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 4 5 61
A consistent conditional moment test of functional form 0 1 1 47 2 17 20 187
A note on the limiting distribution of sample autocorrelations in the presence of a unit root 0 0 0 4 4 9 9 38
Armax model specification testing, with an application to unemployment in the Netherlands 0 0 0 114 0 6 7 382
Armax models: estimation and testing 0 0 1 83 1 5 9 175
Asymptotic power of the integrated conditional moment test against global and large local alternatives 0 0 0 1 1 6 6 22
Asymptotic theory of integrated conditional moment tests 0 0 0 15 3 30 37 85
Basic probability theory 0 0 0 28 2 3 3 112
Complex Unit Roots and Business Cycles: Are They Real? 0 0 0 126 2 8 14 388
Conditional Treatment and Its Effect on Recidivism 0 0 0 28 3 5 7 296
Conditioning and dependence 0 0 0 3 2 4 6 32
Convergence 0 0 0 12 0 1 1 40
Functional specification of time series models 0 0 0 12 0 0 0 25
Introduction to conditioning 0 0 0 5 0 2 4 41
Model-free asymptotically best forecasting of stationary economic time series 0 0 0 7 0 4 5 49
Nonlineair regression with discrete explanatory variables: with an application to the earnings function 0 0 0 24 0 3 6 108
Nonlinear parametric regression analysis 0 0 0 29 0 3 5 74
Nonlinear regression with discrete explanatory variables 0 0 0 41 2 6 8 107
Nonparametric Nonlinear Cotrending Analysis, with an Application to Interest and Inflation in the U.S 0 0 1 6 0 0 2 27
Nonparametric cointegration analysis 0 0 0 15 1 5 8 59
Nonparametric cointegration tests 0 0 0 0 0 1 3 10
Nonparametric time series regression 0 0 0 10 0 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 0 2 2 179
Sample moments integrating normal Kernel estimators 0 0 0 6 1 4 4 43
Specification of household expenditure functions and equivalence scales by nonparametric regression 0 0 1 59 1 4 10 138
Testing stationarity against the unit root hypothesis 0 0 0 20 0 4 11 52
Tests for model misspecification 0 0 0 26 1 4 4 117
The Nadaraya-Watson Kernel regression function estimator 2 2 6 672 3 8 16 1,793
The relation between unemployment and interest rate: some empirical evidence 0 0 0 68 1 5 7 251
The relation between unemployment and interest rate: some international evidence 0 1 3 136 0 10 14 437
Total Working Papers 2 4 13 1,657 31 164 234 5,358

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 2 3 10 1,065
ARMA Memory Index Modeling of Economic Time Series 0 0 0 5 0 6 9 31
Armax model specification testing, with an application to unemployment in the Netherlands 0 0 0 171 0 3 11 524
Asymptotic Theory of Integrated Conditional Moment Tests 0 0 0 1 1 13 14 338
COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL? 0 0 1 30 3 7 12 121
CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS 0 0 0 6 4 10 12 53
CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS—CORRIGENDUM TO SUPPLEMENTARY MATERIAL 0 0 0 5 2 6 7 42
Consistent model specification tests 0 0 1 181 0 7 20 403
Econometric analysis of linearized singular dynamic stochastic general equilibrium models 0 0 0 62 6 12 15 181
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 0 5 10 528
Higher-order sample autocorrelations and the unit root hypothesis 0 0 0 42 0 3 8 153
INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS 0 0 0 12 0 4 4 55
Integrated Conditional Moment testing of quantile regression models 0 0 1 114 0 7 13 492
Job Search, Conditional Treatment and Recidivism: The Employment Services for Ex-Offenders Program Reconsidered 0 0 1 42 0 6 10 238
Model specification testing of time series regressions 0 0 2 63 0 4 12 169
Model-free Asymptotically Best Forecasting of Stationary Economic Time Series 0 0 0 6 3 6 7 44
Non-linear regression with discrete explanatory variables, with an application to the earnings function 0 0 0 97 1 6 10 298
Nonparametric Nonlinear Cotrending Analysis, with an Application to Interest and Inflation in the United States 0 0 0 0 0 6 10 206
Nonparametric cointegration analysis 0 0 0 104 0 1 4 297
On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity 0 0 1 36 1 7 12 113
Reply 0 0 0 2 1 2 2 18
SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS 0 0 1 26 1 3 6 78
Semi-nonparametric competing risks analysis of recidivism 0 0 0 81 0 5 9 310
Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method 0 0 0 16 0 5 8 142
TIME-VARYING COINTEGRATION 0 0 4 356 2 16 26 757
Testing the Recession Theory as an Explanation for the Migration Turnaround 0 0 0 12 0 2 2 97
Testing the Regional Restructuring Hypothesis in Western Germany 0 0 0 12 1 4 8 53
Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate 2 2 4 278 5 8 24 738
The econometric consequences of the ceteris paribus condition in economic theory 0 0 0 63 0 3 5 458
Total Journal Articles 2 2 17 2,252 33 170 303 8,087

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 1 10 16 201
Introduction to the Mathematical and Statistical Foundations of Econometrics 0 0 0 0 0 7 15 167
Topics in Advanced Econometrics 0 0 0 0 2 3 3 216
Total Books 0 0 0 0 3 20 34 584

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Statistics updated 2026-03-04