Herman J. Bierens : Citation Profile

Pennsylvania State University

14

H index

19

i10 index

1502

Citations

RESEARCH PRODUCTION:

30

Articles

30

Papers

3

Books

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   32 years (1982 - 2014). See details.
   Cites by year: 46
   Journals where Herman J. Bierens has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 17 (1.12 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbi63
   Updated: 2025-04-05    RAS profile: 2022-05-17    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Herman J. Bierens.

Is cited by:

Gil-Alana, Luis (102)

GUPTA, RANGAN (48)

Escanciano, Juan Carlos (44)

Caporale, Guglielmo Maria (38)

Swanson, Norman (28)

MORANA, CLAUDIO (24)

Shahbaz, Muhammad (24)

Cuestas, Juan (24)

Lavergne, Pascal (22)

Antoine, Bertille (20)

Phillips, Peter (20)

Cites to:

Perron, Pierre (15)

Watson, Mark (9)

Farmer, Roger (8)

Stock, James (8)

Phillips, Peter (7)

Newey, Whitney (7)

Sims, Christopher (7)

Geweke, John (6)

van Dijk, Herman (6)

Johansen, Soren (6)

van den Berg, Gerard (5)

Main data

Production by document typepaperarticlebook198219831984198519861987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014051015Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published1982198319841985198619871988198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320140255075Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received19851986198719881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1982198319841985198619871988198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320140250500750Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 14Most cited documents123456789101112131415160100200300Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503202504051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Herman J. Bierens has published?

Journals with more than one article published# docs
Econometric Theory10
Journal of Econometrics10
Environment and Planning A2
Empirical Economics2
Econometrica2

Working Papers Series with more than one paper published# docs
Serie Research Memoranda / VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics23

Recent works citing Herman J. Bierens (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Adaptive, Rate-Optimal Testing in Instrumental Variables Models. (2020). Chen, Xiaohong ; Breunig, Christoph. In: Papers. RePEc:arx:papers:2006.09587.

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2024Powerful Inference. (2020). Lee, Sokbae (Simon) ; Seo, Myung Hwan ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2008.11140.

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2024Consistent Specification Test of the Quantile Autoregression. (2020). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.03898.

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2024Estimation of Heterogeneous Treatment Effects Using a Conditional Moment Based Approach. (2022). Sun, Xiaolin. In: Papers. RePEc:arx:papers:2210.15829.

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2024One-step nonparametric instrumental regression using smoothing splines. (2023). Lavergne, Pascal ; Lapenta, Elia ; Beyhum, Jad. In: Papers. RePEc:arx:papers:2307.14867.

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2024On Optimal Set Estimation for Partially Identified Binary Choice Models. (2023). Nekipelov, Denis ; Komarova, Tatiana ; Khan, Shakeeb. In: Papers. RePEc:arx:papers:2310.02414.

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2024Goodness-of-Fit for Conditional Distributions: An Approach Using Principal Component Analysis and Component Selection. (2024). Yuhao, LI ; Rui, Cui. In: Papers. RePEc:arx:papers:2403.10352.

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2024Deconvolution from two order statistics. (2024). Xiao, Ruli ; Luo, Yao ; Cho, Joonhwan. In: Papers. RePEc:arx:papers:2403.17777.

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2024Estimation for conditional moment models based on martingale difference divergence. (2024). Jiang, Feiyu ; Song, Kunyang ; Zhu, KE. In: Papers. RePEc:arx:papers:2404.11092.

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2024Canonical correlation analysis of stochastic trends via functional approximation. (2024). Paruolo, Paolo ; Franchi, Massimo ; Georgiev, Iliyan. In: Papers. RePEc:arx:papers:2411.19572.

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2024Testing linearity of spatial interaction functions \`a la Ramsey. (2024). Lee, Jungyoon ; Rossi, Francesca ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:2412.14778.

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2025Inference on varying coefficients in spatial autoregressions. (2025). Srisuma, Sorawoot ; Qu, XI ; Gupta, Abhimanyu ; Zhang, Jiajun. In: Papers. RePEc:arx:papers:2502.03084.

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2024The economic growth–travel frequency nexus in China: Importance of the transport Kuznets curve. (2024). Shahbaz, Muhammad ; Shafiullah, Muhammad ; Khalid, Usman ; Jiao, Zhilun ; Song, Malin. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:3:p:898-929.

