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Bierens, Herman J.

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Author ID: bierens.herman-j Recent zbMATH articles by "Bierens, Herman J."
Published as: Bierens, H. J.; Bierens, Herman J.
Documents Indexed: 31 Publications since 1980, including 5 Books

Publications by Year

Citations contained in zbMATH Open

26 Publications have been cited 647 times in 427 Documents Cited by Year
Consistent model specification tests. Zbl 0549.62076
Bierens, Herman J.
114
1982
A consistent conditional moment test of functional form. Zbl 0737.62058
Bierens, Herman J.
105
1990
Asymptotic theory of integrated conditional moment tests. Zbl 0927.62085
Bierens, Herman J.; Ploberger, Werner
95
1997
Kernel estimators of regression functions. Zbl 0850.62348
Bierens, Herman J.
46
1987
Uniform consistency of kernel estimators of a regression function under generalized conditions. Zbl 0565.62027
Bierens, Herman J.
39
1983
Topics in advanced econometrics. Estimation, testing, and specification of cross-section and time series models. Zbl 0806.62093
Bierens, Herman J.
34
1994
Nonparametric cointegration analysis. Zbl 0900.62654
Bierens, Herman J.
25
1997
Robust methods and asymptotic theory in nonlinear econometrics. Zbl 0461.62086
Bierens, Herman J.
23
1981
Model specification testing of time series regressions. Zbl 0563.62064
Bierens, Herman J.
22
1984
Introduction to the mathematical and statistical foundations of econometrics. Zbl 1070.91046
Bierens, Herman J.
18
2004
Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate. Zbl 0944.62116
Bierens, Herman J.
18
1997
A uniform weak law of large numbers under phi-mixing with application to nonlinear least squares estimation. Zbl 0504.62081
Bierens, H. J.
16
1982
Time-varying cointegration. Zbl 1198.62088
Bierens, Herman J.; Martins, Luis F.
13
2010
Complex unit roots and business cycles: are they real? Zbl 1017.62075
Bierens, Herman J.
12
2001
Non-linear regression with discrete explanatory variables, with an application to the earnings function. Zbl 0699.62065
Bierens, Herman J.; Hartog, Joop
9
1988
Testing stationarity and trend stationarity against the unit root hypothesis. Zbl 0770.62074
Bierens, Herman J.; Guo, Shengyi
8
1993
ARMAX model specification testing, with an application to unemployment in the Netherlands. Zbl 0621.62106
Bierens, Herman J.
8
1987
Integrated conditional moment tests for parametric conditional distributions. Zbl 1298.62033
Bierens, Herman J.; Wang, Li
7
2012
Higher-order sample autocorrelations and the unit root hypothesis. Zbl 0776.62065
Bierens, Herman J.
7
1993
Semi-nonparametric interval-censored mixed proportional hazard models: identification and consistency results. Zbl 1284.62208
Bierens, Herman J.
5
2008
Specification of household Engel curves by nonparametric regression. Zbl 0777.62103
Bierens, Herman J.; Pott-Buter, Hettie A.
5
1990
Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method. Zbl 1443.62432
Bierens, Herman J.; Song, Hosin
4
2012
The econometric consequences of the ceteris paribus condition in economic theory. Zbl 0968.62081
Bierens, Herman J.; Swanson, Norman R.
4
2000
Sample moments integrating normal kernel estimators of multivariate density and regression functions. Zbl 0534.62020
Bierens, Herman J.
4
1983
