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Improving robust model selection tests for dynamic models
Choi, Hwan-sik; Kiefer, Nicholas Maximilian - In: The econometrics journal 13 (2010) 2, pp. 177-204
Persistent link: https://www.econbiz.de/10003978505
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Information theory for maximum likelihood estimation of diffusion models
Choi, Hwan-sik - In: Journal of econometrics 191 (2016) 1, pp. 110-128
Persistent link: https://www.econbiz.de/10011594645
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An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
Choi, Hwan-sik; Jeong, Minsoo; Park, Joon Y. - In: Journal of econometrics 178 (2014) 1, pp. 539-557
Persistent link: https://www.econbiz.de/10010256867
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Optimal collection of information by partially informed agents
Kiefer, Nicholas Maximilian - In: Econometric reviews 7 (1988) 2, pp. 113-148
Persistent link: https://www.econbiz.de/10001064639
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The exact likelihood function for an empirical job search model
Christensen, Bent Jesper; Kiefer, Nicholas Maximilian - 1990
Persistent link: https://www.econbiz.de/10000786806
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Counting processes for retail default modeling
Kiefer, Nicholas Maximilian; Larson, C. Erik - In: The journal of credit risk : published quarterly by … 11 (2015) 3, pp. 45-72
Persistent link: https://www.econbiz.de/10011380103
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Simple robust testing of regression hypothesis: a comment
Abadir, Karim Maher; Paruolo, Paolo - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 5, pp. 2097-2099
Persistent link: https://www.econbiz.de/10001702266
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Panel data, local cuts, and orthogeodesic models
Christensen, Bent Jesper; Kiefer, Nicholas Maximilian - 1999
Persistent link: https://www.econbiz.de/10001456531
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A new approach to the asymptotics of HAC robust testing in econometrics
Kiefer, Nicholas Maximilian; Vogelsang, Timothy J. - 2000
Persistent link: https://www.econbiz.de/10001458269
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Measurement error in the prototypal job-search model
Christensen, Bent Jesper - In: Journal of labor economics 12 (1994) 4, pp. 618-639
Persistent link: https://www.econbiz.de/10001171137