Advanced Search
MyIDEAS: Login to follow this author

Herman J. Bierens

Contents:

This is information that was supplied by Herman Bierens in registering through RePEc. If you are Herman J. Bierens , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Herman
Middle Name: J.
Last Name: Bierens
Suffix:

RePEc Short-ID: pbi63

Email: [This author has chosen not to make the email address public]
Homepage: http://econ.la.psu.edu/~hbierens/
Postal Address:
Phone:

Affiliation

Department of Economics
Pennsylvania State University
Location: State College, Pennsylvania (United States)
Homepage: http://econ.la.psu.edu/
Email:
Phone: (814)865-1456
Fax: (814)863-4775
Postal: 608 Kern Graduate Building, University Park, PA 16802-3306
Handle: RePEc:edi:depsuus (more details at EDIRC)

Works

as in new window

Working papers

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

Articles

  1. Bierens, Herman J. & Wang, Li, 2012. "Integrated Conditional Moment Tests For Parametric Conditional Distributions," Econometric Theory, Cambridge University Press, Cambridge University Press, vol. 28(02), pages 328-362, April.
  2. 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, Elsevier, vol. 168(1), pages 108-119.
  3. 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, De Gruyter, vol. 11(1), pages 1-40, January.
  4. Bierens, Herman J. & Martins, Luis F., 2010. "Time-Varying Cointegration," Econometric Theory, Cambridge University Press, Cambridge University Press, vol. 26(05), pages 1453-1490, October.
  5. Bierens, Herman J., 2008. "Semi-Nonparametric Interval-Censored Mixed Proportional Hazard Models: Identification And Consistency Results," Econometric Theory, Cambridge University Press, Cambridge University Press, vol. 24(03), pages 749-794, June.
  6. Herman J Bierens & Thomas Kontuly, 2008. "Testing the regional restructuring hypothesis in western Germany," Environment and Planning A, Pion Ltd, London, vol. 40(7), pages 1713-1727, July.
  7. Herman J. Bierens & Jose R. Carvalho, 2007. "Semi-nonparametric competing risks analysis of recidivism," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 22(5), pages 971-993.
  8. Bierens, Herman J., 2007. "Econometric analysis of linearized singular dynamic stochastic general equilibrium models," Journal of Econometrics, Elsevier, Elsevier, vol. 136(2), pages 595-627, February.
  9. 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 Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 6(3), pages 261-292.
  10. Herman J. Bierens & Donna K. Ginther, 2001. "Integrated Conditional Moment testing of quantile regression models," Empirical Economics, Springer, Springer, vol. 26(1), pages 307-324.
  11. Bierens, Herman J., 2001. "Complex Unit Roots And Business Cycles: Are They Real?," Econometric Theory, Cambridge University Press, Cambridge University Press, vol. 17(05), pages 962-983, October.
  12. Bierens, Herman J. & Swanson, Norman R., 2000. "The econometric consequences of the ceteris paribus condition in economic theory," Journal of Econometrics, Elsevier, Elsevier, vol. 95(2), pages 223-253, April.
  13. 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, American Statistical Association, vol. 18(3), pages 323-37, July.
  14. Herman J. Bierens & Werner Ploberger, 1997. "Asymptotic Theory of Integrated Conditional Moment Tests," Econometrica, Econometric Society, Econometric Society, vol. 65(5), pages 1129-1152, September.
  15. 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, Elsevier, vol. 81(1), pages 29-64, November.
  16. Bierens, Herman J., 1997. "Nonparametric cointegration analysis," Journal of Econometrics, Elsevier, Elsevier, vol. 77(2), pages 379-404, April.
  17. 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, Cambridge University Press, vol. 10(01), pages 70-90, March.
  18. Bierens, Herman J., 1993. "Higher-order sample autocorrelations and the unit root hypothesis," Journal of Econometrics, Elsevier, Elsevier, vol. 57(1-3), pages 137-160.
  19. Herman J. BIERENS, 1991. "Least Squares Estimation of Linear and Nonlinear ARMAX Models under Data Heterogeneity," Annales d'Economie et de Statistique, ENSAE, issue 20-21, pages 143-169.
  20. T Kontuly & H J Bierens, 1990. "Testing the recession theory as an explanation for the migration turnaround," Environment and Planning A, Pion Ltd, London, vol. 22(2), pages 253-270, February.
  21. Bierens, Herman J, 1990. "A Consistent Conditional Moment Test of Functional Form," Econometrica, Econometric Society, Econometric Society, vol. 58(6), pages 1443-58, November.
  22. Bierens, Herman J., 1990. "Model-free Asymptotically Best Forecasting of Stationary Economic Time Series," Econometric Theory, Cambridge University Press, Cambridge University Press, vol. 6(03), pages 348-383, September.
  23. Bierens, Herman J. & Hartog, Joop, 1988. "Non-linear regression with discrete explanatory variables, with an application to the earnings function," Journal of Econometrics, Elsevier, Elsevier, vol. 38(3), pages 269-299, July.
  24. Bierens, Herman J., 1988. "ARMA Memory Index Modeling of Economic Time Series," Econometric Theory, Cambridge University Press, Cambridge University Press, vol. 4(01), pages 35-59, April.
  25. Bierens, Herman J., 1988. "Reply," Econometric Theory, Cambridge University Press, Cambridge University Press, vol. 4(01), pages 70-76, April.
  26. Hartog, Joop & Bierens, Herman J, 1988. "Estimating a Hedonic Earnings Function with a Nonparametric Method," Empirical Economics, Springer, Springer, vol. 13(3/4), pages 267-94.
  27. Bierens, Herman J., 1987. "Armax model specification testing, with an application to unemployment in the Netherlands," Journal of Econometrics, Elsevier, Elsevier, vol. 35(1), pages 161-190, May.
  28. Bierens, Herman J., 1984. "Model specification testing of time series regressions," Journal of Econometrics, Elsevier, Elsevier, vol. 26(3), pages 323-353, December.
  29. Bierens, Herman J., 1982. "Consistent model specification tests," Journal of Econometrics, Elsevier, 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, Cambridge University Press, number 9780521834315.
  2. Bierens,Herman J., 1996. "Topics in Advanced Econometrics," Cambridge Books, Cambridge University Press, Cambridge University Press, number 9780521565110.

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Number of Authors
  3. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  4. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  5. Number of Citations, Weighted by Simple Impact Factor
  6. Number of Citations, Weighted by Recursive Impact Factor
  7. Number of Citations, Weighted by Number of Authors
  8. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  9. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  10. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  11. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  12. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  13. Number of Journal Pages
  14. Number of Journal Pages, Weighted by Simple Impact Factor
  15. Number of Journal Pages, Weighted by Recursive Impact Factor
  16. Number of Journal Pages, Weighted by Number of Authors
  17. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  18. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  19. Wu-Index
  20. Strength of students

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Herman 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.