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A simulation estimator for testing the time homogeneity of credit rating transitions
Kiefer, Nicholas Maximilian (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003412838
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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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A simulation estimator for testing the time homogeneity of credit rating transitions
Kiefer, Nicholas Maximilian; Larson, C. Erik - In: Journal of empirical finance 14 (2007) 5, pp. 818-835
Persistent link: https://www.econbiz.de/10003610022
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Robust nonnested testing and the demand for money
Choi, Hwan-Sik; Kiefer, Nicholas Maximilian - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 1, pp. 9-17
Persistent link: https://www.econbiz.de/10003625184
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Heteroskedasticity-autocorrelation robust standard errors using the Bartlett Kernel without truncation
Kiefer, Nicholas Maximilian; Vogelsang, Timothy J. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 5, pp. 2093-2095
Persistent link: https://www.econbiz.de/10001702262
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Heteroskedasticity-autocorrelation robust testing using bandwidth equal to sample size
Kiefer, Nicholas Maximilian; Vogelsang, Timothy J. - In: Econometric theory 18 (2002) 6, pp. 1350-1366
Persistent link: https://www.econbiz.de/10001716907
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Simple robust testing of regression hypothesis
Kiefer, Nicholas Maximilian; Vogelsang, Timothy J.; … - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 3, pp. 695-714
Persistent link: https://www.econbiz.de/10001476522