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A consistent conditional moment test of functional form

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HJ Bierens - Econometrica: Journal of the Econometric Society, 1990 - JSTOR
Page 1. Econometrica, Vol. 58, No. 6 (November, 1990), 1443-1458 A CONSISTENT
CONDITIONAL MOMENT TEST OF FUNCTIONAL FORM BY HERMAN J. BIERENS
1 In this paper it will be shown that any conditional moment ...
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Kernel estimators of regression functions

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HJ Bierens - Advances in Econometrics: Fifth world congress, 1987 - books.google.com
Page 109. CHAPTER 3 Kernel estimators of regression functions Herman J. Bierens
Abstract: This chapter reviews the asymptotic properties of the Nadaraya-Watson kernel
estimator of an unknown (multivariate) regression function. ...
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Consistent model specification tests

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HJ Bierens - Journal of Econometrics, 1982 - Elsevier
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Asymptotic theory of integrated conditional moment tests

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HJ Bierens… - Econometrica: Journal of the Econometric …, 1997 - JSTOR
Page 1. Econometrica, Vol. 65, No. 5 (September, 1997), 1129-1151 ASYMPTOTIC
THEORY OF INTEGRATED CONDITIONAL MOMENT TESTS BY HERMAN J.
BIERENS AND WERNER PLOBERGER1 In this paper we derive ...
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Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate

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HJ Bierens - Journal of Econometrics, 1997 - Elsevier
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Nonparametric cointegration analysis

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HJ Bierens - Journal of Econometrics, 1997 - Elsevier
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[BOOK] Topics in Advanced Econometrics: Estimation, testing, and specification of cross-section and time series models

HJ Bierens - 1996 - books.google.com
... series models HERMAN J. BIERENS Page 2. Page 3. In this book Herman Bierens
provides a mathematically rigorous treatment of a number of timely topics in advanced
econometrics. His subjects include nonlinear estimation ...
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Nonparametric nonlinear cotrending analysis, with an application to interest and inflation in the United States

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HJ Bierens - Journal of Business & Economic Statistics, 2000 - JSTOR
Page 1. Nonparametric Nonlinear Cotrending Analysis, With an Application to Interest
and Inflation in the United States Herman J. BIERENS Department of Economics,
Pennsylvania State University, University Park, PA 16802 ...
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[BOOK] Introduction to the mathematical and statistical foundations of econometrics

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HJ Bierens - 2004 - books.google.com
Page 1. Introduction to the Mathematical and Statistical Foundations of Econometrics
Herman J. Bierens Page 2. Page 3. Introduction to the Mathematical and Statistical
Foundations of Econometrics This book is intended for use ...
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Model specification testing of time series regressions

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HJ Bierens - Journal of Econometrics, 1984 - Elsevier
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Specification of household Engel curves by nonparametric regression

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HJ Bierens… - Econometric Reviews, 1991 - Taylor & Francis
Page 1. ECONOMETRIC REVIEWS, 9(2), 123-184 (1990) SPECIFICATION OF HOUSEHOLD
ENGEL CURVES BY NONPARAMETRIC REGRESSION Herman J. BIERENS Free
University, Department of Econometrics, 1081 HV Amsterdam and ...
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Testing stationarity and trend stationarity against the unit root hypothesis

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HJ Bierens… - Econometric Reviews, 1993 - Taylor & Francis
Page 1. ECONOMETRIC REVIEh'S. 12(1), 1-32 (1993) TESTING STATIONARIn AND
TREND STATIONARITY AGAINST THE UNIT ROOT HYPOTHESIS Heman J. BIERENS
Department of Economics, Southern Methodist University, Dallas ...
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Integrated conditional moment testing of quantile regression models

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HJ Bierens, DK Ginther - Empirical Economics, 2001 - Springer
Page 1. EMPIRICAL ECONOMICS ( Springer-Verlag 2001 Empirical Economics
(2001) 26:307±324 Integrated Conditional Moment testing of quantile regression
models Herman J. Bierens1, Donna K. Ginther Department of ...
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Higher-order sample autocorrelations and the unit root hypothesis

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HJ Bierens - Journal of Econometrics, 1993 - Elsevier
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ARMAX model specification testing, with an application to unemployment in the Netherlands

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HJ Bierens - Journal of Econometrics, 1987 - Elsevier
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Complex unit roots and business cycles: Are they real?

