Studies S 4
1983 Testing normality in econometric models Economics Letters C 2
1983 An integral occuring in duration models with heterogeneity Economics Letters C 1
1982 Identifying restrictions in limited information analysis of the schooling coefficient in a wage equation Journal of Econometrics A 1
1981 The Economics of the Diaspora: Discrimination and Occupational Structure. Economic Development & Cultural Change B 2
1980 Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance Journal of Econometrics A 1
1980 A Note on Regime Classification in Disequilibrium Models Review of Economic Studies S 1
1979 An Empirical Job-Search Model, with a Test of the Constant Reservation-Wage Hypothesis. Journal of Political Economy S 2
1979 Population Heterogeneity and Inference from Panel Data on the Effects of Vocational Education. Journal of Political Economy S 1
1978 Federally subsidized occupational training and the employment and earnings of male trainees Journal of Econometrics A 1
1977 Union Impact and Wage Discrimination by Region Journal of Human Resources A 2