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 2 2 4 59
A consistent conditional moment test of functional form 0 0 0 46 13 16 16 183
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 2 2 377
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 3 3 4 19
Asymptotic theory of integrated conditional moment tests 0 0 0 15 18 22 25 73
Basic probability theory 0 0 1 28 0 0 1 109
Complex Unit Roots and Business Cycles: Are They Real? 0 0 0 126 3 5 10 383
Conditional Treatment and Its Effect on Recidivism 0 0 0 28 1 2 3 292
Conditioning and dependence 0 0 0 3 1 1 3 29
Convergence 0 0 0 12 1 1 3 40
Functional specification of time series models 0 0 0 12 0 0 0 25
Introduction to conditioning 0 0 0 5 1 3 4 40
Model-free asymptotically best forecasting of stationary economic time series 0 0 0 7 2 3 4 47
Nonlineair regression with discrete explanatory variables: with an application to the earnings function 0 0 0 24 1 3 4 106
Nonlinear parametric regression analysis 0 0 0 29 2 2 4 73
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 0 1 1 6 0 2 2 27
Nonparametric cointegration analysis 0 0 0 15 0 2 3 54
Nonparametric cointegration tests 0 0 0 0 0 2 2 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 1 3 7 135
Testing stationarity against the unit root hypothesis 0 0 0 20 0 3 8 48
Tests for model misspecification 0 0 0 26 1 1 2 114
The Nadaraya-Watson Kernel regression function estimator 0 2 4 670 1 4 11 1,786
The relation between unemployment and interest rate: some empirical evidence 0 0 1 68 3 5 8 249
The relation between unemployment and interest rate: some international evidence 0 0 3 135 2 4 8 429
Total Working Papers 0 3 12 1,653 57 95 148 5,251

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 1 3 8 1,063
ARMA Memory Index Modeling of Economic Time Series 0 0 0 5 1 2 4 26
Armax model specification testing, with an application to unemployment in the Netherlands 0 0 1 171 1 2 10 522
Asymptotic Theory of Integrated Conditional Moment Tests 0 0 0 1 2 2 3 327
COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL? 0 0 1 30 2 3 8 116
CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS 0 0 0 6 1 1 3 44
CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS—CORRIGENDUM TO SUPPLEMENTARY MATERIAL 0 0 0 5 1 1 2 37
Consistent model specification tests 0 0 2 181 2 9 16 398
Econometric analysis of linearized singular dynamic stochastic general equilibrium models 0 0 0 62 1 3 4 170
Estimating a Hedonic Earnings Function with a Nonparametric Method 0 0 0 0 0 1 3 85
Forecasting Quarterly Brazilian GDP Growth Rate With Linear and NonLinear Diffusion Index Models 0 0 0 104 0 2 5 523
Higher-order sample autocorrelations and the unit root hypothesis 0 0 0 42 2 5 7 152
INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS 0 0 0 12 1 1 3 52
Integrated Conditional Moment testing of quantile regression models 0 0 1 114 2 6 8 487
Job Search, Conditional Treatment and Recidivism: The Employment Services for Ex-Offenders Program Reconsidered 0 1 1 42 0 3 5 232
Model specification testing of time series regressions 0 0 2 63 1 4 9 166
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 0 97 1 3 5 293
Nonparametric Nonlinear Cotrending Analysis, with an Application to Interest and Inflation in the United States 0 0 0 0 5 8 9 205
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 0 1 1 36 0 2 7 106
Reply 0 0 0 2 1 1 1 17
SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS 0 0 1 26 0 2 3 75
Semi-nonparametric competing risks analysis of recidivism 0 0 0 81 1 5 5 306
Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method 0 0 0 16 0 2 3 137
TIME-VARYING COINTEGRATION 0 2 5 356 4 7 16 745
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 2 5 6 51
Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate 0 1 3 276 1 8 19 731
The econometric consequences of the ceteris paribus condition in economic theory 0 0 0 63 1 2 3 456
Total Journal Articles 0 5 19 2,250 34 94 180 7,951

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 6 10 194
Introduction to the Mathematical and Statistical Foundations of Econometrics 0 0 0 0 3 7 11 163
Topics in Advanced Econometrics 0 0 0 0 0 0 1 213
Total Books 0 0 0 0 6 13 22 570

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Statistics updated 2026-01-09