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HJ Bierens - Econometric Theory, 2001 - Cambridge Univ Press
Page 1. COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL?
HERMAN J. BIERENS Pennsylvania State University and Tilburg University In this
paper the asymptotic properties of ARMA processes with complex ...
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Non-linear regression with discrete explanatory variables, with an application to the earnings function

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HJ Bierens… - Journal of Econometrics, 1988 - Elsevier
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On the limit behavior of a chi-square type test if the number of conditional moments tested approaches infinity

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RM De Jong… - Econometric Theory, 1994 - Cambridge Univ Press
Page 1. Econometric Theory, 9, 1994, 70-90. Primed in the United States of America.
ON THE LIMIT BEHAVIOR OF A CHI-SQUARE TYPE TEST IF THE NUMBER OF
CONDITIONAL MOMENTS TESTED APPROACHES INFINITY ...
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Semi-nonparametric interval-censored mixed proportional hazard models: Identification and consistency results

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HJ Bierens - Econometric Theory, 2008 - Cambridge Univ Press
Page 1. SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL
HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS HERMAN
J. BIERENS Pennsylvania State University In this paper ...
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Semi‐nonparametric competing risks analysis of recidivism

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HJ Bierens… - Journal of Applied Econometrics, 2007 - Wiley Online Library
Skip to Main Content. ...
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[PDF] Cointegration analysis

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HJ Bierens - System Dynamics in Economic and Financial …, 1997 - grizzly.la.psu.edu
Page 1. 1 This paper is an updated and extended version of Bierens (1997b). 2 I like to thank Philip
Hans Franses for providing me with this data set. The original sources of these time series are
Krantz and Nilson (1975) and Melander, Vredin and Warne (1992). 1 ...
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The econometric consequences of the ceteris paribus condition in economic theory

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HJ Bierens… - Journal of Econometrics, 2000 - Elsevier
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Econometric analysis of linearized singular dynamic stochastic general equilibrium models

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HJ Bierens - Journal of Econometrics, 2007 - Elsevier
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[PDF] Information Criteria and Model Selection

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HJ Bierens - Manuscript, Penn State University, 2004 - faculty.wcas.northwestern.edu
Page 1. 1 Information Criteria and Model Selection Herman J. Bierens Pennsylvania State
University August 27, 2004 1. Introduction Let Ln(k) be the likelihood of a model with k parameters
based on a sample of size n, and let k0 be the correct number of parameters. ...
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Least squares estimation of linear and nonlinear ARMAX models under data heterogeneity

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HJ Bierens - Annales d'Economie et de Statistique, 1990 - JSTOR
Page 1. ANNALES D ECONOMIE ET DE STATISTIQUE. - N' 20/21 -1991 Least Squares
Estimation of Linear and Nonlinear ARMAX Models under Data Heterogeneity Herman
J. BIERENS * ABSTRACT. - In this paper we consider ...
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[PDF] The tobit model

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HJ Bierens - Econometrica, 2004 - grizzly.la.psu.edu
Page 1. The Tobit model Herman J. Bierens September 17, 2004 1 The model The
Tobit1 model assumes that the observed dependent variables Yj for ob- servations
j = 1; ::; n satisfy Yj = max(Y *j;0) ; (1) where the Y *j's are ...
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[CITATION] Testing stationarity against the unit root hypothesis

HJ Bierens - Serie Research Memoranda, 1989 - econpapers.repec.org
By Herman J. Bierens; Testing stationarity against the unit root hypothesis.
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ARMA memory index modeling of economic time series

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HJ Bierens - Econometric Theory, 1988 - Cambridge Univ Press
Page 1. Econometric Theory, 4, 1988, 35-59. Printed in the United States of America.
HERMAN JD BIERENS Free University, Amsterdam In this paper,- it will be shown
that if we condition a ^-variate rational-valued time series ...
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Testing the recession theory as an explanation for the migration turnaround

