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 3 8 64
A consistent conditional moment test of functional form 0 0 1 47 0 0 20 187
A note on the limiting distribution of sample autocorrelations in the presence of a unit root 0 0 0 4 1 3 12 41
Armax model specification testing, with an application to unemployment in the Netherlands 0 0 0 114 0 1 8 383
Armax models: estimation and testing 0 0 1 83 0 3 12 178
Asymptotic power of the integrated conditional moment test against global and large local alternatives 0 0 0 1 0 0 6 22
Asymptotic theory of integrated conditional moment tests 0 0 0 15 0 6 42 91
Basic probability theory 0 0 0 28 0 2 5 114
Complex Unit Roots and Business Cycles: Are They Real? 0 0 0 126 0 3 16 391
Conditional Treatment and Its Effect on Recidivism 0 0 0 28 1 5 12 301
Conditioning and dependence 0 0 0 3 0 2 7 34
Convergence 0 0 0 12 0 2 3 42
Functional specification of time series models 0 0 0 12 0 1 1 26
Introduction to conditioning 0 0 0 5 0 3 7 44
Model-free asymptotically best forecasting of stationary economic time series 0 0 0 7 0 1 6 50
Nonlineair regression with discrete explanatory variables: with an application to the earnings function 0 0 0 24 1 2 7 110
Nonlinear parametric regression analysis 0 0 0 29 0 6 10 80
Nonlinear regression with discrete explanatory variables 0 0 0 41 0 5 13 112
Nonparametric Nonlinear Cotrending Analysis, with an Application to Interest and Inflation in the U.S 0 0 1 6 0 4 6 31
Nonparametric cointegration analysis 0 0 0 15 0 0 7 59
Nonparametric cointegration tests 0 0 0 0 0 5 8 15
Nonparametric time series regression 0 0 0 10 0 2 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 0 5 7 184
Sample moments integrating normal Kernel estimators 0 0 0 6 0 4 8 47
Specification of household expenditure functions and equivalence scales by nonparametric regression 0 0 0 59 0 4 12 142
Testing stationarity against the unit root hypothesis 0 0 0 20 0 2 13 54
Tests for model misspecification 0 0 0 26 2 2 6 119
The Nadaraya-Watson Kernel regression function estimator 0 1 6 673 1 11 25 1,804
The relation between unemployment and interest rate: some empirical evidence 0 0 0 68 0 2 9 253
The relation between unemployment and interest rate: some international evidence 0 0 3 136 0 3 17 440
Total Working Papers 0 1 12 1,658 6 92 316 5,450

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 13 1,068
ARMA Memory Index Modeling of Economic Time Series 0 0 0 5 0 2 11 33
Armax model specification testing, with an application to unemployment in the Netherlands 0 0 0 171 0 5 15 529
Asymptotic Theory of Integrated Conditional Moment Tests 0 0 0 1 4 9 23 347
COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL? 0 0 1 30 0 0 12 121
CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS 0 0 0 6 1 1 13 54
CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS—CORRIGENDUM TO SUPPLEMENTARY MATERIAL 0 0 0 5 0 3 10 45
Consistent model specification tests 1 1 1 182 1 3 20 406
Econometric analysis of linearized singular dynamic stochastic general equilibrium models 0 0 0 62 0 2 16 183
Estimating a Hedonic Earnings Function with a Nonparametric Method 0 0 0 0 0 1 4 86
Forecasting Quarterly Brazilian GDP Growth Rate With Linear and NonLinear Diffusion Index Models 0 0 0 104 2 5 14 533
Higher-order sample autocorrelations and the unit root hypothesis 0 0 0 42 0 2 10 155
INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS 0 0 0 12 0 5 9 60
Integrated Conditional Moment testing of quantile regression models 0 1 1 115 1 5 17 497
Job Search, Conditional Treatment and Recidivism: The Employment Services for Ex-Offenders Program Reconsidered 0 0 1 42 1 6 16 244
Model specification testing of time series regressions 0 1 1 64 1 3 12 172
Model-free Asymptotically Best Forecasting of Stationary Economic Time Series 0 0 0 6 0 3 10 47
Non-linear regression with discrete explanatory variables, with an application to the earnings function 0 0 0 97 0 0 9 298
Nonparametric Nonlinear Cotrending Analysis, with an Application to Interest and Inflation in the United States 0 0 0 0 1 4 13 210
Nonparametric cointegration analysis 0 0 0 104 0 0 3 297
On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity 0 0 1 36 0 1 11 114
Reply 0 0 0 2 0 1 3 19
SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS 0 0 1 26 0 3 9 81
Semi-nonparametric competing risks analysis of recidivism 0 0 0 81 0 4 13 314
Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method 0 0 0 16 0 4 11 146
TIME-VARYING COINTEGRATION 0 0 3 356 1 6 27 763
Testing the Recession Theory as an Explanation for the Migration Turnaround 0 0 0 12 0 1 3 98
Testing the Regional Restructuring Hypothesis in Western Germany 0 0 0 12 0 1 9 54
Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate 0 2 6 280 1 5 25 743
The econometric consequences of the ceteris paribus condition in economic theory 0 1 1 64 0 6 10 464
Total Journal Articles 1 6 18 2,258 15 94 371 8,181

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 2 17 203
Introduction to the Mathematical and Statistical Foundations of Econometrics 0 0 0 0 0 3 17 170
Topics in Advanced Econometrics 0 0 0 0 1 1 4 217
Total Books 0 0 0 0 1 6 38 590

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Statistics updated 2026-06-04