Herman J. Bierens : Citation Profile


Are you Herman J. Bierens?

Pennsylvania State University

13

H index

16

i10 index

1074

Citations

RESEARCH PRODUCTION:

32

Articles

30

Papers

3

Books

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   32 years (1982 - 2014). See details.
   Cites by year: 33
   Journals where Herman J. Bierens has often published
   Relations with other researchers
   Recent citing documents: 126.    Total self citations: 15 (1.38 %)

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   Permalink: http://citec.repec.org/pbi63
   Updated: 2019-09-14    RAS profile: 2016-02-20    
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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 (55)

Escanciano, Juan Carlos (41)

GUPTA, RANGAN (35)

Swanson, Norman (26)

Caporale, Guglielmo Maria (23)

Lavergne, Pascal (21)

Cuestas, Juan (17)

Li, Qi (17)

MORANA, CLAUDIO (16)

Chang, Tsangyao (16)

Su, Liangjun (16)

Cites to:

Perron, Pierre (13)

Watson, Mark (9)

Stock, James (8)

Sims, Christopher (7)

White, Halbert (7)

Phillips, Peter (7)

van Dijk, Herman (6)

Johansen, Soren (6)

Newey, Whitney (5)

Plosser, Charles (4)

Geweke, John (4)

Main data


Where Herman J. Bierens has published?


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

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 (2018 and 2017)


YearTitle of citing document
2018State-Space Models on the Stiefel Manifold with A New Approach to Nonlinear Filtering. (2018). Yang, Yukai ; Bauwens, Luc. In: CREATES Research Papers. RePEc:aah:create:2018-30.

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2018BUBBLES IN THE PRICES OF HOUSING? EVIDENCE TO BRAZIL?S ECONOMY. (2018). Silva, Marcelo ; da Nobrega, Cassio ; Paes, Nelson Leito. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:118.

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2017How Stable is the Money Demand in Taiwan?. (2017). Shieh, Chen-Huan ; Lee, Chung-Ching ; Liu, Shou-Hsiang . In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2017:p:54-64.

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2019Specification Tests for the Propensity Score. (2016). Sant'Anna, Pedro ; Song, Xiaojung. In: Papers. RePEc:arx:papers:1611.06217.

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2017Nonparametric Tests for Treatment Effect Heterogeneity with Duration Outcomes. (2017). Sant'Anna, Pedro. In: Papers. RePEc:arx:papers:1612.02090.

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2018Difference-in-Differences with Multiple Time Periods and an Application on the Minimum Wage and Employment. (2018). Sant'Anna, Pedro ; Callaway, Brantly. In: Papers. RePEc:arx:papers:1803.09015.

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2018Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures. (2018). Perron, Pierre ; Oka, Tatsushi ; Kim, Dukpa ; Estrada, Francisco. In: Papers. RePEc:arx:papers:1805.09937.

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2019Covariate Distribution Balance via Propensity Scores. (2018). Sant'Anna, Pedro ; Xu, QI ; Song, Xiaojun. In: Papers. RePEc:arx:papers:1810.01370.

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2019Improved Inference on the Rank of a Matrix. (2018). Chen, Qihui ; Fang, Zheng. In: Papers. RePEc:arx:papers:1812.02337.

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2017Extracting and Analyzing the Warming Trend in Global and Hemispheric Temperatures. (2017). Perron, Pierre ; Estrada, Francisco ; Zorita, Eduardo . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:5:p:711-732.

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2017Sample Moments and Weak Convergence to Multivariate Stochastic Power Integrals. (2017). Sandberg, Rickard. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:6:p:1000-1009.

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2018Unit Root Testing in Multiple Smooth Break Models with Nonlinear Dynamics. (2018). Sandberg, Rickard. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:942-952.

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2018Information Transmission across European Equity Markets During Crisis Periods. (2018). Chen, Jing ; Buckle, Mike ; McMillan, David G. In: Manchester School. RePEc:bla:manchs:v:86:y:2018:i:6:p:770-788.