Consistency and asymptotic normality of sieve ML estimators under low-level conditions. Zbl 1314.62110
Bierens, Herman J.
3
2014
Econometric analysis of linearized singular dynamic stochastic general equilibrium models. Zbl 1418.62419
Bierens, Herman J.
3
2007
Consistency and asymptotic normality of sieve ML estimators under low-level conditions. Zbl 1314.62110
Bierens, Herman J.
3
2014
Integrated conditional moment tests for parametric conditional distributions. Zbl 1298.62033
Bierens, Herman J.; Wang, Li
7
2012
Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method. Zbl 1443.62432
Bierens, Herman J.; Song, Hosin
4
2012
Time-varying cointegration. Zbl 1198.62088
Bierens, Herman J.; Martins, Luis F.
13
2010
Semi-nonparametric interval-censored mixed proportional hazard models: identification and consistency results. Zbl 1284.62208
Bierens, Herman J.
5
2008
Econometric analysis of linearized singular dynamic stochastic general equilibrium models. Zbl 1418.62419
Bierens, Herman J.
3
2007
Introduction to the mathematical and statistical foundations of econometrics. Zbl 1070.91046
Bierens, Herman J.
18
2004
Complex unit roots and business cycles: are they real? Zbl 1017.62075
Bierens, Herman J.
12
2001
The econometric consequences of the ceteris paribus condition in economic theory. Zbl 0968.62081
Bierens, Herman J.; Swanson, Norman R.
4
2000
Asymptotic theory of integrated conditional moment tests. Zbl 0927.62085
Bierens, Herman J.; Ploberger, Werner
95
1997
Nonparametric cointegration analysis. Zbl 0900.62654
Bierens, Herman J.
25
1997
Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate. Zbl 0944.62116
Bierens, Herman J.
18
1997
Topics in advanced econometrics. Estimation, testing, and specification of cross-section and time series models. Zbl 0806.62093
Bierens, Herman J.
34
1994
Testing stationarity and trend stationarity against the unit root hypothesis. Zbl 0770.62074
Bierens, Herman J.; Guo, Shengyi
8
1993
Higher-order sample autocorrelations and the unit root hypothesis. Zbl 0776.62065
Bierens, Herman J.
7
1993
A consistent conditional moment test of functional form. Zbl 0737.62058
Bierens, Herman J.
105
1990
Specification of household Engel curves by nonparametric regression. Zbl 0777.62103
Bierens, Herman J.; Pott-Buter, Hettie A.
5
1990
Non-linear regression with discrete explanatory variables, with an application to the earnings function. Zbl 0699.62065
Bierens, Herman J.; Hartog, Joop
9
1988
Kernel estimators of regression functions. Zbl 0850.62348
Bierens, Herman J.
46
1987
ARMAX model specification testing, with an application to unemployment in the Netherlands. Zbl 0621.62106
Bierens, Herman J.
8
1987
Model specification testing of time series regressions. Zbl 0563.62064
Bierens, Herman J.
22
1984
Uniform consistency of kernel estimators of a regression function under generalized conditions. Zbl 0565.62027
Bierens, Herman J.
39
1983
Sample moments integrating normal kernel estimators of multivariate density and regression functions. Zbl 0534.62020
Bierens, Herman J.
4
1983
Consistent model specification tests. Zbl 0549.62076
Bierens, Herman J.
114
1982
A uniform weak law of large numbers under phi-mixing with application to nonlinear least squares estimation. Zbl 0504.62081
Bierens, H. J.
16
1982
Robust methods and asymptotic theory in nonlinear econometrics. Zbl 0461.62086
Bierens, Herman J.
23
1981
all top 5

