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Details about Herman J. Bierens

Homepage:http://gizzly.la.psu.edu/~hbierens/
Workplace:Department of Economics, Pennsylvania State University, (more information at EDIRC)

Access statistics for papers by Herman J. Bierens.

Last updated 2016-02-20. Update your information in the RePEc Author Service.

Short-id: pbi63


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Working Papers

2004

  1. Conditional Treatment and Its Effect on Recidivism
    Econometric Society 2004 Latin American Meetings, Econometric Society

2000

  1. Complex Unit Roots and Business Cycles: Are They Real?
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (5)
    See also Journal Article in Econometric Theory (2001)

1996

  1. Nonparametric Nonlinear Cotrending Analysis, with an Application to Interest and Inflation in the U.S
    Discussion Paper, Tilburg University, Center for Economic Research Downloads

1995

  1. Asymptotic power of the integrated conditional moment test against global and large local alternatives
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
  2. Asymptotic theory of integrated conditional moment tests
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (2)
    See also Journal Article in Econometrica (1997)
  3. Nonparametric cointegration analysis
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (2)
    See also Journal Article in Journal of Econometrics (1997)

1994

  1. Nonparametric cointegration tests
    Discussion Paper, Tilburg University, Center for Economic Research Downloads

1991

  1. On the limit behavior of a chi-square type test if the number of conditional moments tested approaches infinity preliminary version
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics Downloads
  2. The relation between unemployment and interest rate: some international evidence
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics Downloads View citations (1)

1990

  1. A note on the limiting distribution of sample autocorrelations in the presence of a unit root
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics Downloads View citations (1)
  2. The relation between unemployment and interest rate: some empirical evidence
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics Downloads View citations (1)

1989

  1. A consistent conditional moment test of functional form
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics Downloads
    See also Journal Article in Econometrica (1990)
  2. Testing stationarity against the unit root hypothesis
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics Downloads

1988

  1. Armax models: estimation and testing
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics Downloads View citations (1)
  2. Conditioning and dependence
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics Downloads
  3. Functional specification of time series models
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics Downloads
  4. Nonlineair regression with discrete explanatory variables: with an application to the earnings function
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics Downloads View citations (10)
    See also Journal Article in Journal of Econometrics (1988)
  5. Nonlinear regression with discrete explanatory variables
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics Downloads
  6. Nonparametric time series regression
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics Downloads
  7. Sample moments integrating normal Kernel estimators
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics Downloads
  8. The Nadaraya-Watson Kernel regression function estimator
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics Downloads

1987

  1. A consistent Hausman-type model specification test
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics Downloads
  2. Basic probability theory
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics Downloads
  3. Convergence
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics Downloads
  4. Introduction to conditioning
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics Downloads
  5. Nonlinear parametric regression analysis
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics Downloads
  6. Specification of household expenditure functions and equivalence scales by nonparametric regression
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics Downloads
  7. Tests for model misspecification
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics Downloads

1986

  1. Armax model specification testing, with an application to unemployment in the Netherlands
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics Downloads View citations (1)
    See also Journal Article in Journal of Econometrics (1987)
  2. Model-free asymptotically best forecasting of stationary economic time series
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics Downloads
    See also Journal Article in Econometric Theory (1990)

Journal Articles

2014

  1. CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS
    Econometric Theory, 2014, 30, (05), 1021-1076 Downloads View citations (1)
  2. CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS—CORRIGENDUM TO SUPPLEMENTARY MATERIAL
    Econometric Theory, 2014, 30, (05), 1077-1077 Downloads View citations (1)

2012

  1. INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS
    Econometric Theory, 2012, 28, (02), 328-362 Downloads View citations (2)
  2. Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method
    Journal of Econometrics, 2012, 168, (1), 108-119 Downloads

2011

  1. Job Search, Conditional Treatment and Recidivism: The Employment Services for Ex-Offenders Program Reconsidered
    The B.E. Journal of Economic Analysis & Policy, 2011, 11, (1), 1-40 Downloads

2010

  1. TIME-VARYING COINTEGRATION
    Econometric Theory, 2010, 26, (05), 1453-1490 Downloads View citations (44)

2008

  1. SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS
    Econometric Theory, 2008, 24, (03), 749-794 Downloads View citations (10)
  2. Testing the Regional Restructuring Hypothesis in Western Germany
    Environment and Planning A, 2008, 40, (7), 1713-1727 Downloads
    Also in Environment and Planning A, 2008, 40, (7), 1713-1727 (2008) Downloads