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T Kontuly… - Environment and Planning A, 1990 - envplan.com
Page 1. Environment and Planning A, 1990, volume 22, pages 253-270 Testing the
recession theory as an explanation for the migration turnaround T Kontuly Department
of Geography, University of Utah, 270 H OSH, Salt Lake ...
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Comment on “artificial neural networks: an econometric perspective” by chung-ming kuan and halbert white

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HJ Bierens - Econometric Reviews, 1994 - Taylor & Francis
Page 1. ECONOMETRIC REVIEWS, 13(1), 93-97 (1994) Comment on "Artificial Neural
Networks: An Econometric Perspective", by Chung-Ming Kuan and Halbert White First,
I like to congratulate Chung-Ming Kuan and Halbert White with ...
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An econometric model of credit spreads with rebalancing, ARCH and jump effects

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H Bierens, JZJ Huang… - 2003 - papers.ssrn.com
Abstract: In this paper, we examine the dynamic behavior of credit spreads on corporate
bond portfolios. We propose an econometric model of credit spreads that incorporates
portfolio rebalancing, the near unit root property of spreads, the autocorrelation in spread ...
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Unit roots

HJ Bierens - A Companion to Theoretical Econometrics, 2001 - Wiley Online Library
Page 1. 610 HJ BIERENS CHAPTER TWENTY - NINE Unit Roots Herman J. Bierens*
1 INTRODUCTION In this chapter I will explain the two most frequently applied types
of unit root tests, namely the Augmented Dickey–Fuller ...
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Time-varying cointegration

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HJ Bierens… - Econometric Theory, 2010 - Cambridge Univ Press
... Address correspon- dence to Herman Bierens, Department of Economics and CAPCP,
Pennsylvania State University, 608 Kern Graduate Building, University Park, PA 16802, USA;
e-mail: hbierens@psu.edu. c Cambridge University Press 2010 0266-4666/10 $15.00 1453 ...
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Sample moments integrating normal kernel estimators of multivariate density and regression functions

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HJ Bierens - Sankhyā: The Indian Journal of Statistics, Series B, 1983 - JSTOR
Page 1. Bankhya : The Indian Journal of Statistics 1983, Volume 45, Series B, Pt. 2,
pp. 160-192. SAMPLE MOMENTS INTEGRATING NORMAL KERNEL ESTIMATORS
OF MULTIVARIATE DENSITY AND REGRESSION FUNCTIONS ...
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[PDF] Econometric Analysis of Singular Dynamic Stochastic General Equilibrium Models with an Application to the King-Plosser-Rebelo Stochastic Growth Model

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HJ Bierens - Manuscript, Pennsylvania State University, 2003 - economics.ku.edu
Page 1. Econometric Analysis of Singular Dynamic Stochastic General Equilibrium Models, with
an Application to the King-Plosser-Rebelo Stochastic Growth Model Herman J. Bierens¤
Pennsylvania State University, USA, and Tilburg University February 24, 2003 Abstract ...
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Integrated conditional moment tests for parametric conditional distributions

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HJ Bierens… - Econometric Theory, 2008 - Cambridge Univ Press
... A previous version of this paper was presented by Herman Bierens at the Symposium on
Nonparametric Testing in Econometrics, 2008, Indiana University, and the European Econometric
Society Meeting 2009, Barcelona, and by Li Wang at the Health Econometrics Workshop ...
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Model-free asymptotically best forecasting of stationary economic time series

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HJ Bierens - Econometric Theory, 1990 - Cambridge Univ Press
Page 1. Econometric Theory, 6, 1990, 348-383. Printed in the United States of America.
MODEL-FREE ASYMPTOTICALLY BEST FORECASTING OF STATIONARY ECONOMIC
TIME SERIES HERMAN J. BIERENS Free University, Amsterdam ...
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The relation between unemployment and interest rate

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HJ Bierens… - Econometric reviews, 1993 - Taylor & Francis
Page 1. ECONOMETRIC REVIEWS, 12(2), 2 17-256 (1993) ' THE RELATION BETWEEN
UNEMPLOYMENT AND INTEREST RATE: SOME INTERNATIONAL EVIDENCE') by
Herman J. BIERENS Southern Methodist University, Dallas and ...
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[PDF] The relation between unemployment and interest rate: some empirical evidence

