H. Bierens

发表

Advances in Econometrics: Kernel estimators of regression functions

H. Bierens, 1987 .

Armax model specification testing, with an application to unemployment in the Netherlands

H. Bierens, 1987 .

Consistent model specification tests

H. Bierens, 1982 .

Model specification testing of time series regressions

H. Bierens, 1984 .

Nonlineair regression with discrete explanatory variables

H. Bierens, J. Hartog, 1988 .

A consistent conditional moment test of functional form

Herman J. Bierens, H. Bierens, 1990 .

INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS

H. Bierens, Li Wang, 2011, Econometric Theory.

Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models

H. Bierens, 1996 .

TIME-VARYING COINTEGRATION

H. Bierens, L. Martins, 2010, Econometric Theory.

Comment on “artificial neural networks: an econometric perspective” by chung-ming kuan and halbert white

Herman J. Bierens, H. Bierens, 1994 .

Asymptotic Theory of Integrated Conditional Moment Tests

Herman J. Bierens, Werner Ploberger, H. Bierens, 1997 .

Semi-Nonparametric Identification and Estimation of the Stochastic Frontier Model

H. Bierens, 2019 .

Semi-Nonparametric Identi fi cation and Estimation of the Stochastic Frontier Model

H. Bierens, 2019 .

Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes

H. Bierens, Li Wang, 2017 .

Semi-nonparametric competing risks analysis of recidivism

Herman J. Bierens, José Raimundo Carvalho, H. Bierens, 2007 .

Integrated Conditional Moment testing of quantile regression models

Herman J. Bierens, Donna K. Ginther, H. Bierens, 2001 .

ARMA Memory Index Modeling of Economic Time Series

Herman J. Bierens, H. Bierens, 1988, Econometric Theory.

Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method

H. Bierens, Hosin Song, 2012 .

Uniform Consistency of Kernel Estimators of a Regression Function under Generalized Conditions

Herman J. Bierens, H. Bierens, 1983 .

Econometric analysis of linearized singular dynamic stochastic general equilibrium models

Herman J. Bierens, H. Bierens, 2007 .

Specification of household engel curves by nonparametric regression

Herman J. Bierens, H. Bierens, Hettie A. Pott-Buter, 1991 .

The Hilbert Space Theoretical Foundation of Semi-Nonparametric Modeling

H. Bierens, 2014 .

Topics in advanced econometrics: Contents

H. Bierens, 1994 .

Job Search, Conditional Treatment and Recidivism: The Employment Services for Ex-Offenders Program Reconsidered

H. Bierens, J. Carvalho, 2011 .

SERIE RESEHREH mElllORnilDA A NOTE ON THE LIMITING DISTRIBUTION OF SAMPLE AUTOCORRELATIONS IN THE PRESENCE OF A UNIT ROOT by

H. Bierens, 2007 .

COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL?

H. Bierens, 2000, Econometric Theory.

Information Criteria and Model Selection

Herman J. Bierens, H. Bierens, 2005 .

Testing stationarity and trend stationarity against the unit root hypothesis

Herman J. Bierens, H. Bierens, Shingyi Guo, 1993 .

SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS

Herman J. Bierens, H. Bierens, 2008, Econometric Theory.

Population Forecasting at the City Level: An Econometric Approach

Herman J. Bierens, H. Bierens, Roy Hoever, 1985 .

THE NADARAYA-WATSON KERNEL REGRESSION

H. Bierens, 2007 .

Model-free Asymptotically Best Forecasting of Stationary Economic Time Series

H. Bierens, 1990, Econometric Theory.

Non-linear regression with discrete explanatory variables, with an application to the earnings function

H. Bierens, J. Hartog, H. J. Bierens, 1988 .

Consistent selection of explanatory variables

H. Bierens, 1980 .

Semi-Nonparametric Modeling and Estimation of First-Price Auction Models with Auction-Specific Heterogeneity

H. Bierens, Hosin Song, 2011 .

CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS—CORRIGENDUM TO SUPPLEMENTARY MATERIAL

H. Bierens, 2014, Econometric Theory.

CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS

H. Bierens, 2014, Econometric Theory.

Note on the Consistency of Sieve Estimators

H. Bierens, 2012 .

Consistency and Asymptotic Normality of Sieve Estimators Under Weak and Verifiable Conditions

H. Bierens, 2011 .

Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate☆

Herman J. Bierens, H. Bierens, 1997 .

