Department of Economics
Cornell University 490 Uris Hall, Ithaca N.Y. uAssistant Amy Moesch:
(607) 255 5617
[ (607) 255 2818 [ nicholas.kiefer@cornell.edu Curriculum Vita � http://www.arts.cornell.edu/econ/kiefer
1972 B.A., Florida State University. 1976 M.A., Princeton University. 1976 Ph.D., Princeton University.
Dissertation: “Econometric Essays in Labor Economics
1996–present Ta-Chung Liu Professor of Economics. 1991–1996 Henry Scarborough Professor of Social Science. 1995–1999 Visiting Professor, Aarhus University. 1992–1995 Director, Center for Analytic Economics, Cornell University.
1985–present Professor, Department of Economics, Cornell University.
1980–1985 Associate Professor, Department of Economics, Cornell University. 1985–present Member, Graduate Field of Statistics, Cornell University. 1993–present Member, Graduate Field of Hotel Administration, Cornell University.
1979–1986 Research Associate, Economic Research Center, National Opinion Research Center, University of Chicago.
1978–1979 Senior Study Director, National Opinion Research Center, University of Chicago.
1978–1979 Research Associate, CORE, Universite Catholique de Louvain.
1976–1980 Assistant Professor, Employer, Department of Economics, University of Chicago.
Apr 2011 Program Committee, Conference on Info-Metrics across the Sciences, American University, DC. Nov 2012 Program Committee, Conference on Info-Metrics and Nonparametric Inference, UC Riverside. May 17-19, Co-Organizer, Conference on Credit Rating and Scoring Models, Alexandria, 2004 VA.
Sponsored by the US Department of the Treasury, Office of the Comptroller of the Currency.
Aug 3-5, 2000 Organizing Committee, Clarence Tow Conference in Search and Matching Models of the Distribution of Income, University of Iowa. Jun 13-17, Organizing Committee, Conference on Panel Data and Structural Labour 1998 Market Models, Sandbjerg, Denmark. 1995 Program Committee (Econometrics), Econometric Society World Meetings, Tokyo. 1993 Program Committee (Information and Learning), Econometric Society North American Meetings. 1987 Program Committee (Econometrics), Econometric Society European Meetings, Copenhagen. 1985–1995 Co-editor, Journal of Applied Econometrics. 1984–1990 Member of the Editorial Board, Econometric Theory. 1996–present Member of the Editorial Board, Journal of Applied Econometrics. 1979–1985 Associate Editor, Journal of Econometrics. 1981 Host, 21st NBER-NSF Seminar on Bayesian Inference in Econometrics and Statistics, Cornell University. 1981 Program Committee (Labor Economics), Winter Meetings of the Economic Society. 1981–1996 Committee Member, Leonard J. Savage Award Committee.
Awards for outstanding dissertations in Bayesian econometrics and statistics
1990–1992 Chairman, Leonard J. Savage Award Committee. 1982 Local Arrangements Chairman, Summer Meetings of the Econometric Society. 1983 Program Committee (Econometrics), Summer Meetings of the Econometric Society.
1986 John Simon Guggenheim Memorial Fellow. 2010–2012 Alfred P. Sloan Foundation Grant.
Expert Information and Risk Management in Financial Institutions: Bayesian Methods for Reasoning about Risk, $183,809 [continuing]
2009 National Science Foundation Grant (Dissertation Grant for Kurt Lavetti).
Labor Supply Decisions and Fatality Risk, $8400, 2009 [continuing]
2001–2009 National Science Foundation Research Grant.
(SES-0095211), $230,000
1997–1999 National Science Foundation Grant.
SBR-9631583, Economics and Econometrics of Trading in Financial Markets (with D. Easley and M. O’Hara)
1994–1996 National Science Foundation Grant.
SBR-9320889, The Information Content of Trades (with D. Easley and M. O’Hara)
1992–1994 National Science Foundation Grant. SES91-22253, Equilibrium Search Theory and Estimation of Dynamic Monopsony Models (with G.R. Neumann)
1990–1992 National Science Foundation Grant. IRI-9005849, Coordination of Distributed Information and Decisions (with V. Anantharam and T. Berger)
1988–1990 National Science Foundation Grant.
