Herman J. Bierens

Available identifiers

zbMath Open bierens.herman-jMaRDI QIDQ278275

List of research outcomes

Publication	Date of Publication	Type
Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes	2022-06-07	Paper
Econometric Model Specification	2019-05-15	Paper
Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method	2017-05-12	Paper
Econometric analysis of linearized singular dynamic stochastic general equilibrium models	2016-05-02	Paper
Consistency and asymptotic normality of sieve ML estimators under low-level conditions	2014-11-14	Paper
CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS—CORRIGENDUM TO SUPPLEMENTARY MATERIAL	2014-11-14	Paper
Consistency and asymptotic normality of sieve ML estimators under low-level conditions	2014-11-14	Paper
INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS	2012-04-24	Paper
Time-varying cointegration	2010-10-14	Paper
SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS	2009-06-11	Paper
Introduction to the Mathematical and Satistical Foundations of Econometrics	2005-04-06	Paper
COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL?	2003-05-18	Paper
The econometric consequences of the ceteris paribus condition in economic theory	2001-09-17	Paper
Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate	2000-09-26	Paper
Asymptotic Theory of Integrated Conditional Moment Tests	1999-12-14	Paper
Nonparametric cointegration analysis	1997-08-12	Paper
Topics in Advanced Econometrics	1994-07-13	Paper
https://portal.mardi4nfdi.de/entity/Q4029495	1993-12-07	Paper
Higher-order sample autocorrelations and the unit root hypothesis	1993-11-24	Paper
Testing stationarity and trend stationarity against the unit root hypothesis	1993-06-29	Paper
A Consistent Conditional Moment Test of Functional Form	1992-06-26	Paper
https://portal.mardi4nfdi.de/entity/Q3970341	1992-06-25	Paper
Non-linear regression with discrete explanatory variables, with an application to the earnings function	1988-01-01	Paper
ARMAX model specification testing, with an application to unemployment in the Netherlands	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3696337	1984-01-01	Paper
Model specification testing of time series regressions	1984-01-01	Paper
Uniform Consistency of Kernel Estimators of a Regression Function Under Generalized Conditions	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3317900	1983-01-01	Paper
Consistent model specification tests	1982-10-01	Paper
A uniform weak law of large numbers under π‐mixing with application to nonlinear least squares estimation	1982-01-01	Paper
Consistent model specification tests	1982-01-01	Paper
Robust methods and asymptotic theory in nonlinear econometrics	1981-01-01	Paper
Consistent selection of explanatory variables	1980-01-01	Paper
Corrigendum to ``Consistency and asymptotic normality of sieve ML estimators under low-level conditions -- corrigendum to supplementary material	0001-01-03	Paper

Research outcomes over time

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