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Kiefer, Nicholas M.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,996 |
Total
Citations
15 |
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1.
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Glennon, Dennis
Government of the United States of America - Office of the Comptroller of the Currency (OCC) Kiefer, Nicholas M.
Cornell University - Department of Economics Larson, C. Erik
Promontory Financial Group Choi, Hwan-sik
Purdue University - Department of Consumer Sciences & Retailing
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1,355
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Logistic regression, CHAID, specication testing, risk management, nonparametrics, validation
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2.
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Kiefer, Nicholas M.
Cornell University - Department of Economics Larson, C. Erik
Promontory Financial Group
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441
(30,364)
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Economic Capital, Basel, Rating System, Granularity, Loss Function
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3.
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Kiefer, Nicholas M.
Cornell University - Department of Economics Larson, C. Erik
Promontory Financial Group
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388
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Logistic regression, specification testing, risk management, nonparametrics, reject inference
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4.
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Kiefer, Nicholas M.
Cornell University - Department of Economics Gomez-Gonzalez, Jose E.
Cornell University
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310
(46,857)
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2
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Financial institutions, bankruptcy, liquidation, capitalization, supervision, duration hazard function
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5.
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A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transitions
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Versions (2)
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Larson, C. Erik
Promontory Financial Group Kiefer, Nicholas M.
Cornell University - Department of Economics
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Posted:
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09 Aug 06
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Last Revised:
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13 Jan 07
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169
(88,737)
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3
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Kiefer, Nicholas M.
Cornell University - Department of Economics Larson, C. Erik
Promontory Financial Group
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69
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3
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Ratings transitions, isk measurement, indirect inference, specifictation testing, risk dynamics
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Larson, C. Erik
Promontory Financial Group Kiefer, Nicholas M.
Cornell University - Department of Economics
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100
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3
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Markov, Credit Ratings, Transitions, Simulation Estimator
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6.
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Kiefer, Nicholas M.
Cornell University - Department of Economics
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143
(103,079)
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2
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Bayesian inference, Bayesian estimation, expert information, Basel II, risk management
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7.
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Kiefer, Nicholas M.
Cornell University - Department of Economics Choi, Hwan-sik
Purdue University - Department of Consumer Sciences & Retailing
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84
(153,113)
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1
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Kullback-Leibler Information Center (KLIC), quasi-likelihood, dynamics models, fixed-b asymptotics, bootstrap method, Monte Carlo simulation
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8.
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Gomez-Gonzalez, Jose Eduardo
Banco de la Republica Kiefer, Nicholas M.
Cornell University - Department of Economics
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60
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2
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Financial institutions, bankruptcy, liquidation, capitalization, supervision, duration
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9.
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Improving Robust Model Selection Tests for Dynamic Models
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Show Abstracts |
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Versions (1)
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Export Bibliographic Info |
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Choi, Hwan-sik
Purdue University - Department of Consumer Sciences & Retailing Kiefer, Nicholas M.
Cornell University - Department of Economics
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Posted:
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05 Feb 10
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Last Revised:
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22 Feb 10
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46
(206,054)
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Choi, Hwan-sik
Purdue University - Department of Consumer Sciences & Retailing Kiefer, Nicholas M.
Cornell University - Department of Economics
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05 Feb 10
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Last Revised:
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22 Feb 10
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46
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Model Selection, Heteroskedasticity, Autocorrelation, Fixed-b Asymptotics, Bootstrap
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10.
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Kiefer, Nicholas M.
Cornell University - Department of Economics Burdett, Ken
University of Pennsylvania - Department of Economics Sharma, Sunil
International Monetary Fund (IMF)
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Records 1 -
10
of 10 matches
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