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A Note on Switching Regressions and Logistic Discrimination.

Kiefer, Nicholas M - In: Econometrica 48 (1980) 4, pp. 1065-69

Persistent link: https://www.econbiz.de/10005332157

On the Value of Sample Separation Information.

Kiefer, Nicholas M - In: Econometrica 47 (1979) 4, pp. 997-1003

Persistent link: https://www.econbiz.de/10005332464

Local Asymptotic Specification Error Analysis.

Kiefer, Nicholas M; Skoog, Gary R - In: Econometrica 52 (1984) 4, pp. 873-85

Persistent link: https://www.econbiz.de/10005332602

Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model.

Kiefer, Nicholas M - In: Econometrica 46 (1978) 2, pp. 427-34

Persistent link: https://www.econbiz.de/10005699800

Individual Effects in a Nonlinear Model: Explicit Treatment of Heterogeneity in the Empirical Job-Search Model.

Kiefer, Nicholas M; Neumann, George R - In: Econometrica 49 (1981) 4, pp. 965-79

Persistent link: https://www.econbiz.de/10005702504

Controlling a Stochastic Process with Unknown Parameters.

Easley, David; Kiefer, Nicholas M - In: Econometrica 56 (1988) 5, pp. 1045-64

The problem of controlling a stochastic process, with unknown parameters over an infinite horizon, with discounting is considered. Agents express beliefs about unknown parameters in terms of distributions. Under general conditions, the sequence of beliefs converges to a limit distribution. The...

Persistent link: https://www.econbiz.de/10005231723