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Information about:
Herman J. Bierens

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Personal Details

First Name: Herman
Middle Name: J.
Last Name: Bierens
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RePEc Short-ID: pbi63

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

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

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

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. [Downloadable!]
    Published as:

  3. Bierens, H.J., 1996. "Nonparametric nonlinear cotrending analysis, with an application to interest and inflation in the U.S," Discussion Paper 62, Tilburg University, Center for Economic Research. [Downloadable!]

  4. Bierens, H., 1995. "Nonparametric cointegration analysis," Discussion Paper 123, Tilburg University, Center for Economic Research. [Downloadable!]
    Published as:

  5. Ploberger, W. & Bierens, H., 1995. "Asymptotic power of the integrated conditional moment test against global and large local alternatives," Discussion Paper 122, Tilburg University, Center for Economic Research. [Downloadable!]

  6. Bierens, H. & Ploberger, W., 1995. "Asymptotic theory of integrated conditional moment tests," Discussion Paper 124, Tilburg University, Center for Economic Research. [Downloadable!]
    Published as:

  7. 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. [Downloadable!]

  8. 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. [Downloadable!]

  9. 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. [Downloadable!]

  10. 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. [Downloadable!]

  11. 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. [Downloadable!]

  12. 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. [Downloadable!]
    Published as:

  13. Bierens, H.J., 1988. "Armax models : estimation and testing," Serie Research Memoranda 0064, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

  14. 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. [Downloadable!]

  15. Bierens, H.J., 1988. "Nonparametric time series regression," Serie Research Memoranda 0059, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

  16. Bierens, H.J., 1988. "Conditioning and dependence," Serie Research Memoranda 0062, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

  17. Bierens, H.J., 1988. "Functional specification of time series models," Serie Research Memoranda 0063, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

  18. Bierens, H.J., 1988. "Sample moments integrating normal Kernel estimators," Serie Research Memoranda 0060, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

  19. Bierens, H.J., 1988. "Nonlinear regression with discrete explanatory variables," Serie Research Memoranda 0061, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

  20. 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. [Downloadable!]
    Published as:

  21. 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. [Downloadable!]

  22. 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. [Downloadable!]

  23. Bierens, H.J., 1987. "Nonlinear parametric regression analysis," Serie Research Memoranda 0021, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

  24. Bierens, H.J., 1987. "Tests for model misspecification," Serie Research Memoranda 0022, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

  25. Bierens, H.J., 1987. "Introduction to conditioning," Serie Research Memoranda 0020, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

  26. Bierens, H.J., 1987. "Basic probability theory," Serie Research Memoranda 0018, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

  27. Bierens, H.J., 1987. "Convergence," Serie Research Memoranda 0019, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

  28. 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. [Downloadable!]
    Published as:

  29. 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. [Downloadable!]
    Published as:

Articles

  1. 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. [Downloadable!] (restricted)

  2. Bierens, Herman J., 2008. "Semi-Nonparametric Interval-Censored Mixed Proportional Hazard Models: Identification And Consistency Results," Econometric Theory, Cambridge University Press, vol. 24(03), pages 749-794, June. [Downloadable!]

  3. 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. [Downloadable!]

  4. 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. [Downloadable!] (restricted)

  5. 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], vol. 6(3), pages 261-292. [Downloadable!]

  6. Bierens, Herman J., 2001. "Complex Unit Roots And Business Cycles: Are They Real?," Econometric Theory, Cambridge University Press, vol. 17(05), pages 962-983, October. [Downloadable!]
    Other versions:

  7. Herman J. Bierens & Donna K. Ginther, 2001. "Integrated Conditional Moment testing of quantile regression models," Empirical Economics, Springer, vol. 26(1), pages 307-324. [Downloadable!] (restricted)

  8. 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 323-37, July.

  9. 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. [Downloadable!] (restricted)

  10. Herman J. Bierens & Werner Ploberger, 1997. "Asymptotic Theory of Integrated Conditional Moment Tests," Econometrica, Econometric Society, vol. 65(5), pages 1129-1152, September.
    Other versions:

  11. 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. [Downloadable!] (restricted)

  12. Bierens, Herman J., 1997. "Nonparametric cointegration analysis," Journal of Econometrics, Elsevier, vol. 77(2), pages 379-404, April. [Downloadable!] (restricted)
    Other versions:

  13. 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(01), pages 70-90, March. [Downloadable!]

  14. Herman Bierens, 1994. "Comment on "artificial neural networks: an econometric perspective" by chung-ming kuan and halbert white," Econometric Reviews, Taylor and Francis Journals, vol. 13(1), pages 93-97. [Downloadable!] (restricted)

  15. Herman Bierens & Shingyi Guo, 1993. "Testing stationarity and trend stationarity against the unit root hypothesis," Econometric Reviews, Taylor and Francis Journals, vol. 12(1), pages 1-32. [Downloadable!] (restricted)

  16. Bierens, Herman J., 1993. "Higher-order sample autocorrelations and the unit root hypothesis," Journal of Econometrics, Elsevier, vol. 57(1-3), pages 137-160. [Downloadable!] (restricted)

  17. Herman Bierens & Lourens Broersma, 1993. "The relation between unemployment and interest rate:," Econometric Reviews, Taylor and Francis Journals, vol. 12(2), pages 217-256. [Downloadable!] (restricted)

  18. Herman J. Bierens, 1991. "Least Squares Estimation of Linear and Nonlinear ARMAX Models under Data Heterogeneity," Annales d'Economie et de Statistique, ADRES, issue 20-21, pages 08, Octobre-m. [Downloadable!]

  19. Bierens, Herman J, 1990. "A Consistent Conditional Moment Test of Functional Form," Econometrica, Econometric Society, vol. 58(6), pages 1443-58, November. [Downloadable!] (restricted)
    Other versions:

  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. [Downloadable!] (restricted)

  21. Bierens, Herman J., 1990. "Model-free Asymptotically Best Forecasting of Stationary Economic Time Series," Econometric Theory, Cambridge University Press, vol. 6(03), pages 348-383, September. [Downloadable!]
    Other versions:

  22. Herman Bierens & Hettie Pott-Buter, 1990. "Specification of household engel curves by nonparametric regression," Econometric Reviews, Taylor and Francis Journals, vol. 9(2), pages 123-184. [Downloadable!] (restricted)

  23. Hartog, Joop & Bierens, Herman J, 1988. "Estimating a Hedonic Earnings Function with a Nonparametric Method," Empirical Economics, Springer, vol. 13(3/4), pages 267-94.

  24. 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. [Downloadable!] (restricted)
    Other versions:

  25. 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. [Downloadable!] (restricted)
    Other versions:

  26. Herman Bierens, 1987. "Comment," Econometric Reviews, Taylor and Francis Journals, vol. 6(2), pages 231-233. [Downloadable!] (restricted)

  27. Bierens, Herman J., 1984. "Model specification testing of time series regressions," Journal of Econometrics, Elsevier, vol. 26(3), pages 323-353, December. [Downloadable!] (restricted)

  28. Bierens, Herman J., 1982. "Consistent model specification tests," Journal of Econometrics, Elsevier, vol. 20(1), pages 105-134, October. [Downloadable!] (restricted)

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This page was last updated on 2009-10-27.

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