Details about Herman J. Bierens

Access statistics for papers by Herman J. Bierens.

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Short-id: pbi63

Working Papers

2004

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

2000

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

1996

3. Nonparametric nonlinear cotrending analysis, with an application to interest and inflation in the U.S
   Discussion Paper, Tilburg University, Center for Economic Research View citations

1995

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

1991

7. 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
8. The relation between unemployment and interest rate: some international evidence
   Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics View citations

1990

9. 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
10. The relation between unemployment and interest rate: some empirical evidence
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics

1989

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

1988

13. Armax models: estimation and testing
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
14. Conditioning and dependence
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
15. Functional specification of time series models
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
16. 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
    See also Journal Article in Journal of Econometrics (1988)
17. Nonlinear regression with discrete explanatory variables
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics View citations
18. Nonparametric time series regression
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
19. Sample moments integrating normal Kernel estimators
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
20. The Nadaraya-Watson Kernel regression function estimator
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics

1987

21. A consistent Hausman-type model specification test
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
22. Basic probability theory
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
23. Convergence
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics View citations
24. Introduction to conditioning
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
25. Nonlinear parametric regression analysis
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
26. Specification of household expenditure functions and equivalence scales by nonparametric regression
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics View citations
27. Tests for model misspecification
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics

1986

28. 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
    See also Journal Article in Journal of Econometrics (1987)
29. Model-free asymptotically best forecasting of stationary economic time series
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics View citations
    See also Journal Article in Econometric Theory (1990)

Journal Articles

2008

1. SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS
   Econometric Theory, 2008, 24, (03), 749-794 View citations
2. Testing the regional restructuring hypothesis in western Germany
   Environment and Planning A, 2008, 40, (7), 1713-1727

2007

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

2005

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

2001

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

2000

8. 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
9. The econometric consequences of the ceteris paribus condition in economic theory
   Journal of Econometrics, 2000, 95, (2), 223-253 View citations

1997

10. Asymptotic Theory of Integrated Conditional Moment Tests
    Econometrica, 1997, 65, (5), 1129-1152 View citations
    See also Working Paper (1995)
11. Nonparametric cointegration analysis
    Journal of Econometrics, 1997, 77, (2), 379-404 View citations
    See also Working Paper (1995)
12. 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 View citations

1994

13. Comment on "artificial neural networks: an econometric perspective" by chung-ming kuan and halbert white
    Econometric Reviews, 1994, 13, (1), 93-97
14. 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 View citations

1993

15. Higher-order sample autocorrelations and the unit root hypothesis
    Journal of Econometrics, 1993, 57, (1-3), 137-160 View citations
16. Testing stationarity and trend stationarity against the unit root hypothesis
    Econometric Reviews, 1993, 12, (1), 1-32 View citations
17. The relation between unemployment and interest rate
    Econometric Reviews, 1993, 12, (2), 217-256 View citations

1991

18. Least Squares Estimation of Linear and Nonlinear ARMAX Models under Data Heterogeneity
    Annales d'Economie et de Statistique, 1991, (20-21), 08 View citations

1990

19. A Consistent Conditional Moment Test of Functional Form
    Econometrica, 1990, 58, (6), 1443-58 View citations
    See also Working Paper (1989)
20. Model-free Asymptotically Best Forecasting of Stationary Economic Time Series
    Econometric Theory, 1990, 6, (03), 348-383
    See also Working Paper (1986)
21. Specification of household engel curves by nonparametric regression
    Econometric Reviews, 1990, 9, (2), 123-184 View citations
22. Testing the recession theory as an explanation for the migration turnaround
    Environment and Planning A, 1990, 22, (2), 253-270 View citations

1988

23. Estimating a Hedonic Earnings Function with a Nonparametric Method
    Empirical Economics, 1988, 13, (3/4), 267-94
24. Non-linear regression with discrete explanatory variables, with an application to the earnings function
    Journal of Econometrics, 1988, 38, (3), 269-299 View citations
    See also Working Paper (1988)

1987

25. Armax model specification testing, with an application to unemployment in the Netherlands
    Journal of Econometrics, 1987, 35, (1), 161-190 View citations
    See also Working Paper (1986)
26. Comment
    Econometric Reviews, 1987, 6, (2), 231-233

1984

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

1982

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