Nicholas Kiefer

Ta-Chung Liu Professor

Summary

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 for the restaurant and retail industries. 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.

Research Focus

  • Econometrics for duration data
  • Likelihood analysis
  • Empirical approaches to menu pricing
  • Coordination of distributed information

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