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Nicholas
M. Kiefer |
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Nicholas
M. Kiefer works primarily in econometrics and statistics with applications
in financial economics, credit scoring and risk management in banking,
consumer trend forecasting, and development of quantitative management
techniques. Previously, Kiefer worked on developing structural job search
models and subsequently equilibrium search models. Most recently, Kiefer
is developing methods for inference about small probabilities, with
special interest in banking applications. The unifying theme of
the work is the complementary use of statistics and economic theory.
Both statistical modeling and theoretical modeling are seen as tools
to summarize and focus information. Theory and econometrics are
treated as similar, complementary activities, not separate fields. |
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