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HJ Bierens… - Research Memorandum, 1990 - zappa.ubvu.vu.nl
Page 1. -78 Faculteit der Economische Wetenschappen en Econometrie ET Serie Research
Memoranda The relation between unemployment and interest rate: Some empirical evidence
Herman J. Bierens Lourens Broersma Research Memorandum 1990-78 December 1990 ...
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[BOOK] Nonparametric nonlinear co-trending analysis, with an application to interest and inflation in the US

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HJ Bierens… - 1996 - arno.uvt.nl
Page 1. Correspondence address until December 1996: Department of Economics,
Southern Methodist University, 1 Dallas, TX 75275, USA E-Mail: hbierens@mail.smu.
edu. From January 1997 onwards: Department of Economics ...
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[CITATION] Armax models: estimation and testing

HJ Bierens - Serie Research Memoranda, 1988 - econpapers.repec.org
By Herman J. Bierens; Armax models: estimation and testing.
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[PDF] Vector time series and innovation response analysis

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HJ Bierens - Pennsylvania State University, 2001 - econ.psu.edu
Page 1. 1 VECTOR TIME SERIES AND INNOVATION RESPONSE ANALYSIS Herman
J. Bierens Pennsylvania State University (Revised: October 15, 2007) 1. The Wold
decomposition theorem, and the vector auto-regressive (VAR) and vector ...
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Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method

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HJ Bierens… - Journal of Econometrics, 2011 - Elsevier
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Estimating a hedonic earnings function with a nonparametric method

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J Hartog… - Empirical Economics, 1988 - Springer
Page 1. empec, Vol. 13, 1988, page 267-294 Estimating a Hedonic Earnings Function
with a Nonparametric Method By J. Hartog I and HJ Bierens 2 Abstract: In this paper
we apply the nonparametric approach of Bierens and ...
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[PDF] Maximum likelihood estimation of Heckman's sample selection model

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HJ Bierens - 2007 - econ.psu.edu
Page 1. Maximum likelihood estimation of Heckman's sample selection model Herman J. Bierens
October 2007 1 Heckman's sample selection model 1.1 Introduction Heckman's sample selection
model1 is based on two latent dependent vari- ables models: Y *1 = β/X + U1, (1) ...
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[PDF] Nonparametric Identification of First-Price Auction Models with Unbounded Values and Observed Auction-Specific Heterogeneity

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HJ Bierens… - 2006 - econ.psu.edu
Page 1. Nonparametric Identification of First#Price Auction Models with Unbounded Values and
Observed Auction#Specific Heterogeneity Herman J. Bierens and Hosin Song" Department of
Economics Pennsylvania State University November 8, 2006 Abstract ...
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[PDF] A test for model specification in the absence of alternative hypotheses

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HJ Bierens - 1981 - conservancy.umn.edu
Page 1. A TEST FOR MODEL SPECIFICATION IN THE ABSENCE OF ALTERNATIVE
HYPOTHESIS by * Herman J. Bierens Discussion Paper No. 81 - 154, October 1981 *
University of Amsterdam, The Netherlands. This paper ...
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[PDF] Semi-nonparametric modeling of densities on the unit interval, with applications to censored mixed proportional hazard models and ordered probability models: …

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HJ Bierens - Econometric Society World Congress, 2005 - uh.edu
Page 1. Semi-Nonparametric Modeling of Densities on the Unit Interval, with
Applications to Censored Mixed Proportional Hazard Models and Ordered Probability
Models∗ Herman J. Bierens† January 30, 2005 Abstract In this ...
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[CITATION] Modeling fractions. Research note posted online

HJ Bierens - 2003
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[CITATION] A consistent Hausman-type model specification test

HJ Bierens - Serie Research Memoranda, 1987 - econpapers.repec.org
By Herman J. Bierens; A consistent Hausman-type model specification test.
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[PDF] Nonparametric Identification of the First-Price Auction Model

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HJ Bierens… - 2011 - econ.psu.edu
Page 1. Nonparametric Identification of the First-Price Auction Model Herman J. Bierens∗
Pennsylvania State University Department of Economics and CAPCP University Park, PA 16802,
USA Hosin Song Korea Institute of Public Finance, Seoul, Korea. April 11, 2011 Abstract ...
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[PDF] Specification of Econometric Models