SES-8821160, Optimal Learning in Uncertain Environments
1986–1988 National Science Foundation Grant.
SES-8608346, Beliefs of Economic Agents in Uncertain Environments
1985 National Science Foundation Grant.
INT-8420343, U.S. Denmark Cooperative Research in Labor Market Dynamics (travel grant)
1983–1985 National Science Foundation Grant.
SES-8305766, Empirical Analysis of Employment Contracts and Labor Market Dynamics
1980–1982 National Science Foundation Grant. SES-7912406, Search -Theoretic Explanations of Unemployment: Empirical Methods in Testing Probabilistic Models (with G.R. Neumann)
1978–1980 National Science Foundation Grant. SOC-7805191, Econometric Models of Truncation and Switching, The Value of Information and Labor Market Applications
Research fellowship (Universite Catholique de Louvain)
November Invited Participant, Conference on Information, Instability and Fragility in 2013 Networks: Methods and Applications, University of Colorado, Boulder, Colorado. October 2013 Invited Speaker, The Counting Process Approach to Default Modeling: Application to High LTV Mortgage Defaults, Queen’s University, Kingston, CA.
August 2013 Keynote Speaker, The Counting Process Approach to Default Modeling: Application to High LTV Mortgage Defaults, Credit Scoring and Credit Control 13 Conference, Edinburgh.
May 2013 Invited Speaker, Danish Econometric Society, 40th Meeting, Sandbjerg, Denmark. May 2013 Discussant, Wharton Roundtable on Financial Risk, University of Pennsylvania. April 2013 Round-Table Panelist, Conference on Philosophy of Information, American University, DC. April 2013 Invited Speaker, “The Smooth Colonel and the Reverend Find Common Ground”, New York State Camp Econometrics VII, Bolton Landing, NY.
March 2013 Academic Visitor, Sabanci University, Istanbul, TR. November, Workshop and Visiting Professor, Koc University, Istanbul, Turkey. December
2012 December Invited Lecture, The US Foreclosure Reviews, TUSAID (an industry group), 2012 Istanbul, TR. October 2012 Conference Presentation, Sandbjerg, DK. October, Visiting Professor, U. Aarhus, Denmark. November
2012 May 2012 Discussant, Wharton Roundtable on Financial Risk, University of Pennsylvania. Nov 2011 Panelist, Conference on Information Theory and Shrinkage Estimation, Ameri
can University, DC. May 2011 Panelist, Wharton Roundtable on Financial Risk, University of Pennsylvania. 2011 Invited Speaker, Cowles Foundation Conference on Bayesian Semi/Nonparametric Econometrics and Statistics, Yale University.
“The Bayesian Approach to Default Risk Analysis and the Prediction of Default Rates”
2011 Invited Participant, Conference in honor of Dale T. Mortensen (honoring his Nobel), Northwestern University. 2011 Invited Lecture Series on Duration Analysis, U. Minho, Portugal.
http://www3.eeg.uminho.pt/economia/nipe/summerschool2011/
2011 Invited Speaker, New York Camp Econometrics VI.
“Correlated Defaults, Temporal Correlation, Expert Information and Predictability of Default Rates”
Mar 2010 Invited Speaker, University of Texas.
“Frontiers of Statistical Decision Making and Bayesian Analysis”
May 2010 Panelist, Wharton Roundtable on Financial Risk, University of Pennsylvania. Sep 24-25, Invited Speaker, American University Info-Metrics Institute Conference in 2010 honor of Arnold Zellner.
“Theory and Applications in the Social Sciences”
Apr 23, 2010 Invited Speaker, University of Rochester Econometrics Workshop. Sep 25, 2010 Invited Speaker, University of Iowa Econometrics Workshop. Aug 2009 Invited Speaker, ASA/IMS Joint Statistical Meetings Panelist, DC.
“The Role of Statistics in the Nation’s Financial Health”
Feb 5-6, 2009 Invited Speaker, National Institute of Statistical Science/Office of the Comptroller of the Currency Workshop, DC.
“Exploring Statistical Issues in Financial Risk Modeling and Banking Regulation”
Nov 2009 Invited Speaker, Inaugural Workshop, American University Info-Metrics Institute, DC.