Cited by 558 Authors

18 Li, Qi
14 Bierens, Herman J.
12 White, Halbert Lynn jun.
11 Escanciano, Juan Carlos
8 Linton, Oliver Bruce
8 Prucha, Ingmar R.
7 Fan, Yanqin
6 Hong, Yongmiao
6 Lavergne, Pascal
6 Swanson, Norman Rasmus
6 Zhu, Lixing
5 Cho, Jin Seo
5 Corradi, Valentina
5 Khan, Shakeeb
5 Lee, Lung-Fei
5 Lee, Tae-Hwy
5 Potscher, Benedikt M.
5 Su, Liangjun
5 Whang, Yoon-Jae
4 Chen, Xiaohong
4 de Jong, Robert M.
4 Gil-Alana, Luis Alberiko
4 González-Manteiga, Wenceslao
4 Kasparis, Ioannis
4 Meintanis, Simos G.
4 Patilea, Valentin
4 Song, Kyungchul
3 Abdous, Belkacem
3 Ahn, Hyungtaik
3 Andrews, Donald Wilfrid Kao
3 Armstrong, Timothy B.
3 Bravo, Francesco
3 Cerqueti, Roy
3 Chen, Bin
3 Costantini, Mauro
3 Domínguez, Manuel A.
3 Gencay, Ramazan
3 Gozalo, Pedro L.
3 Hart, Jeffrey D.
3 Hill, Jonathan B.
3 Horowitz, Joel L.
3 Hsiao, Cheng
3 Jenish, Nazgul
3 Kapetanios, George
3 Kovačević, Branko D.
3 Kuan, Chung-Ming
3 Kuersteiner, Guido M.
3 Lewbel, Arthur
3 Liang, Hua
3 Lu, Xun
3 Lütkepohl, Helmut
3 Matsuda, Yasumasa
3 Nadarajah, Saralees
3 Presno, María José
3 Pronzato, Luc
3 Racine, Jeffrey Scott
3 Taylor, A. M. Robert
3 Tripathi, Gautam
3 Ullah, Aman
3 Velasco, Carlos I. Hoyos
2 Burman, Prabir
2 Carrasco, Marine
2 Chen, Haiqiang
2 Delgado, Miguel Ángel
2 Domowitz, Ian
2 Donald, Stephen G.
2 Einbeck, Jochen
2 Ghosh, Sucharita
2 Gu, Jingping
2 Guo, Xu
2 Hall, Peter Gavin
2 Härdle, Wolfgang Karl
2 Hidalgo, Javier
2 Hsu, Shih-Hsun
2 Jiménez-Gamero, María Dolores
2 Kavussanos, Manolis G.
2 Landajo, Manuel
2 Lee, Sokbae
2 Li, Dingding
2 Li, Hongjun
2 Li, Jia
2 Li, Tong
2 Liao, Zhipeng
2 Lobato, Ignacio Norberto
2 Martins, Luis-Filipe
2 Neto, David
2 Neumann, Michael H.
2 Newey, Whitney Kent
2 Nishiyama, Yoshihiko
2 Otsu, Taisuke
2 Phillips, Peter Charles Bonest
2 Powell, James L.
2 Saikkonen, Pentti
2 Schorfheide, Frank
2 Smith, Richard J.
2 Song, Xiaojun
2 Sperlich, Stefan
2 Steland, Ansgar
2 Stengos, Thanasis
2 Stoker, Thomas M.
...and 458 more Authors
all top 5

Cited in 73 Serials

163 Journal of Econometrics
44 Econometric Theory
18 Computational Statistics and Data Analysis
17 Economics Letters
15 Econometric Reviews
13 Journal of Statistical Planning and Inference
12 Journal of Multivariate Analysis
9 Statistics & Probability Letters
9 Journal of Time Series Analysis
8 The Annals of Statistics
7 Annals of the Institute of Statistical Mathematics
6 Test
6 Journal of Nonparametric Statistics
5 Journal of Statistical Computation and Simulation
5 The Econometrics Journal
4 Communications in Statistics. Theory and Methods
3 The Canadian Journal of Statistics
3 Metrika
3 Quantitative Finance
3 Journal of Econometric Methods
2 International Journal of Control
2 International Journal of Systems Science
2 Scandinavian Journal of Statistics
2 Journal of the American Statistical Association
2 Mathematics and Computers in Simulation
2 Statistica Neerlandica
2 Statistics
2 Journal of Economic Dynamics & Control
2 Trabajos de Estadistica
2 Neural Computation
2 Computational Statistics
2 Stochastic Processes and their Applications
2 Computational Economics
2 Journal of Applied Statistics
2 Review of Derivatives Research
2 AStA. Advances in Statistical Analysis
2 Electronic Journal of Statistics
2 Journal of Time Series Econometrics
1 Physica A
1 International Statistical Review
1 Mathematica Slovaca
1 Operations Research
1 Insurance Mathematics & Economics
1 Statistical Science
1 Journal of Economics
1 Signal Processing
1 Annals of Operations Research
1 Communications in Statistics. Simulation and Computation
1 Computational Optimization and Applications
1 Statistical Papers
1 Economic Theory
1 Bernoulli
1 Mathematical Communications
1 Studies in Nonlinear Dynamics and Econometrics
1 Australian & New Zealand Journal of Statistics
1 Journal of the Royal Statistical Society. Series B. Statistical Methodology
1 Macroeconomic Dynamics
1 International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems
1 Journal of Systems Science and Complexity
1 AStA. Allgemeines Statistisches Archiv
1 ASTIN Bulletin
1 Asia-Pacific Financial Markets
1 Journal of Forecasting
1 Journal of Statistical Theory and Practice
1 Journal of the Italian Statistical Society
1 Bulletin of Economic Research
1 Science China. Mathematics
1 Sankhyā. Series A
1 Sankhyā. Series B
1 Quantitative Economics
1 Statistics and Computing
1 Annals of Finance
1 Bayesian Analysis

Citations by Year