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HJ Bierens - 2009 - grizzly.la.psu.edu
Page 1. 1 SPECIFICATION OF ECONOMETRIC MODELS Herman J. Bierens
Pennsylvania State University March 26, 2009 1 Introduction Most econometric models
link an observable dependent variable Y to observable explanatory ...
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Testing the regional restructuring hypothesis in western Germany

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HJ Bierens… - Environment and Planning A, 2008 - envplan.com
Page 1. 1 Introduction A change occurred in interregional population redistribution
patterns in developed countries during the 1970s. This change was referred to as the
`migration turnaround', the `turnaround', or the `rural renaissance ...
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[CITATION] Annals of econometrics: panel data

BH Baltagi, T Amemiya… - 1995 - North-Holland
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[CITATION] Introduction to the Mathematical and Statistical Foundations of Econometrics. 2005

HJ Bierens - Cambridge University Press, …
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[CITATION] and Hettie A. Pott-Buter. 1990," Specification of household Engel curves by nonparametric regression,"

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H Bierens - Econometric Reviews
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[CITATION] J., 1997, Testing the unit root hypothesis against nonlinear trend stationarity, with an application to the price level and interest rate in the US

H Bierens - Journal of Econometrics
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Consistent Model Specification Tests

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HJ Bierens - 2009 - Cambridge Univ Press
Page 1. CONSISTENT MODEL SPECIFICATION TESTS Kernel-Based Tests Versus
Bierens' ICM Tests YANQIN FAN University of Windsor QI LI Texas A&M University
and University of Guelph We point out the close relationship ...
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Job search, conditional treatment and recidivism: The employment services for ex-offenders program reconsidered

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HJ Bierens… - 2007 - repositorio.ufc.br
Page 1. Job Search, Conditional Treatment and Recidivism: The Employment Services for
Ex-Offenders Program Reconsidered Herman J. Bierens∗ Department of Economics,
Pennsylvania State University José R. Carvalho† CAEN, Universidade Federal do Ceará, Brazil. ...
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[PDF] Semi-Nonparametric Estimation of Independently and Identically Repeated First-Price Auctions via Simulated Method of Moments

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HJ Bierens… - 2007 - creates.au.dk
Page 1. Semi-Nonparametric Estimation of Independently and Identically Repeated First-Price
Auctions via Simulated Method of Moments∗ Herman J. Bierens† and Hosin Song‡ Department
of Economics Pennsylvania State University University Park, PA 16802 May 2, 2007 ...
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[PDF] Semi-nonparametric Estimation of First-Price Auction using Simulated Method of Moments

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HJ Bierens… - 2006 - sites.google.com
Page 1. Semi-nonparametric Estimation of First-Price Auction using Simulated Method
of Moments∗ Herman J. Bierens†and Hosin Song‡ July 17, 2006 Abstract In this paper,
we study the first-price auctions under the IPV par- adigm. ...
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[PDF] Semi (nonparametric estimation of first (price auctions with auction (specific heterogeneity using simulated method of moments

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HJ Bierens… - 2006 - econ.psu.edu
Page 1. Semi"nonparametric Estimation of First"Price Auctions with Auction"Specific
Heterogeneity using Simulated Method of Moments Herman J. Bierens and Hosin Song"
Department of Economics Pennsylvania State University October 30, 2006 ...
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[PDF] A test for model specification of nonlinear time series regressions

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HJ Bierens - 1981 - conservancy.umn.edu
Page 1. * A TEST FOR MODEL SPECIFICATION OF NONLINEAR TIME SERIES
REGRESSIONS by Herman J. Bierens* Discussion Paper No. 81 - 156, November
1981 University of Amsterdam, The Netherlands. This paper ...
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[CITATION] The Nadaraya-Watson kernel regression function estimator

HJ Bierens - Serie Research Memoranda, 1988 - econpapers.repec.org
By Herman J. Bierens; The Nadaraya-Watson Kernel regression function estimator.
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[CITATION] A consistent conditional moment test of functional form