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2018On the Stability of Euro Area Money Demand and Its Implications for Monetary Policy. (2018). Conti, Antonio ; Barigozzi, Matteo. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:80:y:2018:i:4:p:755-787.

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2017Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures. (2017). Perron, Pierre ; Oka, Tatsushi ; Kim, Dukpa ; Estrada, Francisco. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2017-003.

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2017Characterizing and attributing the warming trend in sea and land surface temperatures. (2017). Perron, Pierre ; Martins, Luis ; Estrada, Francisco. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2017-009.

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2017Simple, Robust, and Accurate F and t Tests in Cointegrated Systems. (2017). Sun, Yixiao ; Hwang, Jungbin. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt83b4q8pk.

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2017Trends and Cycles in Macro Series: The Case of US Real GDP. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6728.

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2017Testing Distributional Assumptions Using a Continuum of Moments. (2017). Sentana, Enrique ; Amengual, Dante ; Carrasco, Marine. In: Working Papers. RePEc:cmf:wpaper:wp2017_1709.

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2017Testing Distributional Assumptions Using a Continuum of Moments. (2017). Amengual, Dante ; Sentana, Enrique ; Carrasco, Marine. In: Working Papers. RePEc:cmf:wpaper:wp2018_1709.

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2017The Reaction of Stock Market Returns to Unemployment. (2017). Taamouti, Abderrahim ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:24120.

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2017Trends and Cycles in Macro Series: The Case of US Real GDP. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1695.

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2018Testing the Fisher Effect in the US. (2018). Cai, Yifei. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00307.

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2018Renminbi exchange rate assessment and competitors exports: New perspective. (2018). Lee, Chien-Chiang ; Zeng, Jhih-Hong ; Chen, Pei-Fen. In: China Economic Review. RePEc:eee:chieco:v:50:y:2018:i:c:p:187-205.

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2019Model checking for regressions: An approach bridging between local smoothing and global smoothing methods. (2019). Chiu, Sung Nok ; Li, Lingzhu ; Zhu, Lixing. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:138:y:2019:i:c:p:64-82.

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2017Gold and inflation(s) – A time-varying relationship. (2017). Lucey, Brian M ; Vigne, Samuel A ; Sharma, Susan Sunila. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:88-101.

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2017A martingale-difference-divergence-based test for specification. (2017). Su, Liangjun ; Zheng, Xin. In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:162-167.

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2017Inference in semiparametric conditional moment models with partial identification. (2017). Hong, Shengjie . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:156-179.

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2017Testing for non-correlation between price and volatility jumps. (2017). Jacod, Jean ; Muller, Gernot ; Kluppelberg, Claudia. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:2:p:284-297.

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2017A simple consistent test of conditional symmetry in symmetrically trimmed tobit models. (2017). Chen, Tao ; Tripathi, Gautam. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:29-40.

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2017A unifying theory of tests of rank. (2017). Al-Sadoon, Majid. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:1:p:49-62.

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2017Tests of additional conditional moment restrictions. (2017). Parente, Paulo ; Smith, Richard J. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:1-16.

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2017Modeling heaped duration data: An application to neonatal mortality. (2017). Arulampalam, Wiji ; Gutknecht, Daniel ; Corradi, Valentina. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:2:p:363-377.

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2018Nonparametric specification testing via the trinity of tests. (2018). Gupta, Abhimanyu. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:169-185.

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2018Sieve maximum likelihood estimation of the spatial autoregressive Tobit model. (2018). Lee, Lung-Fei ; Xu, Xingbai. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:96-112.

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2018On the choice of test statistic for conditional moment inequalities. (2018). Armstrong, Timothy B. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:241-255.

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2018Nonparametric tests for conditional symmetry. (2018). Delgado, Miguel A ; Song, Xiaojun. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:447-471.