“Information Theoretic Estimation and Data Analysis: State of the Science and New Directions”
Oct 2009 Panelist, Conference in honor of Professor Svend Hylleberg, Center for Research in Econometric Analysis of Time Series, Aarhus DK. May 2009 Invited Speaker, Wharton Roundtable on Financial Risk, University of Pennsylvania.
Bent Jesper Christensen and Nicholas M. Kiefer. Economic Modeling and Inference. Princeton University Press, 2009. Selected Endorsements:.
“There is no other book that mixes dynamic economic theory, statistical inference, and real quantitative applications like this one. Christensen and Kiefer will challenge the top tier of students and take them to the research frontier.”
–Robert Lucas, University of Chicago
“Christensen and Kiefer’s excellent book shows how careful dynamic theory and econometrics go hand in hand, opening up new vistas in the areas of search theory, finance, and macroeconomics.”
–Tom Sargent, New York University and the Hoover Institution
“Dynamic programming is an organizing framework that has enabled economists to
integrate economic theory with empirical analysis. Few textbooks reflect the integrated nature of contemporary research, but Christensen and Kiefer reveal the power of the dynamic programming approach in a wide variety of applications from job search to portfolio choice. Their new book will be invaluable to students who
wish to participate in this exciting enterprise.”
–John Y. Campbell, Harvard University
“The authors do a splendid job of showing how to use stochastic dynamic optimization techniques to generate the implied distributions of observables needed for estimation. There are many interesting and useful examples included in the book, ranging from applications of the theory of job search to those of asset pricing theory. This book should be a reference for anyone interested in using dynamic economic models to make inferences about the world we observe.”
–Dale Mortensen, Aarhus University, Denmark, and Northwestern University
“Economic Modeling and Inference gives an excellent overview of dynamic modeling techniques in economics and fills an important gap among current textbooks. [It] is an excellent book, especially for graduate students in economics... [I]t is also a must for economists who need a refresher course in dynamic modeling... [and] should also be on the bookshelf of practicing researchers interested in expanding the number of models used in their work.”
–Review from Journal of the American Statistical Association
H. Bunzel, N.M. Kiefer, and D.T. Mortensen. Panel Data and Structural Labour Market Models. Emerald Group Publishing Limited, 2000.
Theresa J. Devine and Nicholas M. Kiefer. Empirical Labor Economics: The Search Approach. Oxford University Press, 1991.
Nicholas M. Kiefer. Economic Benefits from Four Manpower Training Programs. Garland Series of Outstanding Dissertations in Economics. Garland Press, New York, 1979.
Nicholas M. Kiefer. Econometric Analysis of Duration Data. Journal of Econometrics-Annals. 1985.
Nicholas M. Kiefer. The Microeconometrics of Dynamic Decision Making. special issue Journal of Applied Econometrics. 1995.
Nicholas M. Kiefer and George R. Neumann. Search Models and Applied Labor Economics. Cambridge University Press, 2006.
Audra J. Bowlus, Nicholas M. Kiefer, and George R. Neumann. Estimation of equilibrium wage distributions with heterogeneity. Journal of Applied Econometrics, 10(Special Issue: The Microeconometrics of Dynamic Decision Making):S119–S131, Dec. 1995.
Audra J. Bowlus, Nicholas M. Kiefer, and George R. Neumann. Equilibrium search models and the transition from school to work. International Economic Review, 42(2):317–343, 2001.
Reuven Brenner and Nicholas M. Kiefer. The economics of the diaspora: Discrimination and occupational structure. Economic Development and Cultural Change, 29(3):517–534, Apr. 1981.
Helle Bunzel, Nicholas M. Kiefer, and Timothy J. Vogelsang. Simple robust testing of hypotheses in nonlinear models. Journal of the American Statistical Association, 96(455):1088–1096, 2001.
Kenneth Burdett, Nicholas M. Kiefer, Dale T. Mortensen, and George R. Neumann. Earnings, unemployment, and the allocation of time over time. The Review of Economic Studies, 51(4):559–578, Oct. 1984.
Hwansik Choi and Nicholas M. Kiefer. Improving robust model selection tests for dynamic models. Econometrics Journal, 13(2):177–204, 2010.
Bent Jesper Christensen and Nicholas M. Kiefer. The exact likelihood function for an empirical job search model. Econometric Theory, 7(4):464–486, 1991.