HJ Bierens - Serie Research Memoranda, 1989 - econpapers.repec.org
By Herman J. Bierens; A consistent conditional moment test of functional form.
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[CITATION] Specification of household expenditure functions and equivalence scales by nonparametric regression

HJ Bierens… - Serie Research Memoranda, 1987 - ideas.repec.org
Downloadable! No abstract is available for this item.
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[ARMA Memory Index Modeling of Economic Time Series]: Reply

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HJ Bierens - Econometric Theory, 1988 - JSTOR
Page 1. 70 REPLY REPLY HERMAN J. BIERENS Free University, Amsterdam I would
like to thank the discussants for their constructive criticism. Although at first sight it may
seem that the discussants, in particular Sims and Rissanen ...
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[PDF] Semi-nonparametric modeling and estimation of first-price auction models with auction-specific heterogeneity

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HJ Bierens… - 2011 - econ.psu.edu
Page 1. Semi-Nonparametric Modeling and Estimation of First-Price Auction Models with
Auction-Specific Heterogeneity Herman J. Bierens Department of Economics and CAPCP
Pennsylvania State University University Park, PA 16802, USA. Hosin Song ...
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Conditional Treatment and Its Effect on Recidivism

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JR Carvalho… - Brazilian Review of Econometrics, 2007 - bibliotecadigital.fgv.br
Page 1. Conditional Treatment and Its Effect on Recidivism* José R. Carvalho** Herman
J. Bierens*** Abstract The objective of this paper is to evaluate the effect of the 1985
“Employment Services for Ex-Offenders” (ESEO) program on recidivism. ...
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[PDF] Introduction to the Mathematical and Statistical Foundations of Econometrics

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HJ Bierens - 2003 - econ.psu.edu
Page 1. 1 Introduction to the Mathematical and Statistical Foundations of Econometrics Herman
J. Bierens Pennsylvania State University November 13, 2003 Revised: March 15, 2004 Page
2. 2 Contents Preface Chapter 1: Probability and Measure 1.1. The Texas lotto ...
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[PDF] Semi-Nonparametric Identification of the Right Censored Mixed Proportional Hazard Model

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HJ Bierens - Lecture note (http://econ. la. psu. edu/~ hbierens/ …, 2008 - grizzly.la.psu.edu
Page 1. Semi-Nonparametric Identification of the Right Censored Mixed Proportional
Hazard Model Herman J. Bierens Department of Economics Pennsylvania State
University November 3, 2008 Abstract Elbers and Ridder ...
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[BOOK] Asymptotic power of the integrated conditional moment test against global and large local alternatives

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W Ploberger, HJ Bierens… - 1995 - arno.uvt.nl
Page 1. Asymptotic Power of the Integrated Conditional Moment Test Against Global and
Large Local Alternatives. Werner PLOBERGER 1 University of St. Andrews, Scotland Herman
J. BIERENS Southern Methodist University, Dallas, USA, and ...
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[CITATION] Asymptotic theory of integrated conditional tests

HJ Bierens, W Ploberger… - 1995 - opengrey.eu
Asymptotic theory of integrated conditional tests. Herman J Bierens, Werner Ploberger, University
of St. Andrews. Centre for Research into Industry, Enterprise, Finance and the Firm University
of St. Andrews, Centre for Research into Industry, Enterprise, and the Firm, 1995.
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I would like to thank the discussants for their constructive criticism. Although at first sight it may seem that the discussants, in particular Sims and Rissanen, and I have …

HJ BIERENS - Cambridge Univ Press
Page 1. 70 REPLY HERMAN J. BIERENS Free University, Amsterdam I would like
to thank the discussants for their constructive criticism. Although at first sight it may
seem that the discussants, in particular Sims and Rissanen ...