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2025Testing for Persistence in Real House Prices in 47 Countries from the OECD Database. (2025). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Dominguez, Alfonso. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11662.

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2024Significance test for semiparametric conditional average treatment effects and other structural functions. (2024). Zhu, Lixing ; Guo, XU ; Zhou, Niwen. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:189:y:2024:i:c:s0167947323001500.

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2024Persistence of human capital development in OECD countries over 150 years: Evidence from linear and nonlinear fractional integration methods. (2024). Gil-Alana, Luis ; Solarin, Sakiru Adebola ; Hernandez-Herrera, Maria. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:3:s0939362524000372.

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2024Stock market prices and Dividends in the US: Bubbles or Long-run equilibria relationships?. (2024). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Dettoni, Robinson. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002515.

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2024Unbounded heteroscedasticity in autoregressive models. (2024). Samartzis, Panagiotis ; Kourogenis, Nikolaos ; Pittis, Nikitas. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000634.

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2024Real exchange rate convergence in the euro area: Evidence from a dynamic factor model. (2024). Kempa, Bernd ; Borger, Carina. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:213-224.

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2025Consistent tests for semiparametric conditional independence. (2025). Dai, Shengtao ; Song, Xiaojun. In: Statistics & Probability Letters. RePEc:eee:stapro:v:216:y:2025:i:c:s0167715224002220.

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2024Zoo of empirical results: Quantitative research and accumulation of knowledge in social sciences. (2024). Libman, A. In: Journal of the New Economic Association. RePEc:nea:journl:y:2024:i:65:p:178-194.

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2025Omnibus diagnostic procedures for vector multiplicative errors models. (2025). Ngatchou-Wandji, Joseph ; Meintanis, Simos G ; Hudecov, Rka. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:2:d:10.1007_s00362-024-01653-y.

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2024Partly linear instrumental variables regressions without smoothing on the instruments. (2024). Lapenta, Elia ; Florens, Jean-Pierre. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:3:d:10.1007_s11749-024-00931-z.

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2024Specifications tests for count time series models with covariates. (2024). Hukov, Marie ; Hudecov, Rka ; Meintanis, Simos G. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:4:d:10.1007_s11749-024-00933-x.

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Herman J. Bierens has edited the books:

Year  ↓Title  ↓Type  ↓Cited  ↓

Works by Herman J. Bierens:

