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 0 1 8 65
A consistent conditional moment test of functional form 0 0 1 47 1 1 21 188
A note on the limiting distribution of sample autocorrelations in the presence of a unit root 0 0 0 4 0 0 12 41
Armax model specification testing, with an application to unemployment in the Netherlands 0 0 0 114 0 1 9 384
Armax models: estimation and testing 0 0 0 83 0 0 11 178
Asymptotic power of the integrated conditional moment test against global and large local alternatives 0 0 0 1 0 0 6 22
Asymptotic theory of integrated conditional moment tests 0 0 0 15 0 1 41 92
Basic probability theory 0 0 0 28 0 0 5 114
Complex Unit Roots and Business Cycles: Are They Real? 0 0 0 126 1 2 15 393
Conditional Treatment and Its Effect on Recidivism 0 0 0 28 0 0 11 301
Conditioning and dependence 0 0 0 3 0 0 6 34
Convergence 0 0 0 12 1 2 5 44
Functional specification of time series models 0 0 0 12 0 0 1 26
Introduction to conditioning 0 0 0 5 0 0 7 44
Model-free asymptotically best forecasting of stationary economic time series 0 0 0 7 0 1 7 51
Nonlineair regression with discrete explanatory variables: with an application to the earnings function 0 0 0 24 0 0 7 110
Nonlinear parametric regression analysis 0 0 0 29 1 1 10 81
Nonlinear regression with discrete explanatory variables 0 0 0 41 0 0 12 112
Nonparametric Nonlinear Cotrending Analysis, with an Application to Interest and Inflation in the U.S 0 0 1 6 0 1 7 32
Nonparametric cointegration analysis 0 0 0 15 0 0 7 59
Nonparametric cointegration tests 0 0 0 0 0 0 8 15
Nonparametric time series regression 0 0 0 10 0 0 3 32
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 1 1 8 185
Sample moments integrating normal Kernel estimators 0 0 0 6 1 1 9 48
Specification of household expenditure functions and equivalence scales by nonparametric regression 0 0 0 59 0 0 11 142
Testing stationarity against the unit root hypothesis 0 0 0 20 0 0 12 54
Tests for model misspecification 0 0 0 26 1 1 7 120
The Nadaraya-Watson Kernel regression function estimator 0 2 8 675 2 8 31 1,812
The relation between unemployment and interest rate: some empirical evidence 0 0 0 68 1 2 11 255
The relation between unemployment and interest rate: some international evidence 0 0 2 136 0 0 16 440
Total Working Papers 0 2 12 1,660 10 24 324 5,474

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 0 325 1 2 10 1,070
ARMA Memory Index Modeling of Economic Time Series 0 0 0 5 0 1 10 34
Armax model specification testing, with an application to unemployment in the Netherlands 0 0 0 171 0 3 13 532
Asymptotic Theory of Integrated Conditional Moment Tests 0 0 0 1 1 3 25 350
COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL? 0 0 0 30 0 0 9 121
CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS 0 0 0 6 0 2 13 56
CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS—CORRIGENDUM TO SUPPLEMENTARY MATERIAL 0 0 0 5 1 1 10 46
Consistent model specification tests 0 1 2 183 0 3 20 409
Econometric analysis of linearized singular dynamic stochastic general equilibrium models 0 0 0 62 0 0 16 183
Estimating a Hedonic Earnings Function with a Nonparametric Method 0 0 0 0 1 2 6 88
Forecasting Quarterly Brazilian GDP Growth Rate With Linear and NonLinear Diffusion Index Models 0 0 0 104 0 1 14 534
Higher-order sample autocorrelations and the unit root hypothesis 0 0 0 42 0 0 9 155
INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS 0 0 0 12 0 1 10 61
Integrated Conditional Moment testing of quantile regression models 0 0 1 115 0 0 16 497
Job Search, Conditional Treatment and Recidivism: The Employment Services for Ex-Offenders Program Reconsidered 0 0 1 42 0 2 18 246
Model specification testing of time series regressions 0 0 1 64 0 1 11 173
Model-free Asymptotically Best Forecasting of Stationary Economic Time Series 0 0 0 6 0 0 9 47
Non-linear regression with discrete explanatory variables, with an application to the earnings function 0 0 0 97 0 0 8 298
Nonparametric Nonlinear Cotrending Analysis, with an Application to Interest and Inflation in the United States 0 0 0 0 0 0 13 210
Nonparametric cointegration analysis 0 0 0 104 0 0 2 297
On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity 0 0 1 36 1 1 12 115
Reply 0 0 0 2 0 0 3 19
SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS 0 0 0 26 0 0 8 81
Semi-nonparametric competing risks analysis of recidivism 0 0 0 81 2 2 15 316
Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method 0 0 0 16 0 2 13 148
TIME-VARYING COINTEGRATION 1 2 4 358 1 3 28 766
Testing the Recession Theory as an Explanation for the Migration Turnaround 0 0 0 12 0 0 3 98
Testing the Regional Restructuring Hypothesis in Western Germany 0 0 0 12 0 0 8 54
Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate 0 1 7 281 1 3 27 746
The econometric consequences of the ceteris paribus condition in economic theory 0 0 1 64 0 1 11 465
Total Journal Articles 1 4 18 2,262 9 34 370 8,215

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 3 3 17 173
Introduction to the Mathematical and Statistical Foundations of Econometrics 0 0 0 0 3 3 19 206
Topics in Advanced Econometrics 0 0 0 0 1 1 5 218
Total Books 0 0 0 0 7 7 41 597

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Statistics updated 2026-09-10