Herman J. Bierens : Citation Profile

Are you Herman J. Bierens?

Pennsylvania State University

14

H index

18

i10 index

1457

Citations

RESEARCH PRODUCTION:

30

Articles

30

Papers

3

Books

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   32 years (1982 - 2014). See details.
   Cites by year: 45
   Journals where Herman J. Bierens has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 17 (1.15 %)

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   Permalink: http://citec.repec.org/pbi63
   Updated: 2024-01-16    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 (92)

GUPTA, RANGAN (48)

Escanciano, Juan Carlos (42)

Caporale, Guglielmo Maria (31)

Swanson, Norman (28)

MORANA, CLAUDIO (24)

Cuestas, Juan (24)

Lavergne, Pascal (22)

Shahbaz, Muhammad (21)

Phillips, Peter (20)

Antoine, Bertille (20)

Cites to:

Perron, Pierre (15)

Watson, Mark (9)

Stock, James (8)

Farmer, Roger (8)

Sims, Christopher (7)

Newey, Whitney (7)

Phillips, Peter (7)

Johansen, Soren (6)

van Dijk, Herman (6)

Geweke, John (6)

van den Berg, Gerard (5)

Main data

Where Herman J. Bierens has published?

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

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 (2024 and 2023)

YearTitle of citing document
2023A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456.

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2023Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637.

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2023Adaptive, Rate-Optimal Testing in Instrumental Variables Models. (2020). Chen, Xiaohong ; Breunig, Christoph. In: Papers. RePEc:arx:papers:2006.09587.

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2023Powerful Inference. (2020). Lee, Sokbae (Simon) ; Seo, Myung Hwan ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2008.11140.

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2023Encompassing Tests for Nonparametric Regressions. (2022). Lapenta, Elia ; Lavergne, Pascal. In: Papers. RePEc:arx:papers:2203.06685.

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2023Debiased Semiparametric U-Statistics: Machine Learning Inference on Inequality of Opportunity. (2022). Terschuur, Joel Robert ; Escanciano, Juan Carlos. In: Papers. RePEc:arx:papers:2206.05235.

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2023Partly Linear Instrumental Variables Regressions without Smoothing on the Instruments. (2022). Lapenta, Elia ; Florens, Jean-Pierre. In: Papers. RePEc:arx:papers:2212.11012.

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2023A Bootstrap Specification Test for Semiparametric Models with Generated Regressors. (2022). Lapenta, Elia. In: Papers. RePEc:arx:papers:2212.11112.

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2023One-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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2023On 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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2023Long-Run Trends and Cycles in US House Prices. (2023). Gil-Alana, Luis Alberiko ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10751.

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2023Projection expectile regression for sufficient dimension reduction. (2023). Soale, Abdul-Nasah. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:180:y:2023:i:c:s0167947322002468.

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2023Identification-robust nonparametric inference in a linear IV model. (2023). Antoine, Bertille ; Lavergne, Pascal. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:1-24.

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2023Semi-nonparametric estimation of random coefficients logit model for aggregate demand. (2023). shi, xiaoxia ; Tao, Jing ; Lu, Zhentong. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:2245-2265.

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2023Testing the martingale difference hypothesis in high dimension. (2023). Shao, Xiaofeng ; Jiang, Qing ; Chang, Jinyuan. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:972-1000.

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2023The response of money market funds to the COVID-19 pandemic. (2023). Winters, Drew B ; Baig, Ahmed ; Allen, Kyle D. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001630.

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2023Cointegration between high base metals prices and backwardation: Getting ready for the metals super-cycle. (2023). Labeaga, Jose ; Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001216.

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2023Mineral prices persistence and the development of a new energy vehicle industry in China: A fractional integration approach. (2023). Gil-Alana, Luis ; Claudio-Quiroga, Gloria ; Maiza-Larrarte, Andoni. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001411.

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2023Energy prices in Europe. Evidence of persistence across markets. (2023). Gil-Alana, Luis ; Martin-Valmayor, Miguel A ; Infante, Juan. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300257x.

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2023Identification-Robust Nonparametric Inference in a Linear IV Model. (2023). Antoine, Bertille ; Lavergne, Pascal. In: Post-Print. RePEc:hal:journl:hal-04141433.

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2023U.S. House Prices by Census Division: Persistence, Trends and Structural Breaks. (2023). Caporale, Guglielmo Maria ; Gil-Alana, Luis Alberiko. In: International Advances in Economic Research. RePEc:kap:iaecre:v:29:y:2023:i:1:d:10.1007_s11294-023-09868-9.

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2023A Sufficient Statistical Test for Dynamic Stability. (2023). Nawaz, Nasreen ; Ahmed, Muhammad Ashfaq. In: MPRA Paper. RePEc:pra:mprapa:116684.

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2023Estimating and Testing for Functional Coefficient Quantile Cointegrating Regression. (2023). Zheng, Chaowen ; Zhang, Jing ; Li, Haiqi. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-07.

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2023Multivariate Wold decompositions: a Hilbert A-module approach. (2023). Tebaldi, Claudio ; Severino, Federico ; Ortu, Fulvio ; Cerreia-Vioglio, Simone. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:46:y:2023:i:1:d:10.1007_s10203-023-00392-3.

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2023Productivity and GDP: international evidence of persistence and trends over 130 years of data. (2023). GUPTA, RANGAN ; Gil-Alana, Luis ; Balcilar, Mehmet ; Solarin, Sakiru Adebola. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02281-x.

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2023Tax avoidance and earnings management: a neural network approach for the largest European economies. (2023). Martinez-Arias, Antonio ; Landajo, Manuel ; Garcia-Fernandez, Roberto ; Fernandez-Rodriguez, Elena ; Delgado, Francisco J. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00424-8.

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2023Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks. (2023). Caporale, Guglielmo Maria ; Gil-Alana, Luis A. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:8:d:10.1007_s43546-023-00516-2.

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2023One-step nonparametric instrumental regression using smoothing splines. (2023). Lavergne, Pascal ; Lapenta, Elia ; Beyhum, Jad. In: TSE Working Papers. RePEc:tse:wpaper:128467.

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2023Robust forecast superiority testing with an application to assessing pools of expert forecasters. (2023). Swanson, Norman R ; Jin, Sainan ; Corradi, Valentina. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:596-622.

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Herman J. Bierens has edited the books:

YearTitleTypeCited

Works by Herman J. Bierens:

YearTitleTypeCited
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]		article36
2001COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL? In: Econometric Theory.
[Full Text][Citation analysis]		article44
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: 44		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]		article100
2012INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS In: Econometric Theory.
[Full Text][Citation analysis]		article8
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]		article204
1989A consistent conditional moment test of functional form.(1989) In: Serie Research Memoranda.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 204		paper
1997Asymptotic Theory of Integrated Conditional Moment Tests In: Econometrica.
[Citation analysis]		article182
1995Asymptotic theory of integrated conditional moment tests.(1995) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 182		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]		article7
1982Consistent model specification tests In: Journal of Econometrics.
[Full Text][Citation analysis]		article219
1984Model specification testing of time series regressions In: Journal of Econometrics.
[Full Text][Citation analysis]		article32
1987Armax model specification testing, with an application to unemployment in the Netherlands In: Journal of Econometrics.
[Full Text][Citation analysis]		article8
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: 8		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]		article128
1995Nonparametric cointegration analysis.(1995) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 128		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]		article234
2000The econometric consequences of the ceteris paribus condition in economic theory In: Journal of Econometrics.
[Full Text][Citation analysis]		article11
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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