Year  ↓Title  ↓Type  ↓Cited  ↓
2005Forecasting Quarterly Brazilian GDP Growth Rate With Linear and NonLinear Diffusion Index Models In: Economia.
[Full Text][Citation analysis]		article11
2000Nonparametric Nonlinear Cotrending Analysis, with an Application to Interest and Inflation in the United States. In: Journal of Business & Economic Statistics.
[Citation analysis]		article80
2011Job Search, Conditional Treatment and Recidivism: The Employment Services for Ex-Offenders Program Reconsidered In: The B.E. Journal of Economic Analysis & Policy.
[Full Text][Citation analysis]		article1
2005Introduction to the Mathematical and Statistical Foundations of Econometrics In: Cambridge Books.
[Citation analysis]		book12
2005Introduction to the Mathematical and Statistical Foundations of Econometrics.(2005) In: Cambridge Books.
[Citation analysis]
This paper has nother version. Agregated cites: 12		book
1996Topics in Advanced Econometrics In: Cambridge Books.
[Citation analysis]		book1
1994On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity In: Econometric Theory.
[Full Text][Citation analysis]		article38
2001COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL? In: Econometric Theory.
[Full Text][Citation analysis]		article45
2000Complex Unit Roots and Business Cycles: Are They Real?.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45		paper
2008SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS In: Econometric Theory.
[Full Text][Citation analysis]		article16
2010TIME-VARYING COINTEGRATION In: Econometric Theory.
[Full Text][Citation analysis]		article107
2012INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS In: Econometric Theory.
[Full Text][Citation analysis]		article11
2014CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS In: Econometric Theory.
[Full Text][Citation analysis]		article5
2014CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS—CORRIGENDUM TO SUPPLEMENTARY MATERIAL In: Econometric Theory.
[Full Text][Citation analysis]		article2
1988ARMA Memory Index Modeling of Economic Time Series In: Econometric Theory.
[Full Text][Citation analysis]		article3
1988Reply In: Econometric Theory.
[Full Text][Citation analysis]		article0
1990Model-free Asymptotically Best Forecasting of Stationary Economic Time Series In: Econometric Theory.
[Full Text][Citation analysis]		article0
1986Model-free asymptotically best forecasting of stationary economic time series.(1986) In: Serie Research Memoranda.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
1990A Consistent Conditional Moment Test of Functional Form. In: Econometrica.
[Full Text][Citation analysis]		article206
1989A consistent conditional moment test of functional form.(1989) In: Serie Research Memoranda.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 206		paper
1997Asymptotic Theory of Integrated Conditional Moment Tests In: Econometrica.
[Citation analysis]		article184
1995Asymptotic theory of integrated conditional moment tests.(1995) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 184		paper
2004Conditional Treatment and Its Effect on Recidivism In: Econometric Society 2004 Latin American Meetings.
[Citation analysis]		paper0
2007Econometric analysis of linearized singular dynamic stochastic general equilibrium models In: Journal of Econometrics.
[Full Text][Citation analysis]		article17
2012Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method In: Journal of Econometrics.
[Full Text][Citation analysis]		article8
1982Consistent model specification tests In: Journal of Econometrics.
[Full Text][Citation analysis]		article226
1984Model specification testing of time series regressions In: Journal of Econometrics.
[Full Text][Citation analysis]		article33
1987Armax model specification testing, with an application to unemployment in the Netherlands In: Journal of Econometrics.
[Full Text][Citation analysis]		article9
1986Armax model specification testing, with an application to unemployment in the Netherlands.(1986) In: Serie Research Memoranda.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
1988Non-linear regression with discrete explanatory variables, with an application to the earnings function In: Journal of Econometrics.
[Full Text][Citation analysis]		article21
1988Nonlineair regression with discrete explanatory variables : with an application to the earnings function.(1988) In: Serie Research Memoranda.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
1993Higher-order sample autocorrelations and the unit root hypothesis In: Journal of Econometrics.
[Full Text][Citation analysis]		article13
1997Nonparametric cointegration analysis In: Journal of Econometrics.
[Full Text][Citation analysis]		article131
1995Nonparametric cointegration analysis.(1995) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 131		paper
1997Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate In: Journal of Econometrics.
[Full Text][Citation analysis]		article248
2000The econometric consequences of the ceteris paribus condition in economic theory In: Journal of Econometrics.
[Full Text][Citation analysis]		article12
2007Semi-nonparametric competing risks analysis of recidivism In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article5
1990Testing the Recession Theory as an Explanation for the Migration Turnaround In: Environment and Planning A.
[Full Text][Citation analysis]		article2
2008Testing the Regional Restructuring Hypothesis in Western Germany In: Environment and Planning A.
[Full Text][Citation analysis]		article1
1988Estimating a Hedonic Earnings Function with a Nonparametric Method. In: Empirical Economics.
[Citation analysis]		article0
2001Integrated Conditional Moment testing of quantile regression models In: Empirical Economics.
[Full Text][Citation analysis]		article26
1994Nonparametric cointegration tests In: Discussion Paper.
[Full Text][Citation analysis]		paper1
1995Asymptotic power of the integrated conditional moment test against global and large local alternatives In: Discussion Paper.
[Full Text][Citation analysis]		paper0
1996Nonparametric Nonlinear Cotrending Analysis, with an Application to Interest and Inflation in the U.S In: Discussion Paper.
[Full Text][Citation analysis]		paper0
1987Basic probability theory In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper0
1987Convergence In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper0
1987A consistent Hausman-type model specification test In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper1
1987Introduction to conditioning In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper0
1987Nonlinear parametric regression analysis In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper0
1987Tests for model misspecification In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper0
1987Specification of household expenditure functions and equivalence scales by nonparametric regression In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper1
1988The Nadaraya-Watson Kernel regression function estimator In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper0
1988Nonparametric time series regression In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper0
1988Sample moments integrating normal Kernel estimators In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper0
1988Nonlinear regression with discrete explanatory variables In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper6
1988Conditioning and dependence In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper0
1988Functional specification of time series models In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper0
1988Armax models : estimation and testing In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper2
1989Testing stationarity against the unit root hypothesis In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper1
1990A note on the limiting distribution of sample autocorrelations in the presence of a unit root In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper0
1990The relation between unemployment and interest rate : some empirical evidence In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper2
1991The relation between unemployment and interest rate : some international evidence In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper2
1991On the limit behavior of a chi-square type test if the number of conditional moments tested approaches infinity preliminary version In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper0

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