Bent Jesper Christensen and Nicholas M. Kiefer. Measurement error in the prototypal job-search model. Journal of Labor Economics, 12(4):618–639, Oct. 1994.
Bent Jesper Christensen and Nicholas M. Kiefer. Panel data, local cuts and orthogeodesic models. Bernoulli, 6(4):667–678, Aug. 2000.
Theresa J. Devine and Nicholas M. Kiefer. The empirical status of job search theory. Labour Economics, 1(1):3 – 24, 1993.
David Easley and Nicholas M. Kiefer. Controlling a stochastic process with unknown parameters. Econometrica: Journal of the Econometric Society, 56(5):1045–1064, Sep. 1988.
David Easley and Nicholas M. Kiefer. Optimal learning with endogenous data. International Economic Review, 30(4):963–978, Nov. 1989.
David Easley, Nicholas M. Kiefer, and Maureen O’Hara. Cream-skimming or profit-sharing? the curious role of purchased order flow. The Journal of Finance, 51(3):811–833, 1996.
David Easley, Nicholas M. Kiefer, and Maureen O’Hara. One day in the life of a very common stock. The Review of Financial Studies, 10(3):805–835, 1997.
David Easley, Nicholas M. Kiefer, Maureen O’Hara, and Joseph B. Paperman. Liquidity, information, and infrequently traded stocks. The Journal of Finance, 51(4):1405–1436, 1996.
David Easley, Nicholas M. Kiefer, and Uri Possen. An equilibrium analysis of optimal unemployment insurance and taxation. The Quarterly Journal of Economics, 100(Supplement):989–1010, 1985.
David Easley, Nicholas M. Kiefer, and Uri M. Possen. An equilibrium analysis of fiscal policy with uncertainty and incomplete markets. International Economic Review, 34(4):935–952, Nov. 1993.
D. Glennon, C. E. Larson, Nicholas Kiefer, and H. Choi. Development and validation of credit-scoring models. Journal of Credit Risk, 4:1–61, 2008.
J. Gomez-Gonzalez and Nicholas M Kiefer. Evidence of non-markovian behavior in the process of bank rating migrations. Cuadernos de Economía, 46:33–50, 2009.
Jose Gomez-Gonzalez and Nicholas M Kiefer. Bank failure: Evidence from the colombian financial crisis. The International Journal of Business and Finance Research, 3:15–31, 2009.
Nicholas M. Kiefer. Quadratic utility, labor supply and commodity demand. Studies in Nonlinear Estimation, pages 167–169, 1976.
Nicholas M. Kiefer. A bayesian analysis of commodity demand and labor supply. International Economic Review, 18(1):209–218, Feb. 1977.
Nicholas M. Kiefer. Discrete parameter variation: Efficient estimation of a switching regression model. Econometrica: Journal of the Econometric Society, 46(2):427–434, Mar. 1978.
Nicholas M. Kiefer. Estimating mixtures of normal distributions and switching regressions: Comment. Journal of the American Statistical Association, 73(364):744–745, Dec. 1978.
Nicholas M. Kiefer. Federally subsidized occupational training and the employment and earnings of male trainees. Journal of Econometrics, 8:111–125, 1978.
Nicholas M. Kiefer. On the value of sample separation information. Econometrica, 47(4):997–1003, 1979.
Nicholas M. Kiefer. Population heterogeneity and inference from panel data on the effects of vocational education. The Journal of Political Economy, 87(5, Part 2: Education and Income Distribution):S213–S226, Oct. 1979.
Nicholas M. Kiefer. Training programs and the employment and earnings of black women, presented at the asper conference on women in the labor market, barnard college, september 1977. Women in the Labor Market, pages 289–303, September 1979.
Nicholas M. Kiefer. Estimation of fixed effects models for time series of cross-sections with arbitrary intertemporal covariance. Journal of Econometrics, 14:195–202, 1980.
Nicholas M. Kiefer. A note on switching regressions and logistic discrimination. Econometrica: Journal of the Econometric Society, 48(4):1065–1069, May 1980.
Nicholas M. Kiefer. Limited information analysis of a small underidentified macroeconomic model. International Economic Review, 22(2):429–442, Jun. 1981.
