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 (6)
   See also Journal Article COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL?, Econometric Theory, Cambridge University Press (2001) View citations (43) (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

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 (4)
   See also Journal Article Asymptotic Theory of Integrated Conditional Moment Tests, Econometrica, Econometric Society (1997) View citations (182) (1997)
6. Nonparametric cointegration analysis
   Discussion Paper, Tilburg University, Center for Economic Research View citations (2)
   See also Journal Article Nonparametric cointegration analysis, Journal of Econometrics, Elsevier (1997) View citations (128) (1997)

1994

7. Nonparametric cointegration tests
   Discussion Paper, Tilburg University, Center for Economic Research View citations (1)

1991

8. 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
9. 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 (2)

1990

10. 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 View citations (1)
11. The relation between unemployment and interest rate: some empirical evidence
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics View citations (2)

1989

12. 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 A Consistent Conditional Moment Test of Functional Form, Econometrica, Econometric Society (1990) View citations (207) (1990)
13. Testing stationarity against the unit root hypothesis
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics View citations (3)

1988

14. Armax models: estimation and testing
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics View citations (4)
15. Conditioning and dependence
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
16. Functional specification of time series models
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
17. 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 View citations (22)
    See also Journal Article Non-linear regression with discrete explanatory variables, with an application to the earnings function, Journal of Econometrics, Elsevier (1988) View citations (21) (1988)
18. Nonlinear regression with discrete explanatory variables
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics View citations (6)
19. Nonparametric time series regression
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
20. Sample moments integrating normal Kernel estimators
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
21. The Nadaraya-Watson Kernel regression function estimator
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics

1987

22. A consistent Hausman-type model specification test
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics View citations (1)
23. Basic probability theory
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
24. Convergence
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
25. Introduction to conditioning
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
26. Nonlinear parametric regression analysis
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
27. 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 (1)
28. Tests for model misspecification
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics

1986

29. 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 View citations (1)
    See also Journal Article Armax model specification testing, with an application to unemployment in the Netherlands, Journal of Econometrics, Elsevier (1987) View citations (12) (1987)
30. Model-free asymptotically best forecasting of stationary economic time series
    Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
    See also Journal Article Model-free Asymptotically Best Forecasting of Stationary Economic Time Series, Econometric Theory, Cambridge University Press (1990) (1990)

Journal Articles

2014

1. CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS
   Econometric Theory, 2014, 30, (5), 1021-1076 View citations (5)
2. CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS—CORRIGENDUM TO SUPPLEMENTARY MATERIAL
   Econometric Theory, 2014, 30, (5), 1077-1077 View citations (2)

2012

3. INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS
   Econometric Theory, 2012, 28, (2), 328-362 View citations (9)
4. 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 View citations (8)

2011

5. 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), 40 View citations (1)

2010

6. TIME-VARYING COINTEGRATION
   Econometric Theory, 2010, 26, (5), 1453-1490 View citations (104)

2008

7. SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS
   Econometric Theory, 2008, 24, (3), 749-794 View citations (19)
8. Testing the Regional Restructuring Hypothesis in Western Germany
   Environment and Planning A, 2008, 40, (7), 1713-1727 View citations (1)

2007

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

2005

11. Forecasting Quarterly Brazilian GDP Growth Rate With Linear and NonLinear Diffusion Index Models
    Economia, 2005, 6, (3), 261-292 View citations (8)

2001

12. COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL?
    Econometric Theory, 2001, 17, (5), 962-983 View citations (43)
    See also Working Paper Complex Unit Roots and Business Cycles: Are They Real?, Econometric Society World Congress 2000 Contributed Papers (2000) View citations (6) (2000)
13. Integrated Conditional Moment testing of quantile regression models
    Empirical Economics, 2001, 26, (1), 307-324 View citations (26)

2000

14. 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 (80)
15. The econometric consequences of the ceteris paribus condition in economic theory
    Journal of Econometrics, 2000, 95, (2), 223-253 View citations (11)

1997

16. Asymptotic Theory of Integrated Conditional Moment Tests
    Econometrica, 1997, 65, (5), 1129-1152 View citations (182)
    See also Working Paper Asymptotic theory of integrated conditional moment tests, Discussion Paper (1995) View citations (4) (1995)
17. Nonparametric cointegration analysis
    Journal of Econometrics, 1997, 77, (2), 379-404 View citations (128)
    See also Working Paper Nonparametric cointegration analysis, Discussion Paper (1995) View citations (2) (1995)
18. 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 (239)

1994

19. On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity
    Econometric Theory, 1994, 10, (1), 70-90 View citations (36)

1993

20. Higher-order sample autocorrelations and the unit root hypothesis
    Journal of Econometrics, 1993, 57, (1-3), 137-160 View citations (17)

1990

21. A Consistent Conditional Moment Test of Functional Form
    Econometrica, 1990, 58, (6), 1443-58 View citations (207)
    See also Working Paper A consistent conditional moment test of functional form, Serie Research Memoranda (1989) (1989)
22. Model-free Asymptotically Best Forecasting of Stationary Economic Time Series
    Econometric Theory, 1990, 6, (3), 348-383
    See also Working Paper Model-free asymptotically best forecasting of stationary economic time series, Serie Research Memoranda (1986) (1986)
23. Testing the Recession Theory as an Explanation for the Migration Turnaround
    Environment and Planning A, 1990, 22, (2), 253-270 View citations (2)

1988

24. ARMA Memory Index Modeling of Economic Time Series
    Econometric Theory, 1988, 4, (1), 35-59 View citations (5)
25. Estimating a Hedonic Earnings Function with a Nonparametric Method
    Empirical Economics, 1988, 13, (3/4), 267-94
26. Non-linear regression with discrete explanatory variables, with an application to the earnings function
    Journal of Econometrics, 1988, 38, (3), 269-299 View citations (21)
    See also Working Paper Nonlineair regression with discrete explanatory variables: with an application to the earnings function, Serie Research Memoranda (1988) View citations (22) (1988)
27. Reply
    Econometric Theory, 1988, 4, (1), 70-76

1987

28. Armax model specification testing, with an application to unemployment in the Netherlands
    Journal of Econometrics, 1987, 35, (1), 161-190 View citations (12)
    See also Working Paper Armax model specification testing, with an application to unemployment in the Netherlands, Serie Research Memoranda (1986) View citations (1) (1986)

1984

29. Model specification testing of time series regressions
    Journal of Econometrics, 1984, 26, (3), 323-353 View citations (36)

1982

30. Consistent model specification tests
    Journal of Econometrics, 1982, 20, (1), 105-134 View citations (227)

Edited books

1997

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