[PDF] Integrated Conditional Moment Testing of Median Regression Models

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HJ Bierens, DK Ginther - econ.psu.edu
Page 1. 1 Correspondence address: Department of Economics, Pennsylvania State
University, 608 Kern Graduate Building, University Park, PA 16802, USA. E-mail:
hbierens@psu.edu. URL: http://econ.la.psu.edu/~hbierens/. ...
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Cumulative Index Econometric Theory Volume 6, 1990

DWK Andrews, HJ Bierens, RAL Carter… - Econometric …, 1990 - Cambridge Univ Press
Page 1. CUMULATIVE INDEX ECONOMETRIC THEORY VOLUME 6, 1990 ARTICLES
Andrews, Donald WK Additive Interactive Regression Models: Circumvention of the
Curse of Dimensionality 466 Bierens, Herman J. Model ...
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[PDF] Integrated Conditional Moment Tests for Parametric Conditional Distributions of Stationary Time Series Processes

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HJ Bierens… - 2008 - capcp.psu.edu
Page 1. Integrated Conditional Moment Tests for Parametric Conditional Distributions of Stationary
Time Series Processes Herman J. Bierens and Li Wang Department of Economics and CAPCP∗
Pennsylvania State University University Park, PA 16802 April 29, 2008 Abstract ...
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[PDF] Note on the Consistency of Sieve Estimators

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HJ Bierens - 2012 - econ.la.psu.edu
Page 1. Note on the Consistency of Sieve Estimators Herman J. Bierens March 25,
2012 Abstract In this note the consistency of sieve estimators is derived without
requiring compactness of the entire parameter space, and allowing ...
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[CITATION] Model Specification Testing of Time Series Regressions

HJ Bierens… - 1983 - University of Amsterdam, Faculty of …
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[PDF] Population Forecasting at the City Level: An Econometric Approach

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HJ Bierens, R Hoever… - Urban …, 1985 - econ.la.psu.edu
Page 1. Urban Studies (1985) 22, 83-90 © 1985 Urban Studies Notes and Comments Population
Forecasting at the City Level: An Econometric Approach Herman J. Bierens and Roy Hoever tFirst
received, April 1983; in final form, December 1983] 1. Introduction ...
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[PDF] Conditional Treatment and Its Effect on Recidivism

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HJ Bierens… - 2002 - epge.fgv.br
Page 1. Conditional Treatment and Its Effect on Recidivism Herman J. Bierens
Pennsylvania State University, USA & Tilburg University, The Netherlands José R.
Carvalho ∗ Federal University of Ceara, Brazil November, 2002 ...
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[CITATION] A note on the limiting distribution of sample autocorrelations in the presence of a unit root

HJ Bierens - Serie Research Memoranda, 1990 - econpapers.repec.org
By Herman J. Bierens; A note on the limiting distribution of sample
autocorrelations in the presence of a unit root.
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[CITATION] Estimating and Testing a Hedonic Earnings Function: A Semi-parametric Approach

J Hartog… - 1988 - University of Amsterdam
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[PDF] Semi-Nonparametric Modeling of Densities on the Unit Interval, with Application to Interval-Censored Mixed Proportional Hazard Models: Identification and …

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HJ Bierens - 2006 - capcp.psu.edu
Page 1. Semi-Nonparametric Modeling of Densities on the Unit Interval, with Application to
Interval-Censored Mixed Proportional Hazard Models: Identification and Consistency Results
Herman J. Bierens∗ Pennsylvania State University February 6, 2006 Abstract ...
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Semi-nonparametric econometrics

HJ Bierens - econ.la.psu.edu
Semi-Nonparametric Econometrics. CREATES, University of Aarhus, May 21-23, 2007. Instructor:
Prof. Herman J. Bierens Department of Economics The Pennsylvania State University University
Park, PA 16802, USA Email: hbierens@psu.edu. Objectives. ...
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[PDF] The Right-Censored Bivariate Semi-Nonparametric Mixed Proportional Hazard Model and its Implementation in EasyReg

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HJ Bierens - 2007 - econ.la.psu.edu
Page 1. The Right-Censored Bivariate Semi-Nonparametric Mixed Proportional
Hazard Model and its Implementation in EasyReg Herman J. Bierens March 8, 2007
Abstract This note contains the setup of the model in Bierens ...
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The Econometric Theory Awards

M Scripsit, JC Escanciano, P Scripsit, HJ Bierens… - 2005 - Cambridge Univ Press
Page 1. Econometric Theory, 27, 2011, 199. doi:10.1017/S0266466610000678 The
Econometric Theory Awards 2011 I am delighted to announce the following
Econometric Theory Awards for 2011. Multa Scripsit (2011): Juan ...
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[PDF] TESTS OF NORMALITY OF REGRESSION ERRORS