Nicholas M. Kiefer. Identifying restrictions in limited information analysis of the schooling coefficient in a wage regression. Journal of Econometrics, 13:219–237, 1982.
Nicholas M. Kiefer. Testing for dependence in multivariate probit models. Biometrika, 69(1):161–166, Apr. 1982.
Nicholas M. Kiefer. Methods for analyzing employment contracts and other agreements, presented at the 1984 asa meetings. Proceedings of the ASA Business and Economic Statistics Section, pages 103–106, 1984.
Nicholas M. Kiefer. Microeconometric evidence on the neoclassical model of demand. Journal of Econometrics, 25:285–302, 1984.
Nicholas M. Kiefer. A simple test for heterogeneity in exponential models of duration. Journal of Labor Economics, 2(4):539–549, Oct. 1984.
Nicholas M. Kiefer. Steady state as natural rates in a dynamic discrete choice model of labor supply, (with k. burdett, d. mortensen, and g. neumann), presented at the sonderborg conference on labor market dynamics. Studies in Labor Market Dynamics, a volume in the Studies in Contemporary Economics series, 1984.
Nicholas M. Kiefer. Evidence on the role of education in labor turnover. Journal of Human Resources, 20(3):445–452, Summer 1985.
Nicholas M. Kiefer. Specification diagnostics based on laguerre alternatives in econometric models of duration. Journal of Econometrics, 28:135–154, 1985.
Nicholas M. Kiefer. Estimation of arch models. Econometric Theory, 2(2):289, 1986.
Nicholas M. Kiefer. A comparison of labor market equilibria under different institutional organizations. Labor Market Adjustments in the Pacific Basin, pages 13–30, 1987.
Nicholas M. Kiefer. Estimation of arch models. Econometric Theory, 3(3):466, 1987.
Nicholas M. Kiefer. A proposition and an example in the theory of job search with hours constraints. Journal of Labor Economics, 5(2):211–220, Apr. 1987.
Nicholas M. Kiefer. Analysis of grouped duration data. Contemporary Mathematics, 80:107–137, 1988.
Nicholas M. Kiefer. Economic duration data and hazard functions. Journal of Economic Literature, 26(2):646–679, 1988.
Nicholas M. Kiefer. Employment contracts, job search theory, and labour turnover: Preliminary empirical results. Journal of Applied Econometrics, 3(3):169–186, Jul. 1988.
Nicholas M. Kiefer. Optimal collection of information by partially informed agents. Econometric Review, 7:13–148 (Discussion and Reply 149–163), 19881989.
Nicholas M. Kiefer. Econometric methods for grouped duration data. Panel Data and Labor Market Studies, 1989.
Nicholas M. Kiefer. A value function arising in the economics of information. Journal of Economic Dynamics and Control, 13, 1989.
Nicholas M. Kiefer. Econometric models for grouped duration data. In et al J. Hartog, editor, Panel Data and Labor Market Studies, pages 97–117. North-Holland, 1990.
Nicholas M. Kiefer. The valuation of economic information. Optimal Decisions in Markets and Planned Economies, 1990.
Nicholas M. Kiefer. The probability approach to default estimation. Risk, pages 146–150, July 2007.
Nicholas M. Kiefer. Annual default rates are probably less than long-run average annual default rates. Journal of Fixed Income, 2008.
Nicholas M. Kiefer. Default estimation for low-default portfolios. Journal of Empirical Finance, 16:164–173, 2009.
Nicholas M. Kiefer. Default estimation and expert information. Journal of Business and Economic Statistics, 28(2):320–328, 2010.
Nicholas M. Kiefer. Default estimation, correlated defaults, and expert information. Journal of Applied Econometrics, 26:173–192, 2011.
Nicholas M. Kiefer and M. An. Lattice games: Evolution and equilibria selection (under the title of “a local externalities and societal adoption of technologies”). Journal of Evolutionary Economics, 5:103–117, 1995.
Nicholas M. Kiefer and V. Bala. On the existence of universally convergent mechanisms. Journal of Economic Dynamics and Control, 18(2):299–316, March 1994.
