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 1 56
A consistent conditional moment test of functional form 0 0 1 46 0 0 3 167
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 1 375
Armax models: estimation and testing 0 0 1 82 0 2 3 166
Asymptotic power of the integrated conditional moment test against global and large local alternatives 0 0 0 1 0 1 1 16
Asymptotic theory of integrated conditional moment tests 0 0 1 15 0 1 3 49
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 3 375
Conditional Treatment and Its Effect on Recidivism 0 0 0 28 0 0 0 289
Conditioning and dependence 0 0 0 3 0 0 0 26
Convergence 0 0 0 12 0 1 3 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 1 1 44
Nonlineair regression with discrete explanatory variables: with an application to the earnings function 0 0 0 24 1 1 1 103
Nonlinear parametric regression analysis 0 0 1 29 0 1 2 70
Nonlinear regression with discrete explanatory variables 0 0 0 41 0 0 0 99
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 1 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 1 1 177
Sample moments integrating normal Kernel estimators 0 0 0 6 0 1 1 39
Specification of household expenditure functions and equivalence scales by nonparametric regression 1 1 1 59 2 2 3 130
Testing stationarity against the unit root hypothesis 0 0 0 20 0 0 1 41
Tests for model misspecification 0 0 0 26 0 1 1 113
The Nadaraya-Watson Kernel regression function estimator 1 1 4 667 2 3 16 1,779
The relation between unemployment and interest rate: some empirical evidence 0 1 1 68 0 2 4 244
The relation between unemployment and interest rate: some international evidence 0 0 3 133 0 0 4 423
Total Working Papers 2 3 14 1,646 5 21 57 5,133

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 0 324 0 0 1 1,055
ARMA Memory Index Modeling of Economic Time Series 0 0 0 5 0 0 0 22
Armax model specification testing, with an application to unemployment in the Netherlands 0 1 2 171 0 1 4 513
Asymptotic Theory of Integrated Conditional Moment Tests 0 0 0 1 0 0 2 324
COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL? 0 0 0 29 0 0 1 109
CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS 0 0 0 6 0 0 1 41
CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS—CORRIGENDUM TO SUPPLEMENTARY MATERIAL 0 0 1 5 0 0 1 35
Consistent model specification tests 1 1 6 181 2 3 9 386
Econometric analysis of linearized singular dynamic stochastic general equilibrium models 0 0 0 62 0 1 2 167
Estimating a Hedonic Earnings Function with a Nonparametric Method 0 0 0 0 0 0 0 82
Forecasting Quarterly Brazilian GDP Growth Rate With Linear and NonLinear Diffusion Index Models 0 0 0 104 0 0 0 518
Higher-order sample autocorrelations and the unit root hypothesis 0 0 0 42 0 0 1 145
INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS 0 0 0 12 0 2 2 51
Integrated Conditional Moment testing of quantile regression models 0 1 3 114 0 1 5 480
Job Search, Conditional Treatment and Recidivism: The Employment Services for Ex-Offenders Program Reconsidered 0 0 3 41 0 0 8 228
Model specification testing of time series regressions 0 1 2 62 1 2 4 159
Model-free Asymptotically Best Forecasting of Stationary Economic Time Series 0 0 0 6 0 0 0 37
Non-linear regression with discrete explanatory variables, with an application to the earnings function 0 0 2 97 1 1 4 289
Nonparametric Nonlinear Cotrending Analysis, with an Application to Interest and Inflation in the United States 0 0 0 0 0 0 0 196
Nonparametric cointegration analysis 0 0 0 104 1 1 6 294
On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity 0 0 1 35 0 4 5 103
Reply 0 0 0 2 0 0 0 16
SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS 0 0 0 25 0 0 0 72
Semi-nonparametric competing risks analysis of recidivism 0 0 0 81 0 0 1 301
Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method 0 0 0 16 1 1 2 135
TIME-VARYING COINTEGRATION 0 0 8 352 2 4 13 734
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 0 0 45
Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate 0 1 5 274 4 5 16 718
The econometric consequences of the ceteris paribus condition in economic theory 0 0 0 63 1 1 4 454
Total Journal Articles 1 5 33 2,238 13 27 92 7,804

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 1 12 186
Introduction to the Mathematical and Statistical Foundations of Econometrics 0 0 0 0 0 1 4 153
Topics in Advanced Econometrics 0 0 0 0 0 0 2 213
Total Books 0 0 0 0 1 2 18 552

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Statistics updated 2025-05-12