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 1 1 9 66
A consistent conditional moment test of functional form 0 0 1 47 2 3 23 190
A note on the limiting distribution of sample autocorrelations in the presence of a unit root 0 0 0 4 2 2 14 43
Armax model specification testing, with an application to unemployment in the Netherlands 0 0 0 114 1 1 10 385
Armax models: estimation and testing 0 0 0 83 4 5 13 183
Asymptotic power of the integrated conditional moment test against global and large local alternatives 0 0 0 1 3 3 9 25
Asymptotic theory of integrated conditional moment tests 0 0 0 15 3 4 44 96
Basic probability theory 0 0 0 28 0 0 5 114
Complex Unit Roots and Business Cycles: Are They Real? 0 1 1 127 1 4 18 396
Conditional Treatment and Its Effect on Recidivism 0 0 0 28 2 3 13 304
Conditioning and dependence 0 0 0 3 3 3 9 37
Convergence 0 0 0 12 0 1 5 44
Functional specification of time series models 0 0 0 12 1 1 2 27
Introduction to conditioning 0 0 0 5 2 2 7 46
Model-free asymptotically best forecasting of stationary economic time series 0 0 0 7 2 2 9 53
Nonlineair regression with discrete explanatory variables: with an application to the earnings function 0 0 0 24 0 0 6 110
Nonlinear parametric regression analysis 0 0 0 29 0 1 10 81
Nonlinear regression with discrete explanatory variables 0 0 0 41 2 2 13 114
Nonparametric Nonlinear Cotrending Analysis, with an Application to Interest and Inflation in the U.S 0 0 1 6 0 0 6 32
Nonparametric cointegration analysis 0 0 0 15 2 2 8 61
Nonparametric cointegration tests 0 0 0 0 1 1 8 16
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 2 9 186
Sample moments integrating normal Kernel estimators 0 0 0 6 1 2 10 49
Specification of household expenditure functions and equivalence scales by nonparametric regression 0 0 0 59 0 0 10 142
Testing stationarity against the unit root hypothesis 0 0 0 20 0 0 7 54
Tests for model misspecification 0 0 0 26 0 1 7 120
The Nadaraya-Watson Kernel regression function estimator 0 0 7 675 2 4 31 1,814
The relation between unemployment and interest rate: some empirical evidence 0 0 0 68 3 4 14 258
The relation between unemployment and interest rate: some international evidence 0 0 1 136 4 4 18 444
Total Working Papers 0 1 11 1,661 43 58 350 5,522

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 4 6 15 1,075
ARMA Memory Index Modeling of Economic Time Series 0 0 0 5 2 2 11 36
Armax model specification testing, with an application to unemployment in the Netherlands 0 0 0 171 1 1 13 533
Asymptotic Theory of Integrated Conditional Moment Tests 0 0 0 1 5 6 30 355
COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL? 0 0 0 30 0 1 8 122
CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS 0 0 0 6 5 5 18 61
CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS—CORRIGENDUM TO SUPPLEMENTARY MATERIAL 0 0 0 5 2 3 12 48
Consistent model specification tests 0 0 2 183 5 7 24 416
Econometric analysis of linearized singular dynamic stochastic general equilibrium models 0 0 0 62 1 1 17 184
Estimating a Hedonic Earnings Function with a Nonparametric Method 0 0 0 0 2 3 5 90
Forecasting Quarterly Brazilian GDP Growth Rate With Linear and NonLinear Diffusion Index Models 0 0 0 104 1 1 12 535
Higher-order sample autocorrelations and the unit root hypothesis 0 0 0 42 0 0 7 155
INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS 0 0 0 12 0 0 10 61
Integrated Conditional Moment testing of quantile regression models 0 0 1 115 0 1 16 498
Job Search, Conditional Treatment and Recidivism: The Employment Services for Ex-Offenders Program Reconsidered 0 0 0 42 0 0 15 246
Model specification testing of time series regressions 0 0 1 64 2 2 12 175
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 2 2 10 300
Nonparametric Nonlinear Cotrending Analysis, with an Application to Interest and Inflation in the United States 0 0 0 0 2 2 14 212
Nonparametric cointegration analysis 1 1 1 105 3 3 4 300
On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity 0 0 1 36 1 3 12 117
Reply 0 0 0 2 1 1 4 20
SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS 0 0 0 26 2 4 11 85
Semi-nonparametric competing risks analysis of recidivism 0 0 0 81 2 4 16 318
Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method 0 0 0 16 0 0 12 148
TIME-VARYING COINTEGRATION 1 4 7 361 3 7 33 772
Testing the Recession Theory as an Explanation for the Migration Turnaround 0 0 0 12 5 5 8 103
Testing the Regional Restructuring Hypothesis in Western Germany 0 0 0 12 1 1 7 55
Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate 1 1 6 282 5 7 24 752
The econometric consequences of the ceteris paribus condition in economic theory 0 0 1 64 1 1 11 466
Total Journal Articles 3 6 20 2,267 58 79 400 8,285

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 2 5 16 175
Introduction to the Mathematical and Statistical Foundations of Econometrics 0 0 0 0 5 10 24 213
Topics in Advanced Econometrics 0 0 0 0 2 3 7 220
Total Books 0 0 0 0 9 18 47 608

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Statistics updated 2026-11-12