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2018Model checks for nonlinear cointegrating regression. (2018). Zhu, Ke ; Wu, Dongsheng ; Wang, Qiying. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:2:p:261-284.

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2018Portmanteau-type tests for unit-root and cointegration. (2018). Zhang, Rongmao ; Chan, Ngai Hang. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:2:p:307-324.

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2019Testing treatment effect heterogeneity in regression discontinuity designs. (2019). Shen, Shu ; Hsu, Yu-Chin. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:468-486.

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2019Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity. (2019). Zhu, YU ; Grundl, Serafin. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:2:p:363-378.

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2019Specification tests for the propensity score. (2019). Song, Xiaojun. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:2:p:379-404.

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2019A model-free consistent test for structural change in regression possibly with endogeneity. (2019). Hong, Yongmiao ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:1:p:206-242.

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2019Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity. (2019). Kuersteiner, Guido M. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:1:p:243-261.

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2017The CO2–growth nexus revisited: A nonparametric analysis for the G7 economies over nearly two centuries. (2017). Shahbaz, Muhammad ; Papavassiliou, Vassilios ; Hammoudeh, Shawkat ; Shafiullah, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:183-193.

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2018Environmental degradation in France: The effects of FDI, financial development, and energy innovations. (2018). Shahbaz, Muhammad ; Roubaud, David ; Nasir, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:843-857.

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2018Predictability of crude oil prices: An investor perspective. (2018). Liu, LI ; Yang, LI ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:193-205.

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2018Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis. (2018). Gogolin, Fabian ; Vigne, Samuel A ; Peat, Maurice ; Lucey, Brian M ; Kearney, Fearghal. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:584-593.

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2017Crude oil price behaviour before and after military conflicts and geopolitical events. (2017). Pérez de Gracia, Fernando ; Monge, Manuel ; Gil-Alana, Luis. In: Energy. RePEc:eee:energy:v:120:y:2017:i:c:p:79-91.

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2017Persistence and cycles in the us federal funds rate. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:1-8.

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2018Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis. (2018). Labidi, Chiaz ; Bekiros, Stelios ; Uddin, Gazi Salah ; Hedstrom, Axel ; Lutfur, MD. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:179-211.

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2018The EMBI in Latin America: Fractional integration, non-linearities and breaks. (2018). Gil-Alana, Luis ; Carcel, Hector ; Caporale, Guglielmo Maria. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:34-41.

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2017CPI and inflation in Kenya. Structural breaks, non-linearities and dependence. (2017). Gil-Alana, Luis ; Mudida, Robert. In: International Economics. RePEc:eee:inteco:v:150:y:2017:i:c:p:72-79.

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2018Time-variation in the relationship between white precious metals and inflation: A cross-country analysis. (2018). Bilgin, Mehmet ; Vigne, Samuel A ; Keung, Marco Chi ; Gogolin, Fabian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:55-70.

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2017A wavelet-based multivariate multiscale approach for forecasting. (2017). Rua, António. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:581-590.

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2017Improved model checking methods for parametric models with responses missing at random. (2017). Sun, Zhihua ; Zhang, Qingzhao ; Zhou, Xiaohua ; Chen, Feifei . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:154:y:2017:i:c:p:147-161.

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2017Goodness-of-fit tests in semiparametric transformation models using the integrated regression function. (2017). Colling, Benjamin ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:160:y:2017:i:c:p:10-30.

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2017Evidence of persistence in U.S. short and long-term interest rates. (2017). GUPTA, RANGAN ; Gil-Alana, Luis ; Cuñado, Juncal ; Cunado, Juncal. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:5:p:775-789.

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2018UK macroeconomic volatility: Historical evidence over seven centuries. (2018). Wohar, Mark ; Plakandaras, Vasilios ; GUPTA, RANGAN. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:4:p:767-789.

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2017Time series analysis of co-movements in the prices of gold and oil: Fractional cointegration approach. (2017). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Awe, Olushina. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:117-124.

