IDEAS home Printed from https://ideas.repec.org/e/pbi63.html
   My authors  Follow this author

Herman J. Bierens

Personal Details

First Name:Herman
Middle Name:J.
Last Name:Bierens
Suffix:
RePEc Short-ID:pbi63
http://www.personal.psu.edu/hxb11/
Terminal Degree:1980 Faculteit Economie en Bedrijfskunde; Universiteit van Amsterdam (from RePEc Genealogy)

Affiliation

Department of Economics
Pennsylvania State University

State College, Pennsylvania (United States)
http://econ.la.psu.edu/
RePEc:edi:depsuus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Books

Working papers

  1. Jose Raimundo Carvalho & Herman Bierens, 2004. "Conditional Treatment and Its Effect on Recidivism," Econometric Society 2004 Latin American Meetings 84, Econometric Society.
  2. Herman J. Bierens, 2000. "Complex Unit Roots and Business Cycles: Are They Real?," Econometric Society World Congress 2000 Contributed Papers 0197, Econometric Society.
  3. Bierens, H.J., 1996. "Nonparametric Nonlinear Cotrending Analysis, with an Application to Interest and Inflation in the U.S," Discussion Paper 1996-62, Tilburg University, Center for Economic Research.
  4. Bierens, H.J. & Ploberger, W., 1995. "Asymptotic theory of integrated conditional moment tests," Discussion Paper 1995-124, Tilburg University, Center for Economic Research.
  5. Ploberger, W. & Bierens, H.J., 1995. "Asymptotic power of the integrated conditional moment test against global and large local alternatives," Discussion Paper 1995-122, Tilburg University, Center for Economic Research.
  6. Bierens, H.J., 1995. "Nonparametric cointegration analysis," Discussion Paper 1995-123, Tilburg University, Center for Economic Research.
  7. Bierens, H.J., 1994. "Nonparametric cointegration tests," Discussion Paper 1994-19, Tilburg University, Center for Economic Research.
  8. Bierens, H.J. & Broersma, L., 1991. "The relation between unemployment and interest rate : some international evidence," Serie Research Memoranda 0112, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  9. Jong, R.M. & Bierens, H.J., 1991. "On the limit behavior of a chi-square type test if the number of conditional moments tested approaches infinity preliminary version," Serie Research Memoranda 0035, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  10. Bierens, H.J. & Broersma, L., 1990. "The relation between unemployment and interest rate : some empirical evidence," Serie Research Memoranda 0078, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  11. Bierens, H.J., 1990. "A note on the limiting distribution of sample autocorrelations in the presence of a unit root," Serie Research Memoranda 0034, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  12. Bierens, H.J., 1989. "Testing stationarity against the unit root hypothesis," Serie Research Memoranda 0081, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  13. Bierens, H.J., 1989. "A consistent conditional moment test of functional form," Serie Research Memoranda 0064, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  14. Bierens, H.J., 1988. "Functional specification of time series models," Serie Research Memoranda 0063, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  15. Bierens, H.J., 1988. "Sample moments integrating normal Kernel estimators," Serie Research Memoranda 0060, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  16. Bierens, H.J., 1988. "The Nadaraya-Watson Kernel regression function estimator," Serie Research Memoranda 0058, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  17. Bierens, H.J., 1988. "Nonlinear regression with discrete explanatory variables," Serie Research Memoranda 0061, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  18. Bierens, H.J., 1988. "Armax models : estimation and testing," Serie Research Memoranda 0064, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  19. Bierens, H.J., 1988. "Nonparametric time series regression," Serie Research Memoranda 0059, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  20. Bierens, H.J., 1988. "Conditioning and dependence," Serie Research Memoranda 0062, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  21. Bierens, H.J. & Hartog, J.A., 1988. "Nonlineair regression with discrete explanatory variables : with an application to the earnings function," Serie Research Memoranda 0003, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  22. Bierens, H.J., 1987. "Nonlinear parametric regression analysis," Serie Research Memoranda 0021, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  23. Bierens, H.J. & Pott-Buter, H.A., 1987. "Specification of household expenditure functions and equivalence scales by nonparametric regression," Serie Research Memoranda 0044, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  24. Bierens, H.J., 1987. "Tests for model misspecification," Serie Research Memoranda 0022, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  25. Bierens, H.J., 1987. "A consistent Hausman-type model specification test," Serie Research Memoranda 0002, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  26. Bierens, H.J., 1987. "Basic probability theory," Serie Research Memoranda 0018, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  27. Bierens, H.J., 1987. "Convergence," Serie Research Memoranda 0019, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  28. Bierens, H.J., 1987. "Introduction to conditioning," Serie Research Memoranda 0020, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  29. Bierens, H.J., 1986. "Armax model specification testing, with an application to unemployment in the Netherlands," Serie Research Memoranda 0026, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  30. Bierens, H.J., 1986. "Model-free asymptotically best forecasting of stationary economic time series," Serie Research Memoranda 0032, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