Nicholas M. Kiefer, H. Bunzel, B.J. Christensen, P. Jensen, L. Korsholm, L. Muus,
G. Neumann, , and M. Rosholm. Specification and estimation of equilibrium search models for denmark. pages 90–126, 2001.
Nicholas M. Kiefer, H. Bunzel, B.J. Christensen, and L. Korsholm. Equilibrium search with human capital accumulation. Panel Data and Structural Labour Market Models, pages 107–144, 2000.
Nicholas M. Kiefer and H. Choi. Robust nonnested testing and the demand for money. Journal of Business and Economic Statistics, 26:9–17, 2008.
Nicholas M. Kiefer, H. Choi, D. Glennon, and C. E. Larson. Development and validation of credit-scoring models. Journal of Credit Risk, 4 (3):1–61, Summer 2008.
Nicholas M. Kiefer and Hwansik Choi. Geometry of the log-likelihood ratio statistic in misspecified models. Journal of Statistical Planning and Inference, 141:2091–2099, 2011.
Nicholas M. Kiefer and B.J. Christensen. Inferential separation in the prototypal search model. Proceedings from the Third Symposium on Panel Data and Labor Market Dynamics, pages 231–245, 1993.
Nicholas M. Kiefer and B.J. Christensen. Local cuts and separate inference. Scandinavian Journal of Statistics, 21:389–401, 1994.
Nicholas M. Kiefer and B.J. Christensen. Inference in non-linear panel models with partially missing observations: The case of the equilibrium search model. Journal of Econometrics, 79(2):201–219, August 1997.
Nicholas M. Kiefer and B.J. Christensen. Simulated moment methods for empirical equivalent martingale measures. Simulation-Based Econometrics, 2000.
Nicholas M. Kiefer and B.J. Christensen. Investment in advertising campaigns and search: Identification and inference in marketing and dynamic programming models. Structural Models of Wage and Employment Dynamics, pages 331–364, 2006.
Nicholas M. Kiefer, D. Easley, and M. O’Hara. The information content of the trading process. Journal of Empirical Finance, 4(2-3), June 2000.
Nicholas M. Kiefer and Arthur S. Goldberger. The et interview: Arthur s. goldberger. Econometric Theory, 5(1):133–160, 1989.
Nicholas M. Kiefer and J. Gomez-Gonzalez. Bank failure: Evidence from the colombian financial crisis. International Journal of Business and Finance Research, 3(2), 2009. Winner of the Outstanding Research Award at the Winter Conference of the Institute for Business and Finance Research, 2007.
Nicholas M. Kiefer and J. Gomez-Gonzalez. Evidence of non-markovian behavior in the process of bank rating migrations. Cuadernos de Economia, 46:33–50, 2009.
Nicholas M. Kiefer, Thomas J. Kelly, and Kenneth Burdett. Menu pricing: An experimental approach. Journal of Business & Economic Statistics, 12(3):329– 337, Jul. 1994.
Nicholas M. Kiefer, Thomas J. Kelly, and Kenneth Burdett. Menu pricing: An experimental approach. Journal of Business & Economic Statistics, 12(3):329– 337, Jul. 1994.
Nicholas M. Kiefer and C. E. Larson. Evaluating design choices in economic capital modeling: A loss function approach. Economic Capital: A Practitioner Guide, 2004.
Nicholas M. Kiefer and C. E. Larson. Specification and informational issues in credit scoring. International Journal of Statistics and Management Systems, 1:152–178, 2006.
Nicholas M. Kiefer and C. E. Larson. A simulation estimator for testing the time homogeneity of credit rating transitions. Journal of Empirical Finance, 14:818–835, 2007.
Nicholas M. Kiefer and C. Erik. Larson. The counting process approach to default modeling: Application to high ltv mortgage defaults. Unpublished, 2013.
Nicholas M. Kiefer, Shelly J. Lundberg, and George R. Neumann. How long is a spell of unemployment? illusions and biases in the use of cps data. Journal of Business & Economic Statistics, 3(2):118–128, Apr. 1985.
Nicholas M. Kiefer and J.G. Mackinnon. Small sample properties of demand system estimates. Studies in Nonlinear Estimation, pages 181–210, 1976.
Nicholas M. Kiefer, C. McCulloch, and R. Natarajan. Maximum likelihood estimation in multinomial probit models using monte carlo em. 34:33–50, 2000.