2007

  1. Econometric analysis of linearized singular dynamic stochastic general equilibrium models
    Journal of Econometrics, 2007, 136, (2), 595-627 Downloads View citations (17)
  2. Semi-nonparametric competing risks analysis of recidivism
    Journal of Applied Econometrics, 2007, 22, (5), 971-993 Downloads View citations (3)

2005

  1. Forecasting Quarterly Brazilian GDP Growth Rate With Linear and NonLinear Diffusion Index Models
    Economia, 2005, 6, (3), 261-292 Downloads View citations (5)

2001

  1. COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL?
    Econometric Theory, 2001, 17, (05), 962-983 Downloads View citations (23)
    See also Working Paper (2000)
  2. Integrated Conditional Moment testing of quantile regression models
    Empirical Economics, 2001, 26, (1), 307-324 Downloads View citations (20)

2000

  1. Nonparametric Nonlinear Cotrending Analysis, with an Application to Interest and Inflation in the United States
    Journal of Business & Economic Statistics, 2000, 18, (3), 323-37 View citations (38)
  2. The econometric consequences of the ceteris paribus condition in economic theory
    Journal of Econometrics, 2000, 95, (2), 223-253 Downloads View citations (7)

1997

  1. Asymptotic Theory of Integrated Conditional Moment Tests
    Econometrica, 1997, 65, (5), 1129-1152 View citations (113)
    See also Working Paper (1995)
  2. Nonparametric cointegration analysis
    Journal of Econometrics, 1997, 77, (2), 379-404 Downloads View citations (85)
    See also Working Paper (1995)
  3. Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate
    Journal of Econometrics, 1997, 81, (1), 29-64 Downloads View citations (120)

1994

  1. On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity
    Econometric Theory, 1994, 10, (01), 70-90 Downloads View citations (19)

1993

  1. Higher-order sample autocorrelations and the unit root hypothesis
    Journal of Econometrics, 1993, 57, (1-3), 137-160 Downloads View citations (13)

1990

  1. A Consistent Conditional Moment Test of Functional Form
    Econometrica, 1990, 58, (6), 1443-58 Downloads View citations (142)
    See also Working Paper (1989)
  2. Model-free Asymptotically Best Forecasting of Stationary Economic Time Series
    Econometric Theory, 1990, 6, (03), 348-383 Downloads View citations (1)
    See also Working Paper (1986)
  3. Testing the Recession Theory as an Explanation for the Migration Turnaround
    Environment and Planning A, 1990, 22, (2), 253-270 Downloads View citations (1)
    Also in Environment and Planning A, 1990, 22, (2), 253-270 (1990) Downloads View citations (1)

1988

  1. ARMA Memory Index Modeling of Economic Time Series
    Econometric Theory, 1988, 4, (01), 35-59 Downloads View citations (4)
  2. Estimating a Hedonic Earnings Function with a Nonparametric Method
    Empirical Economics, 1988, 13, (3/4), 267-94
  3. Non-linear regression with discrete explanatory variables, with an application to the earnings function
    Journal of Econometrics, 1988, 38, (3), 269-299 Downloads View citations (12)
    See also Working Paper (1988)
  4. Reply
    Econometric Theory, 1988, 4, (01), 70-76 Downloads

1987

  1. Armax model specification testing, with an application to unemployment in the Netherlands
    Journal of Econometrics, 1987, 35, (1), 161-190 Downloads View citations (10)
    See also Working Paper (1986)

1984

  1. Model specification testing of time series regressions
    Journal of Econometrics, 1984, 26, (3), 323-353 Downloads View citations (25)

1982

  1. Consistent model specification tests
    Journal of Econometrics, 1982, 20, (1), 105-134 Downloads View citations (128)

Books

2005

  1. Introduction to the Mathematical and Statistical Foundations of Econometrics
    Cambridge Books, Cambridge University Press View citations (6)
    Also in Cambridge Books, Cambridge University Press (2005) View citations (6)

1996

  1. Topics in Advanced Econometrics
    Cambridge Books, Cambridge University Press

Edited books

1997

  1. Nonlinear Models, vol Two volume set
    Books, Edward Elgar Publishing Downloads View citations (12)
 
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