Articles

  1. Bierens, Herman J., 2014. "Consistency And Asymptotic Normality Of Sieve Ml Estimators Under Low-Level Conditions—Corrigendum To Supplementary Material," Econometric Theory, Cambridge University Press, vol. 30(5), pages 1077-1077, October.
  2. Bierens, Herman J., 2014. "Consistency And Asymptotic Normality Of Sieve Ml Estimators Under Low-Level Conditions," Econometric Theory, Cambridge University Press, vol. 30(5), pages 1021-1076, October.
  3. Bierens, Herman J. & Song, Hosin, 2012. "Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method," Journal of Econometrics, Elsevier, vol. 168(1), pages 108-119.
  4. Bierens, Herman J. & Wang, Li, 2012. "Integrated Conditional Moment Tests For Parametric Conditional Distributions," Econometric Theory, Cambridge University Press, vol. 28(2), pages 328-362, April.
  5. Bierens Herman J & Carvalho Jose R, 2011. "Job Search, Conditional Treatment and Recidivism: The Employment Services for Ex-Offenders Program Reconsidered," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 11(1), pages 1-40, January.
  6. Bierens, Herman J. & Martins, Luis F., 2010. "Time-Varying Cointegration," Econometric Theory, Cambridge University Press, vol. 26(5), pages 1453-1490, October.
  7. Herman J Bierens & Thomas Kontuly, 2008. "Testing the Regional Restructuring Hypothesis in Western Germany," Environment and Planning A, , vol. 40(7), pages 1713-1727, July.
  8. Bierens, Herman J., 2008. "Semi-Nonparametric Interval-Censored Mixed Proportional Hazard Models: Identification And Consistency Results," Econometric Theory, Cambridge University Press, vol. 24(3), pages 749-794, June.
  9. Herman J. Bierens & Jose R. Carvalho, 2007. "Semi-nonparametric competing risks analysis of recidivism," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(5), pages 971-993.
  10. Bierens, Herman J., 2007. "Econometric analysis of linearized singular dynamic stochastic general equilibrium models," Journal of Econometrics, Elsevier, vol. 136(2), pages 595-627, February.
  11. Roberto Tatiwa Ferreira & Herman Bierens & Ivan Castelar, 2005. "Forecasting Quarterly Brazilian GDP Growth Rate With Linear and NonLinear Diffusion Index Models," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 6(3), pages 261-292.
  12. Herman J. Bierens & Donna K. Ginther, 2001. "Integrated Conditional Moment testing of quantile regression models," Empirical Economics, Springer, vol. 26(1), pages 307-324.
  13. Bierens, Herman J., 2001. "Complex Unit Roots And Business Cycles: Are They Real?," Econometric Theory, Cambridge University Press, vol. 17(5), pages 962-983, October.
  14. Bierens, Herman J, 2000. "Nonparametric Nonlinear Cotrending Analysis, with an Application to Interest and Inflation in the United States," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(3), pages 323-337, July.
  15. Bierens, Herman J. & Swanson, Norman R., 2000. "The econometric consequences of the ceteris paribus condition in economic theory," Journal of Econometrics, Elsevier, vol. 95(2), pages 223-253, April.
  16. Bierens, Herman J., 1997. "Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate," Journal of Econometrics, Elsevier, vol. 81(1), pages 29-64, November.
  17. Herman J. Bierens & Werner Ploberger, 1997. "Asymptotic Theory of Integrated Conditional Moment Tests," Econometrica, Econometric Society, vol. 65(5), pages 1129-1152, September.
  18. Bierens, Herman J., 1997. "Nonparametric cointegration analysis," Journal of Econometrics, Elsevier, vol. 77(2), pages 379-404, April.
  19. de Jong, R.M. & Bierens, H.J., 1994. "On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity," Econometric Theory, Cambridge University Press, vol. 10(1), pages 70-90, March.
  20. Bierens, Herman J., 1993. "Higher-order sample autocorrelations and the unit root hypothesis," Journal of Econometrics, Elsevier, vol. 57(1-3), pages 137-160.
  21. Bierens, Herman J, 1990. "A Consistent Conditional Moment Test of Functional Form," Econometrica, Econometric Society, vol. 58(6), pages 1443-1458, November.
  22. T Kontuly & H J Bierens, 1990. "Testing the Recession Theory as an Explanation for the Migration Turnaround," Environment and Planning A, , vol. 22(2), pages 253-270, February.
  23. Bierens, Herman J., 1990. "Model-free Asymptotically Best Forecasting of Stationary Economic Time Series," Econometric Theory, Cambridge University Press, vol. 6(3), pages 348-383, September.
  24. Bierens, Herman J., 1988. "Reply," Econometric Theory, Cambridge University Press, vol. 4(1), pages 70-76, April.
  25. Hartog, Joop & Bierens, Herman J, 1988. "Estimating a Hedonic Earnings Function with a Nonparametric Method," Empirical Economics, Springer, vol. 13(3/4), pages 267-294.
  26. Bierens, Herman J. & Hartog, Joop, 1988. "Non-linear regression with discrete explanatory variables, with an application to the earnings function," Journal of Econometrics, Elsevier, vol. 38(3), pages 269-299, July.
  27. Bierens, Herman J., 1988. "ARMA Memory Index Modeling of Economic Time Series," Econometric Theory, Cambridge University Press, vol. 4(1), pages 35-59, April.
  28. Bierens, Herman J., 1987. "Armax model specification testing, with an application to unemployment in the Netherlands," Journal of Econometrics, Elsevier, vol. 35(1), pages 161-190, May.
  29. Bierens, Herman J., 1984. "Model specification testing of time series regressions," Journal of Econometrics, Elsevier, vol. 26(3), pages 323-353, December.
  30. Bierens, Herman J., 1982. "Consistent model specification tests," Journal of Econometrics, Elsevier, vol. 20(1), pages 105-134, October.

Books

  1. Bierens,Herman J., 2005. "Introduction to the Mathematical and Statistical Foundations of Econometrics," Cambridge Books, Cambridge University Press, number 9780521834315, October.
  2. Herman J. Bierens & A. R. Gallant (ed.), 1997. "Nonlinear Models," Books, Edward Elgar Publishing, volume 0, number 878.
  3. Bierens,Herman J., 1996. "Topics in Advanced Econometrics," Cambridge Books, Cambridge University Press, number 9780521565110, October.

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Herman J. Bierens should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.