Herman J. Bierens

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Person:278275

Available identifiers

zbMath Open bierens.herman-jMaRDI QIDQ278275

List of research outcomes

PublicationDate of PublicationType
Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes2022-06-07Paper
Econometric Model Specification2019-05-15Paper
Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method2017-05-12Paper
Econometric analysis of linearized singular dynamic stochastic general equilibrium models2016-05-02Paper
CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS2014-11-14Paper
CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS—CORRIGENDUM TO SUPPLEMENTARY MATERIAL2014-11-14Paper
Consistency and asymptotic normality of sieve ML estimators under low-level conditions2014-11-14Paper
INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS2012-04-24Paper
TIME-VARYING COINTEGRATION2010-10-14Paper
SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS2009-06-11Paper
Introduction to the Mathematical and Satistical Foundations of Econometrics2005-04-06Paper
COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL?2003-05-18Paper
The econometric consequences of the ceteris paribus condition in economic theory2001-09-17Paper
Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate2000-09-26Paper
Asymptotic Theory of Integrated Conditional Moment Tests1999-12-14Paper
Nonparametric cointegration analysis1997-08-12Paper
Topics in Advanced Econometrics1994-07-13Paper
https://portal.mardi4nfdi.de/entity/Q40294951993-12-07Paper
Higher-order sample autocorrelations and the unit root hypothesis1993-11-24Paper
Testing stationarity and trend stationarity against the unit root hypothesis1993-06-29Paper
A Consistent Conditional Moment Test of Functional Form1992-06-26Paper
https://portal.mardi4nfdi.de/entity/Q39703411992-06-25Paper
Non-linear regression with discrete explanatory variables, with an application to the earnings function1988-01-01Paper
ARMAX model specification testing, with an application to unemployment in the Netherlands1987-01-01Paper
Model specification testing of time series regressions1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36963371984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33179001983-01-01Paper
Uniform Consistency of Kernel Estimators of a Regression Function Under Generalized Conditions1983-01-01Paper
Consistent model specification tests1982-10-01Paper
Consistent model specification tests1982-01-01Paper
A uniform weak law of large numbers under π‐mixing with application to nonlinear least squares estimation1982-01-01Paper
Robust methods and asymptotic theory in nonlinear econometrics1981-01-01Paper
Consistent selection of explanatory variables1980-01-01Paper
Corrigendum to ``Consistency and asymptotic normality of sieve ML estimators under low-level conditions -- corrigendum to supplementary material0001-01-03Paper

Research outcomes over time


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