Herman Bierens
Affiliations: | Pennsylvania State University, State College, PA, United States |
Area:
General Economics, Criminology and PenologyGoogle:
"Herman Bierens"Parents
Sign in to add mentorMars Cramer | grad student | 1980 | Amsterdam |
Christopher A. Sims | grad student | 1980 | Amsterdam |
Children
Sign in to add traineeRobert 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 |