Herman Bierens

Affiliations: 
Pennsylvania State University, State College, PA, United States 
Area:
General Economics, Criminology and Penology
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"Herman Bierens"

Parents

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Mars Cramer grad student 1980 Amsterdam
Christopher A. Sims grad student 1980 Amsterdam

Children

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Robert M. de Jong grad student 1993 VU Amsterdam
Jose A. Carvalho grad student 2002 Penn State
Hung-Pin Lai grad student 2003 Penn State
Luis F. Martins grad student 2005 Penn State
Sascha Claudius grad student 2010 Penn State
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Publications

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Bierens HJ, Wang L. (2016) Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes Econometric Reviews. 1-33
Bierens HJ, Wang L. (2012) Integrated conditional moment tests for parametric conditional distributions Econometric Theory. 28: 328-362
Bierens HJ, Martins LF. (2010) Time-varying cointegration Econometric Theory. 26: 1453-1490
Bierens HJ. (2008) Semi-nonparametric interval-censored mixed proportional hazard models: Identification and consistency results Econometric Theory. 24: 749-794
Bierens HJ, Carvalho JR. (2007) Semi-nonparametric competing risks analysis of recidivism Journal of Applied Econometrics. 22: 971-993
Bierens HJ, Ginther DK. (2001) Integrated conditional moment testing of quantile regression models Empirical Economics. 26: 307-324
Bierens HJ, Swanson NR. (2000) The econometric consequences of the ceteris paribus condition in economic theory Journal of Econometrics. 95: 223-253
Bierens HJ, Ploberger W. (1997) Asymptotic theory of integrated conditional moment tests Econometrica. 65: 1129-1151
Bierens HJ. (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. 81: 29-64
de Jong RM, Bierens HJ. (1994) On the limit behavior of a chi-square type test if the number of conditional moments tested approaches infinity Econometric Theory. 10: 70-90
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