The relation between unemployment and interest rate: Some empirical evidence

Lourens Broersma, Herman J. Bierens, L. Broersma, 1990 .

Testing the Recession Theory as an Explanation for the Migration Turnaround

H. Bierens, T Kontuly, H J Bierens, 1990, Environment & planning A.

The Weighted Integrated Conditional Moment Test for the Validity of Stationary Time Series Regression Models ∗

H. Bierens, 2015 .

Separate Appendix to: "Time Varying Cointegration

H. Bierens, L. Martins, 2009 .

Serie Research Memoranda The Relation Between Unemployment and Interest Rate : Some international evidence

L. Broersma, H. Bierens, 2007 .

ASYMPTOTIC THEORY OF INTEGRATED CONDITIONAL MOMENT TESTS 1 By

H. Bierens, W. Ploberger, 1996 .

The relation between unemployment and interest rate

L. Broersma, H. Bierens, 1991 .

Least Squares Estimation of Linear and Nonlinear ARMAX Models under Data Heterogeneity

H. Bierens, 1990 .

Conditioning and dependence

H. Bierens, 1988 .

Nonparametric cointegration analysis

H. Bierens, 1997 .

On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity

H. Bierens, R. M. Jong, 1994, Econometric Theory.

Semi-Nonparametric Modeling and Estimation ∗

H. Bierens, 2009 .

OF FUNCTIONAL FORM

H. Bierens, 1990 .

An Econometric Model of Credit Spreads with Rebalancing, Arch and Jump Effects

Jing-Zhi Huang, H. Bierens, Jing-Zhi Huang, 2003 .

Time-Series Estimation of Aggregate Corporate Bond Credit Spreads ∗

H. Bierens, Herman Bierens, 2005 .

Specification of household expenditure functions and equivalence scales by nonparametric regression

H. Bierens, Hettie A. Pott-Buter, 1987 .

Conditional Treatment and Its Effect on Recidivism

Herman J. Bierens, José Raimundo Carvalho, H. Bierens, 2007 .

A uniform weak law of large numbers under π‐mixing with application to nonlinear least squares estimation

Herman J. Bierens, H. Bierens, 1982 .

Topics in advanced econometrics

Herman J. Bierens, H. Bierens, 1997 .

Nonparametric Nonlinear Cotrending Analysis, With an Application to Interest and Inflation in the United States

Herman J. Bierens, H. Bierens, 2000 .

Forecasting Quarterly Brazilian GDP Growth Rate With Linear and NonLinear Diffusion Index Models

Herman J. Bierens, Ivan Castelar, H. Bierens, 2005 .

Consistent Model Speci fi cation Tests ∗

H. Bierens, 1982 .

CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS

H. Bierens, 2014, Econometric Theory.

The Nadaraya-Watson Kernel regression function estimator

Herman J. Bierens, H. Bierens, 1988 .

Estimating a hedonic earnings function with a nonparametric method

H. Bierens, J. Hartog, 1988 .

SERIE RESEARCH mEmORRIIDR

H. Bierens, 1989 .

Estimation, Inference and Specification Analysis.

Adrian Pagan, Adrian Pagan, Halbert White, 1996 .

Nonparametric Identi fi cation of the First-Price Auction Model

H. Bierens, 2011 .

The econometric consequences of the ceteris paribus condition in economic theory

Norman R. Swanson, Herman J. Bierens, H. Bierens, 2000 .

A Test for Model Specification in the Absence of Alternative Hypothesis

H. Bierens, 1981 .

A Test for Model Specification of Nonlinear Time Series Regressions

Herman J. Bierens, H. Bierens, 1981 .

Robust Methods and Asymptotic Theory in Nonlinear Econometrics

Herman J. Bierens, H. Bierens, 1981 .

Higher-order sample autocorrelations and the unit root hypothesis

H. Bierens, 1993 .

Nonparametric Identi fi cation of First-Price Auction Models with Unbounded Values and Observed Auction-Speci fi c Heterogeneity

H. Bierens, Hosin Song, 2006 .

Nonparametric Nonlinear Co-Trending Analysis , With an Application to Interest and Inflation in the U . S . Herman

H. Bierens, J. Bierens, 1999 .