Nicholas M. Kiefer and George R. Neumann. An empirical job-search model, with a test of the constant reservation-wage hypothesis. The Journal of Political Economy, 87(1):89–107, Feb. 1979.
Nicholas M. Kiefer and George R. Neumann. Estimation of wage offer distributions and reservation wages. In S Lippman and J. McCall, editors, Studies in the Economics of Search, pages 171–90. North-Holland, 1979.
Nicholas M. Kiefer and George R. Neumann. Individual effects in a nonlinear model: Explicit treatment of heterogeneity in the empirical job-search model. Econometrica: Journal of the Econometric Society, 49(4):965–979, Jul. 1981.
Nicholas M. Kiefer and George R. Neumann. Wages and the structure of unemployment rates. In M. Baily, editor, Workers, Jobs, and Inflation, pages 325–57. The Brookings Institution, 1982.
Nicholas M. Kiefer and G.R. Neumann. Estimation of wage offer distributions and reservation wages. Studies in the Economics of Search, pages 171–190, 1979.
Nicholas M. Kiefer and G.R. Neumann. Structural and reduced form approaches to analyzing unemployment durations. Studies in Labor Markets, pages 171–188, 1981.
Nicholas M. Kiefer and G.R. Neumann. Wages and the structure of unemployment rates, (with g.r. neumann), presented at the brookings institution conference on labor market tightness and inflation, november 1980. Workers, Jobs and Inflation, 1982.
Nicholas M. Kiefer and G.R. Neumann. Wage dispersion with homogeneity: The empirical equilibrium search model. Proceedings from the Third Symposium on Panel Data and Labor Market Dynamics, forthcoming.
Nicholas M. Kiefer, G.R. Neumann, and T. Devine. Twentieth century unionism in the united states, presented at the 1985 asa meetings. Proceedings of the ASA Business and Economic Statistics Section, pages 59–64, 1985.
Nicholas M. Kiefer and Y. Nyarko. Control of a linear regression process with unknown parameters. Dynamic Econometric Modelling, 1988.
Nicholas M. Kiefer and Y. Nyarko. Optimal bayesian control of a nonlinear regression process with unknown parameters. Modelling and Control of Systems,
(A. Blaquiere, ed.), 121, 1989.
Nicholas M. Kiefer and Yaw Nyarko. Optimal control of an unknown linear process with learning. International Economic Review, 30(3):571–586, Aug. 1989.
Nicholas M. Kiefer and J. Racine. The smooth colonel meets the reverend. Journal of Nonparametric Statistics, 21(5):521–533, July 2009.
Nicholas M. Kiefer and Gary R. Skoog. Local asymptotic specification error analysis. Econometrica, 52(4):873–885, 1984.
Nicholas M. Kiefer and Sharon P. Smith. Union impact and wage discrimination by region. Journal of Human Resources, 12(4):521–534, Autumn 1977.
Nicholas M. Kiefer and Mark F. J. Steel. Bayesian analysis of the prototypal search model. Journal of Business & Economic Statistics, 16(2):178–186, Apr. 1998.
Nicholas M. Kiefer and T. Vogelsang. A new asymptotic theory for heteroskedasticity-autocorrelation robust tests. Econometric Theory, 21:1130– 1164, 2005.
Nicholas M. Kiefer and Timothy J. Vogelsang. Heteroskedasticityautocorrelation robust standard errors using the bartlett kernel without truncation. Econometrica, 70(5):2093–2095, Sep. 2002.
Nicholas M. Kiefer and Timothy J. Vogelsang. Heteroskedasticityautocorrelation robust testing using bandwidth equal to sample size. Econometric Theory, 18(6):1350–1366, 2002.
Nicholas M. Kiefer, Timothy J. Vogelsang, and Helle Bunzel. Simple robust testing of regression hypotheses. Econometrica, 68(3):695–714, May 2000.
Nicholas M. Kiefer. Review of "manpower policies and programs: A review, 1935-75". The Journal of Business, 50(1):98–99, 1977.
Nicholas M. Kiefer. Review of "specification searches: Ad hoc inference with nonexperimental data" by edward e. leamer. The Journal of Political Economy, 87(1):215–216, 1979.
