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 2 57
A consistent conditional moment test of functional form 0 0 0 46 0 0 0 167
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 0 0 114 0 0 0 375
Armax models: estimation and testing 0 0 2 83 0 0 4 167
Asymptotic power of the integrated conditional moment test against global and large local alternatives 0 0 0 1 0 0 1 16
Asymptotic theory of integrated conditional moment tests 0 0 0 15 0 1 3 51
Basic probability theory 0 0 1 28 0 0 1 109
Complex Unit Roots and Business Cycles: Are They Real? 0 0 0 126 0 1 5 378
Conditional Treatment and Its Effect on Recidivism 0 0 0 28 0 1 1 290
Conditioning and dependence 0 0 0 3 0 1 2 28
Convergence 0 0 0 12 0 0 2 39
Functional specification of time series models 0 0 0 12 0 0 0 25
Introduction to conditioning 0 0 0 5 0 0 1 37
Model-free asymptotically best forecasting of stationary economic time series 0 0 0 7 0 0 1 44
Nonlineair regression with discrete explanatory variables: with an application to the earnings function 0 0 0 24 0 0 1 103
Nonlinear parametric regression analysis 0 0 0 29 0 0 2 71
Nonlinear regression with discrete explanatory variables 0 0 0 41 0 1 1 100
Nonparametric Nonlinear Cotrending Analysis, with an Application to Interest and Inflation in the U.S 0 0 0 5 0 0 0 25
Nonparametric cointegration analysis 0 0 0 15 0 0 1 52
Nonparametric cointegration tests 0 0 0 0 0 0 1 7
Nonparametric time series regression 0 0 0 10 0 0 0 29
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 0 1 177
Sample moments integrating normal Kernel estimators 0 0 0 6 0 0 1 39
Specification of household expenditure functions and equivalence scales by nonparametric regression 0 0 1 59 1 2 5 132
Testing stationarity against the unit root hypothesis 0 0 0 20 3 4 5 45
Tests for model misspecification 0 0 0 26 0 0 1 113
The Nadaraya-Watson Kernel regression function estimator 1 1 3 668 1 1 11 1,782
The relation between unemployment and interest rate: some empirical evidence 0 0 1 68 0 0 3 244
The relation between unemployment and interest rate: some international evidence 1 2 3 135 1 2 4 425
Total Working Papers 2 3 11 1,650 6 15 60 5,156

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 1 1 325 0 2 5 1,060
ARMA Memory Index Modeling of Economic Time Series 0 0 0 5 0 1 2 24
Armax model specification testing, with an application to unemployment in the Netherlands 0 0 1 171 1 4 9 520
Asymptotic Theory of Integrated Conditional Moment Tests 0 0 0 1 0 1 1 325
COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL? 0 1 1 30 1 2 5 113
CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS 0 0 0 6 0 2 2 43
CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS—CORRIGENDUM TO SUPPLEMENTARY MATERIAL 0 0 1 5 0 1 2 36
Consistent model specification tests 0 0 5 181 0 3 10 389
Econometric analysis of linearized singular dynamic stochastic general equilibrium models 0 0 0 62 0 0 2 167
Estimating a Hedonic Earnings Function with a Nonparametric Method 0 0 0 0 2 2 2 84
Forecasting Quarterly Brazilian GDP Growth Rate With Linear and NonLinear Diffusion Index Models 0 0 0 104 1 2 3 521
Higher-order sample autocorrelations and the unit root hypothesis 0 0 0 42 1 2 3 147
INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS 0 0 0 12 0 0 2 51
Integrated Conditional Moment testing of quantile regression models 0 0 3 114 0 1 4 481
Job Search, Conditional Treatment and Recidivism: The Employment Services for Ex-Offenders Program Reconsidered 0 0 1 41 1 1 7 229
Model specification testing of time series regressions 0 0 2 63 0 1 6 162
Model-free Asymptotically Best Forecasting of Stationary Economic Time Series 0 0 0 6 0 1 1 38
Non-linear regression with discrete explanatory variables, with an application to the earnings function 0 0 1 97 0 1 4 290
Nonparametric Nonlinear Cotrending Analysis, with an Application to Interest and Inflation in the United States 0 0 0 0 0 0 1 197
Nonparametric cointegration analysis 0 0 0 104 0 1 4 295
On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity 0 0 0 35 1 1 5 104
Reply 0 0 0 2 0 0 0 16
SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS 0 1 1 26 0 1 1 73
Semi-nonparametric competing risks analysis of recidivism 0 0 0 81 0 0 0 301
Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method 0 0 0 16 0 0 1 135
TIME-VARYING COINTEGRATION 0 1 8 354 0 2 14 738
Testing the Recession Theory as an Explanation for the Migration Turnaround 0 0 0 12 0 0 0 95
Testing the Regional Restructuring Hypothesis in Western Germany 0 0 0 12 0 1 1 46
Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate 1 1 4 275 4 5 15 723
The econometric consequences of the ceteris paribus condition in economic theory 0 0 0 63 0 0 2 454
Total Journal Articles 1 5 29 2,245 12 38 114 7,857

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 3 6 156
Introduction to the Mathematical and Statistical Foundations of Econometrics 0 0 0 0 1 2 8 188
Topics in Advanced Econometrics 0 0 0 0 0 0 1 213
Total Books 0 0 0 0 1 5 15 557

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-10-06