The following pages link to Herman J. Bierens (Q278275):
Displayed 32 items.
- Consistent model specification tests (Q91781) (← links)
- Econometric analysis of linearized singular dynamic stochastic general equilibrium models (Q278276) (← links)
- Item:Q278275 (redirect page) (← links)
- Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method (Q527921) (← links)
- Non-linear regression with discrete explanatory variables, with an application to the earnings function (Q913417) (← links)
- Model specification testing of time series regressions (Q1057606) (← links)
- ARMAX model specification testing, with an application to unemployment in the Netherlands (Q1090051) (← links)
- Robust methods and asymptotic theory in nonlinear econometrics (Q1152670) (← links)
- Nonparametric cointegration analysis (Q1362072) (← links)
- Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate (Q1372921) (← links)
- The econometric consequences of the ceteris paribus condition in economic theory (Q1574215) (← links)
- Higher-order sample autocorrelations and the unit root hypothesis (Q1801414) (← links)
- CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS (Q2929842) (← links)
- CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS—CORRIGENDUM TO SUPPLEMENTARY MATERIAL (Q2929843) (← links)
- (Q3317900) (← links)
- SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS (Q3632399) (← links)
- Uniform Consistency of Kernel Estimators of a Regression Function Under Generalized Conditions (Q3680078) (← links)
- (Q3696337) (← links)
- Consistent selection of explanatory variables (Q3883337) (← links)
- (Q3970341) (← links)
- A Consistent Conditional Moment Test of Functional Form (Q3979446) (← links)
- (Q4029495) (← links)
- Topics in Advanced Econometrics (Q4301141) (← links)
- Asymptotic Theory of Integrated Conditional Moment Tests (Q4359767) (← links)
- Introduction to the Mathematical and Satistical Foundations of Econometrics (Q4666842) (← links)
- A uniform weak law of large numbers under π‐mixing with application to nonlinear least squares estimation (Q4741612) (← links)
- COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL? (Q4807272) (← links)
- TIME-VARYING COINTEGRATION (Q4933586) (← links)
- Testing stationarity and trend stationarity against the unit root hypothesis (Q5285950) (← links)
- INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS (Q5389956) (← links)
- Econometric Model Specification (Q5742675) (← links)
- Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes (Q5864457) (← links)