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 27 1 3 5 60
A consistent conditional moment test of functional form 1 1 1 47 2 18 18 185
A note on the limiting distribution of sample autocorrelations in the presence of a unit root 0 0 0 4 5 5 5 34
Armax model specification testing, with an application to unemployment in the Netherlands 0 0 0 114 5 7 7 382
Armax models: estimation and testing 0 0 1 83 4 4 10 174
Asymptotic power of the integrated conditional moment test against global and large local alternatives 0 0 0 1 2 5 6 21
Asymptotic theory of integrated conditional moment tests 0 0 0 15 9 30 34 82
Basic probability theory 0 0 0 28 1 1 1 110
Complex Unit Roots and Business Cycles: Are They Real? 0 0 0 126 3 8 12 386
Conditional Treatment and Its Effect on Recidivism 0 0 0 28 1 2 4 293
Conditioning and dependence 0 0 0 3 1 2 4 30
Convergence 0 0 0 12 0 1 2 40
Functional specification of time series models 0 0 0 12 0 0 0 25
Introduction to conditioning 0 0 0 5 1 2 4 41
Model-free asymptotically best forecasting of stationary economic time series 0 0 0 7 2 5 6 49
Nonlineair regression with discrete explanatory variables: with an application to the earnings function 0 0 0 24 2 4 6 108
Nonlinear parametric regression analysis 0 0 0 29 1 3 5 74
Nonlinear regression with discrete explanatory variables 0 0 0 41 4 4 6 105
Nonparametric Nonlinear Cotrending Analysis, with an Application to Interest and Inflation in the U.S 0 1 1 6 0 1 2 27
Nonparametric cointegration analysis 0 0 0 15 4 5 7 58
Nonparametric cointegration tests 0 0 0 0 1 2 3 10
Nonparametric time series regression 0 0 0 10 1 1 1 30
On the limit behavior of a chi-square type test if the number of conditional moments tested approaches infinity preliminary version 0 0 0 33 2 2 3 179
Sample moments integrating normal Kernel estimators 0 0 0 6 3 3 4 42
Specification of household expenditure functions and equivalence scales by nonparametric regression 0 0 1 59 2 5 9 137
Testing stationarity against the unit root hypothesis 0 0 0 20 4 5 11 52
Tests for model misspecification 0 0 0 26 2 3 4 116
The Nadaraya-Watson Kernel regression function estimator 0 2 4 670 4 7 14 1,790
The relation between unemployment and interest rate: some empirical evidence 0 0 1 68 1 6 8 250
The relation between unemployment and interest rate: some international evidence 1 1 3 136 8 11 14 437
Total Working Papers 2 5 12 1,655 76 155 215 5,327

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 0 0 1 325 0 3 8 1,063
ARMA Memory Index Modeling of Economic Time Series 0 0 0 5 5 6 9 31
Armax model specification testing, with an application to unemployment in the Netherlands 0 0 1 171 2 4 12 524
Asymptotic Theory of Integrated Conditional Moment Tests 0 0 0 1 10 12 13 337
COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL? 0 0 1 30 2 4 9 118
CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS 0 0 0 6 5 6 8 49
CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS—CORRIGENDUM TO SUPPLEMENTARY MATERIAL 0 0 0 5 3 4 5 40
Consistent model specification tests 0 0 1 181 5 11 20 403
Econometric analysis of linearized singular dynamic stochastic general equilibrium models 0 0 0 62 5 8 9 175
Estimating a Hedonic Earnings Function with a Nonparametric Method 0 0 0 0 0 0 3 85
Forecasting Quarterly Brazilian GDP Growth Rate With Linear and NonLinear Diffusion Index Models 0 0 0 104 5 5 10 528
Higher-order sample autocorrelations and the unit root hypothesis 0 0 0 42 1 5 8 153
INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS 0 0 0 12 3 4 6 55
Integrated Conditional Moment testing of quantile regression models 0 0 1 114 5 10 13 492
Job Search, Conditional Treatment and Recidivism: The Employment Services for Ex-Offenders Program Reconsidered 0 0 1 42 6 7 10 238
Model specification testing of time series regressions 0 0 2 63 3 6 12 169
Model-free Asymptotically Best Forecasting of Stationary Economic Time Series 0 0 0 6 3 3 4 41
Non-linear regression with discrete explanatory variables, with an application to the earnings function 0 0 0 97 4 7 9 297
Nonparametric Nonlinear Cotrending Analysis, with an Application to Interest and Inflation in the United States 0 0 0 0 1 8 10 206
Nonparametric cointegration analysis 0 0 0 104 1 1 4 297
On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity 0 1 1 36 6 7 13 112
Reply 0 0 0 2 0 1 1 17
SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS 0 0 1 26 2 3 5 77
Semi-nonparametric competing risks analysis of recidivism 0 0 0 81 4 8 9 310
Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method 0 0 0 16 5 6 8 142
TIME-VARYING COINTEGRATION 0 2 4 356 10 16 25 755
Testing the Recession Theory as an Explanation for the Migration Turnaround 0 0 0 12 2 2 2 97
Testing the Regional Restructuring Hypothesis in Western Germany 0 0 0 12 1 4 7 52
Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate 0 0 3 276 2 5 20 733
The econometric consequences of the ceteris paribus condition in economic theory 0 0 0 63 2 3 5 458
Total Journal Articles 0 3 17 2,250 103 169 277 8,054

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 6 11 15 200
Introduction to the Mathematical and Statistical Foundations of Econometrics 0 0 0 0 4 8 15 167
Topics in Advanced Econometrics 0 0 0 0 1 1 1 214
Total Books 0 0 0 0 11 20 31 581

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Statistics updated 2026-02-12