Nicholas M. Kiefer

11 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0009-0008-1454-4144

Publications

• Heteroskedasticity–Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation — Econometrica 2002
• Simple Robust Testing of Hypotheses in Nonlinear Models — Journal of the American Statistical Association 2001
• Simple Robust Testing of Regression Hypotheses — Econometrica 2000
• One Day in the Life of a Very Common Stock — The Review of Financial Studies 1997
• Liquidity, Information, and Infrequently Traded Stocks — The Journal of Finance 1996
• Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow — The Journal of Finance 1996
• Earnings, Unemployment, and the Allocation of Time Over Time — The Review of Economic Studies 1984
• Testing for dependence in multivariate probit models — Biometrika 1982
• An Empirical Job-Search Model, with a Test of the Constant Reservation-Wage Hypothesis — Journal of Political Economy 1979
• Specification Searches: Ad Hoc Inference with Nonexperimental Data . Edward E. Leamer — Journal of Political Economy 1979
• Comment — Journal of the American Statistical Association 1978