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HJ Bierens - 2010 - econ.la.psu.edu
Page 1. 1 TESTS OF NORMALITY OF REGRESSION ERRORS Herman J. Bierens Pennsylvania
State University February 13, 2010 In this lecture note I will derive the Jarque-Bera (1980)
and-Kiefer- Salmon (1983) tests of the normality of the regression errors. ...
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[PDF] A Competing Risk Analysis of Recidivism

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JR Carvalho… - Unpublished doctoral dissertation, …, 2002 - hawaii.edu
Page 1. A Competing Risk Analysis of Recidivism José R. Carvalho ¤ Federal
University of Ceara, Brazil Herman J. Bierens Pennsylvania State University, USA
& Tilburg University, The Netherlands November 3, 2002 Abstract ...
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[CITATION] Nonparametric time series regression

HJ Bierens - Serie Research Memoranda, 1988 - econpapers.repec.org
By Herman J. Bierens; Nonparametric time series regression.
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[PDF] Integrated Conditional Moment Testing of Conditional Heteroskedasticity Models

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HJ Bierens, S Mira - 1999 - econ.psu.edu
Page 1. Integrated Conditional Moment Testing of Conditional Heteroskedasticity
Models∗ Herman J. Bierens Pennsylvania State University Santiago Mira University
of Las Palmas, Gran Canaria April 1999 Abstract In this paper ...
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[PDF] Time Varying Cointegration

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LF Martins… - 2005 - fe.ualg.pt
Page 1. Time Varying Cointegration Luis F. Martins* and Herman J. Bierens† 29th August
2005 Abstract In this paper, we propose a time varying cointegration error correction model
in which the cointegrating relationship smoothly varies over time. ...
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[PDF] The Integrated Conditional Moment Test

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HJ Bierens - econ.psu.edu
Page 1. The Integrated Conditional Moment Test Herman J. Bierens Abstract In this lecture
I will review the integrated con- ditional moment (ICM) test for functional form of a conditional
expectation model. This is a consistent test: the ICM test has asymptotic ...
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[CITATION] Nonparametric cointegration tests

HJ Bierens - Discussion Paper, 1994 - ideas.repec.org
Downloadable! No abstract is available for this item.
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[CITATION] Identification Problem in First-Price Auctions: Ideal Situation and Observed Auction-Specific Heterogeneity

HJ Bierens… - 2006
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ET INTERVIEW

WK Newey, JL Powell, DB Nelson… - Econometric …, 1990 - Cambridge Univ Press
Cambridge Journals. Home; CJO Mobile; Contact Us; Site Map; Help; FAQ; Accessibility;
Register. Basket; Log in. User Log-in; Athens Log-in; Institutional Log-in. Username or
Email Address: Password: Remember me. Forgot your Password? ...
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[CITATION] ARNOLD ZELLNER

HJ BIERENS, S CHIB, M DAGENAIS, M DEISTLER… - Journal of econometrics, 1995
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Empirical Economics Acknowledges the Cooperation of

K Abraham, FW Ahking, R Alt, P Arms… - Springer
Abraham, Katherine, University of Maryland, United States Ahking, Francis W., University of
Connecticut, United States Alt, Raimund, Institute for Advanced Studies, Austria Arms,
Patrick, Caisse des ddp6ts et consignations, France Aufhauser, E!isabeth, University of ...

[PDF] Semi-Nonparametric Modeling and Estimation

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HJ Bierens - 2009 - econ.la.psu.edu
Page 1. Semi-Nonparametric Modeling and Estimation∗ Herman J. Bierens
Pennsylvania State University Department of Economics and CAPCP† University
Park, PA 16802, USA April 25, 2009 Abstract In this paper it will show ...
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Econometric

E MAASOUMI, BADH BALTAGI, AK BERA… - Taylor & Francis
Page 1. Econometric Reviews EDITOR ESFANDIAR MAASOUMI Department of
Economics Southern Methodist University Dallas, Texas 75275-0496 USA
ASSOCIATE EDITORS BAD1 H. BALTAGI Department of Economics ...
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