N. Kiefer
Statistics and Probability · 2000–2005
A researcher in the Science corpus: 5 papers; trusts 2 researchers and is trusted by 37 researchers here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 5 citations into it; #1,135 of 12,932 by trust here, #1,432 by citations
Whom N. Kiefer trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts N. Kiefer overall
- Yixiao Sun
- Timothy J. Vogelsang
- Ulrich K. Müller
- L. Godfrey
- C. Bester
- Christian Hansen
- Sílvia Gonçalves
- Xiaofeng Shao
- M. Kim
- Rustam Ibragimov
Papers from N. Kiefer's perspective
Ordered by how strongly the researchers N. Kiefer trusts endorse each paper. Same corpus, a different order for every researcher.
- Spectral Analysis and Time Series
- Simple Robust Testing of Regression Hypotheses
- Generalized Method of Moments
- t-Statistic Based Correlation and Heterogeneity Robust Inference
- CONSISTENT COVARIANCE MATRIX ESTIMATION FOR LINEAR PROCESSES (Econometric Theory)
- A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS (Econometric Theory)
- Nonparametric tests for unit roots and cointegration
- The Error in Rejection Probability of Simple Autocorrelation Robust Tests
- Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
Their papers
- HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE (2002) — 180 citations
- A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS (2005) — 434 citations
- Simple Robust Testing of Regression Hypotheses (2000) — 316 citations
- HETEROSKEDASTICITY-AUTOCORRELATION ROBUST STANDARD ERRORS USING THE BARTLETT KERNEL WITHOUT TRUNCATION (2002) — 279 citations
- Simple Robust Testing of Hypotheses in Nonlinear Models (2001) — 62 citations