Access Statistics for Herman J. Bierens

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A consistent Hausman-type model specification test 0 0 0 23 0 0 0 49
A consistent conditional moment test of functional form 0 1 1 42 0 1 7 159
A note on the limiting distribution of sample autocorrelations in the presence of a unit root 0 0 0 4 0 0 0 29
Armax model specification testing, with an application to unemployment in the Netherlands 0 1 2 114 0 3 8 368
Armax models: estimation and testing 0 0 2 75 0 0 10 154
Asymptotic power of the integrated conditional moment test against global and large local alternatives 0 0 0 1 0 0 0 14
Asymptotic theory of integrated conditional moment tests 1 1 1 14 1 1 5 45
Basic probability theory 0 0 0 27 0 0 1 108
Complex Unit Roots and Business Cycles: Are They Real? 0 0 0 123 0 0 1 366
Conditional Treatment and Its Effect on Recidivism 0 0 0 28 0 0 2 288
Conditioning and dependence 0 0 0 3 0 0 5 26
Convergence 0 0 0 12 1 1 3 34
Functional specification of time series models 0 0 0 12 0 0 1 24
Introduction to conditioning 0 0 0 4 0 0 0 32
Model-free asymptotically best forecasting of stationary economic time series 0 0 0 7 0 0 3 43
Nonlineair regression with discrete explanatory variables: with an application to the earnings function 0 0 0 24 0 0 4 101
Nonlinear parametric regression analysis 0 0 1 27 0 0 2 66
Nonlinear regression with discrete explanatory variables 0 0 0 41 0 0 2 98
Nonparametric Nonlinear Cotrending Analysis, with an Application to Interest and Inflation in the U.S 0 0 1 5 0 0 3 22
Nonparametric cointegration analysis 0 0 0 15 0 0 4 49
Nonparametric cointegration tests 0 0 0 0 0 0 1 6
Nonparametric time series regression 0 0 0 10 0 0 2 28
On the limit behavior of a chi-square type test if the number of conditional moments tested approaches infinity preliminary version 0 0 0 32 0 0 0 175
Sample moments integrating normal Kernel estimators 0 0 0 6 0 0 1 38
Specification of household expenditure functions and equivalence scales by nonparametric regression 0 1 3 56 0 2 9 121
Testing stationarity against the unit root hypothesis 0 0 0 20 0 0 2 40
Tests for model misspecification 0 0 0 25 0 1 8 109
The Nadaraya-Watson Kernel regression function estimator 0 2 10 654 0 7 31 1,723
The relation between unemployment and interest rate: some empirical evidence 1 1 2 66 1 1 5 236
The relation between unemployment and interest rate: some international evidence 0 0 2 126 0 2 20 412
Total Working Papers 2 7 25 1,596 3 19 140 4,963

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Consistent Conditional Moment Test of Functional Form 1 1 2 319 1 2 9 1,037
ARMA Memory Index Modeling of Economic Time Series 0 0 1 5 0 0 2 22
Armax model specification testing, with an application to unemployment in the Netherlands 0 1 4 163 0 3 15 485
Asymptotic Theory of Integrated Conditional Moment Tests 0 0 0 1 0 0 5 318
COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL? 0 0 0 25 0 0 2 97
CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS 0 0 0 6 0 0 2 37
CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS—CORRIGENDUM TO SUPPLEMENTARY MATERIAL 0 0 0 3 0 0 1 33
Consistent model specification tests 0 1 1 166 0 1 8 363
Econometric analysis of linearized singular dynamic stochastic general equilibrium models 1 1 2 60 1 1 4 160
Estimating a Hedonic Earnings Function with a Nonparametric Method 0 0 0 0 0 0 2 82
Forecasting Quarterly Brazilian GDP Growth Rate With Linear and NonLinear Diffusion Index Models 0 1 1 103 0 1 3 511
Higher-order sample autocorrelations and the unit root hypothesis 0 0 1 40 0 0 2 140
INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS 0 0 0 12 0 0 2 47
Integrated Conditional Moment testing of quantile regression models 0 0 4 110 0 0 9 469
Job Search, Conditional Treatment and Recidivism: The Employment Services for Ex-Offenders Program Reconsidered 0 0 0 36 1 1 4 216
Model specification testing of time series regressions 0 0 0 60 0 0 6 154
Model-free Asymptotically Best Forecasting of Stationary Economic Time Series 0 0 0 6 0 0 1 37
Non-linear regression with discrete explanatory variables, with an application to the earnings function 0 0 3 93 0 0 4 283
Nonparametric Nonlinear Cotrending Analysis, with an Application to Interest and Inflation in the United States 0 0 0 0 0 0 6 194
Nonparametric cointegration analysis 0 0 1 102 0 0 4 279
On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity 2 2 2 29 2 2 5 92
Reply 0 0 0 2 2 2 5 16
SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS 0 0 0 25 0 0 1 72
Semi-nonparametric competing risks analysis of recidivism 0 0 1 81 0 0 4 297
Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method 0 1 1 16 0 1 4 131
TIME-VARYING COINTEGRATION 0 1 8 333 0 1 24 699
Testing the Recession Theory as an Explanation for the Migration Turnaround 0 0 0 12 0 0 1 94
Testing the Regional Restructuring Hypothesis in Western Germany 0 0 0 12 0 0 2 45
Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate 0 0 7 250 0 0 21 673
The econometric consequences of the ceteris paribus condition in economic theory 0 0 1 62 0 1 7 445
Total Journal Articles 4 9 40 2,132 7 16 165 7,528

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Introduction to the Mathematical and Statistical Foundations of Econometrics 0 0 0 0 0 0 4 156
Introduction to the Mathematical and Statistical Foundations of Econometrics 0 0 0 0 0 0 12 139
Topics in Advanced Econometrics 0 0 0 0 1 5 12 202
Total Books 0 0 0 0 1 5 28 497

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Statistics updated 2022-06-07