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A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS

Kiefer, Nicholas M.; Vogelsang, Timothy J. - In: Econometric Theory 21 (2005) 06, pp. 1130-1164

Persistent link: https://www.econbiz.de/10005250145

Estimation of ARCH Models

Kiefer, Nicholas M. - In: Econometric Theory 2 (1986) 02, pp. 289-289

Persistent link: https://www.econbiz.de/10008739931

HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE

Kiefer, Nicholas M.; Vogelsang, Timothy J. - In: Econometric Theory 18 (2002) 06, pp. 1350-1366

Persistent link: https://www.econbiz.de/10005104531

Estimation of ARCH Models–Solution

Kiefer, Nicholas M. - In: Econometric Theory 3 (1987) 03, pp. 466-466

Persistent link: https://www.econbiz.de/10005610488

The Exact Likelihood Function for an Empirical Job Search Model

Christensen, Bent Jesper; Kiefer, Nicholas M. - In: Econometric Theory 7 (1991) 04, pp. 464-486

The exact likelihood function for a prototypal job search model is analyzed. The optimality condition implied by the dynamic programming framework is fully imposed. Using the optimality condition allows identification of an offer arrival probability separately from an offer acceptance...

Persistent link: https://www.econbiz.de/10005610550