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 0 2 57
A consistent conditional moment test of functional form 0 0 0 46 3 3 3 170
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 1 1 1 376
Armax models: estimation and testing 0 0 1 83 0 3 6 170
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 3 4 7 55
Basic probability theory 0 0 1 28 0 0 1 109
Complex Unit Roots and Business Cycles: Are They Real? 0 0 0 126 2 2 7 380
Conditional Treatment and Its Effect on Recidivism 0 0 0 28 0 1 2 291
Conditioning and dependence 0 0 0 3 0 0 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 2 3 39
Model-free asymptotically best forecasting of stationary economic time series 0 0 0 7 1 1 2 45
Nonlineair regression with discrete explanatory variables: with an application to the earnings function 0 0 0 24 1 2 3 105
Nonlinear parametric regression analysis 0 0 0 29 0 0 2 71
Nonlinear regression with discrete explanatory variables 0 0 0 41 0 1 2 101
Nonparametric Nonlinear Cotrending Analysis, with an Application to Interest and Inflation in the U.S 1 1 1 6 1 2 2 27
Nonparametric cointegration analysis 0 0 0 15 1 2 3 54
Nonparametric cointegration tests 0 0 0 0 1 2 3 9
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 2 3 7 134
Testing stationarity against the unit root hypothesis 0 0 0 20 1 6 8 48
Tests for model misspecification 0 0 0 26 0 0 1 113
The Nadaraya-Watson Kernel regression function estimator 2 3 4 670 2 4 11 1,785
The relation between unemployment and interest rate: some empirical evidence 0 0 1 68 2 2 5 246
The relation between unemployment and interest rate: some international evidence 0 1 3 135 1 3 6 427
Total Working Papers 3 5 12 1,653 22 44 94 5,194

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 2 7 1,062
ARMA Memory Index Modeling of Economic Time Series 0 0 0 5 0 1 3 25
Armax model specification testing, with an application to unemployment in the Netherlands 0 0 1 171 1 2 10 521
Asymptotic Theory of Integrated Conditional Moment Tests 0 0 0 1 0 0 1 325
COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL? 0 0 1 30 0 2 6 114
CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS 0 0 0 6 0 0 2 43
CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS—CORRIGENDUM TO SUPPLEMENTARY MATERIAL 0 0 0 5 0 0 1 36
Consistent model specification tests 0 0 3 181 4 7 15 396
Econometric analysis of linearized singular dynamic stochastic general equilibrium models 0 0 0 62 2 2 3 169
Estimating a Hedonic Earnings Function with a Nonparametric Method 0 0 0 0 0 3 3 85
Forecasting Quarterly Brazilian GDP Growth Rate With Linear and NonLinear Diffusion Index Models 0 0 0 104 0 3 5 523
Higher-order sample autocorrelations and the unit root hypothesis 0 0 0 42 2 4 5 150
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 1 114 3 4 6 485
Job Search, Conditional Treatment and Recidivism: The Employment Services for Ex-Offenders Program Reconsidered 0 1 2 42 1 4 7 232
Model specification testing of time series regressions 0 0 2 63 2 3 8 165
Model-free Asymptotically Best Forecasting of Stationary Economic Time Series 0 0 0 6 0 0 1 38
Non-linear regression with discrete explanatory variables, with an application to the earnings function 0 0 1 97 2 2 5 292
Nonparametric Nonlinear Cotrending Analysis, with an Application to Interest and Inflation in the United States 0 0 0 0 2 3 4 200
Nonparametric cointegration analysis 0 0 0 104 0 1 4 296
On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity 1 1 1 36 1 3 7 106
Reply 0 0 0 2 0 0 0 16
SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS 0 0 1 26 1 2 3 75
Semi-nonparametric competing risks analysis of recidivism 0 0 0 81 3 4 4 305
Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method 0 0 0 16 1 2 3 137
TIME-VARYING COINTEGRATION 2 2 5 356 2 3 12 741
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 1 3 4 49
Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate 0 2 5 276 2 11 21 730
The econometric consequences of the ceteris paribus condition in economic theory 0 0 0 63 0 1 2 455
Total Journal Articles 3 6 24 2,250 32 72 154 7,917

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 4 8 160
Introduction to the Mathematical and Statistical Foundations of Econometrics 0 0 0 0 2 4 8 191
Topics in Advanced Econometrics 0 0 0 0 0 0 1 213
Total Books 0 0 0 0 3 8 17 564

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Statistics updated 2025-12-06