Nicholas M. Kiefer. Review of "taxation and labour supply" by c. v. brown. Industrial and Labor Relations Review, 36(1):132, 1982.
Nicholas M. Kiefer. Review of "basic issues in econometrics" by arnold zellner. Journal of Economic Literature, 24(2):700–701, 1986.
Nicholas M. Kiefer. Review of "bayesian analysis of linear models" by lyle broemeling. Journal of the American Statistical Association, 81:571, 1986.
Nicholas M. Kiefer. Review of "unemployment benefits and unemployment duration: A study of men in the united kingdom in the 1970s" by a. b. atkinson and john micklewright. Journal of Economic Literature, 25(3):1360–1361, 1987.
Nicholas M. Kiefer. Comments on quandt and ramsey. Journal of the American Statistical Association, (73):730–752, December 1978.
Nicholas M. Kiefer. Discussion of: A general equilibrium appraisal of u.s. corporate and personal tax integration, by don fullerton, a. thomas king, john shoven and john whalley, presented at the conference on microeconomic simulation models for the analysis of public policy, national academy of sciences, march 1978. Microeconomic Stimulation Models for Public Policy Analysis, (Haveman and Holenbeck, eds.), New York: Academic Press, 1980.
Nicholas M. Kiefer. Discussion of: The analysis of re-employment probabilities for the umenployed, by lancaster and nickell. Journal of the Royal Statistical Society Series A, 1980.
Nicholas M. Kiefer. A note on regime classification in disequilibrium models. The Review of Economic Studies, 47(3):637–639, Apr. 1980.
Nicholas M. Kiefer. A note on switching regressions and logistic discrimination. Econometrica: Journal of the Econometric Society, 48(4):1065–1069, May 1980.
Nicholas M. Kiefer. An integral occurring in duration models with heterogeneity. Economics Letters, (11):251–256, 1983.
Nicholas M. Kiefer. Testing normality in econometric models, (with m. salmon). Economics Letters, (11):123–127, 1983.
Nicholas M. Kiefer. An example of a score test based on higher-order derivatives. Economics Letters, (18):301–303, 1985.
Nicholas M. Kiefer. Multivariate probit, entry in the encyclopedia of statistical sciences, (s. kotz and n.l. johnson, eds.), new york: Wiley. 6:108–110, 1985.
Nicholas M. Kiefer. Comments on: Econometric approaches to the specification of life cycle labor supply and commodity demand behavior, by richard blundell. Econometric Reviews, (5):159–162, 1986.
Nicholas M. Kiefer. Estimation of arch models. Econometric Theory, (2):Problem Series, 289, 1986.
Nicholas M. Kiefer. Arthur s. glodberger, interview. Econometric Theory, (5):133–160, 1989.
Nicholas M. Kiefer and G. Jakubson. Comments on: Benefits and limitations of panel data, by cheng hsiao. Econometric Reviews, (4):175–178, 1985.
Nicholas M. Kiefer and Tim Vogelsang. Heteroskedasticity-autocorrelation robust standard testing using the bartlett kernel without truncation. Econometrica, (70):2093–2095, 2002.
Nicholas M. Kiefer. The economic benefits from manpower training programs. Final Report to the Office of Evaluation, ASPER, U.S. Department of Labor. Issued as Technical Analysis Paper # 43, Office of Research and Evaluation, ASPER, U.S. Department of Labor, July 1976.
Nicholas M. Kiefer and B.J. Christensen. Statistical manifolds and separate inference. Center for Analytic Economics Workshop Paper #00-05, April 2000.
Nicholas M. Kiefer and G. Huffman. Optimal learning in a one-sector growth model. Center for Analytic Economics working paper #90-24, November 1990.
Nicholas M. Kiefer and C. Erik Larson. Biases in default estimation and capital allocations under basel ii. Working Paper, 2003.
Nicholas M. Kiefer and C. Erik Larson. Optimal segmentation in estimating probabilities of default for risk categories. Working Paper, 2003.
Nicholas M. Kiefer and G.R. Neumann. The effect of alternative partial benefits formulas on beneficiary part-time work behavior. Revised August 1978. Final Report to UIS, U.S. Department of Labor. Issued as Unemployment Insurance Occasional Paper 79-6, U.S. Department of Labor, Employment and Training Administration., March 1978.