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2019Natural resources as blessings and finance-growth nexus: A bootstrap ARDL approach in an emerging economy. (2019). Roubaud, David ; Lahiani, Amine ; Nawaz, Kishwar . In: Resources Policy. RePEc:eee:jrpoli:v:60:y:2019:i:c:p:277-287.

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2018Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models. (2018). GUPTA, RANGAN ; Das, Sonali ; Silva, Emmanuel Sirimal ; Hassani, Hossein. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:121-139.

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2019Persistence in trends and cycles of gold and silver prices: Evidence from historical data. (2019). GUPTA, RANGAN ; Gil-Alana, Luis A ; Cunado, Juncal. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:345-354.

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2018Do house prices hedge inflation in the US? A quantile cointegration approach. (2018). Wohar, Mark ; GUPTA, RANGAN ; Nyakabawo, Wendy ; Christou, Christina. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:15-26.

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2019Informational inefficiency of Bitcoin: A study based on high-frequency data. (2019). Zargar, Faisal Nazir ; Kumar, Dilip. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:344-353.

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2019Time-varying cointegration model using wavelets. (2019). da Fonseca, Eder Lucio ; Morettin, Pedro Alberto ; Alencar, Airlane Pereira. In: Statistics & Probability Letters. RePEc:eee:stapro:v:145:y:2019:i:c:p:260-267.

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2017Does fuel efficiency pay? Empirical evidence from the drybulk timecharter market revisited. (2017). Banyte, Justina ; Jia, Haiying ; Alger, Harrison ; Adland, Roar. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:95:y:2017:i:c:p:1-12.

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2017A practical method to test the validity of the standard Gumbel distribution in logit-based multinomial choice models of travel behavior. (2017). Ye, Xin ; Pendyala, Ram M ; You, Daehyun ; Garikapati, Venu M. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:106:y:2017:i:c:p:173-192.

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2017Empirical likelihood for random sets. (2017). Otsu, Taisuke ; Adusumilli, Karun. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:76770.

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2018Identifying cointegration by eigenanalysis. (2018). Robinson, Peter ; Zhang, Rongmao ; Yao, Qiwei. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:87431.

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2017A time-varying fiscal reaction function for Brazil. (2017). Cysne, Rubens ; Campos, Eduardo Lima. In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:795.

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2018A time-varying fiscal reaction function for Brazil. (2018). Cysne, Rubens ; Campos, Eduardo Lima. In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:798.

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2018Testing for normality in truncated anthropometric samples. (2018). Fidalgo, Antonio. In: Working Papers. RePEc:hes:wpaper:0142.

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2017Non-Linear Analysis of the Fisher Effect: In the Case of Japan. (2017). Sugita, Katsuhiro. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:9:y:2017:i:11:p:1-9.

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2017Identification and Generalized Band Spectrum Estimation of the New Keynesian Phillips Curve. (2017). Escanciano, Juan Carlos ; Choi, Jinho ; Guo, Junjie . In: Caepr Working Papers. RePEc:inu:caeprp:2017014.

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2017An Anatomy of the Interrelationship between Equity and Mortgage REITs. (2017). Hansz, Andrew J ; Zhou, Tingyu ; Zhang, Ying ; Prombutr, Wikrom. In: International Real Estate Review. RePEc:ire:issued:v:20:n:03:2017:p:287-324.

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2017Long Memory in Turkish Unemployment Rates. (2017). tansel, aysıt ; Ozdemir, Zeynel ; Gil-Alana, Luis. In: IZA Discussion Papers. RePEc:iza:izadps:dp11053.

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2019Testing Unconfoundedness Assumption Using Auxiliary Variables. (2019). Tang, Shengfang ; Lin, Ming ; Fang, Ying ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201905.

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2018Business cycles, financial cycles and capital structure. (2018). Al-Zoubi, Haitham ; Alwathnani, Abdulaziz M ; Osullivan, Jennifer A. In: Annals of Finance. RePEc:kap:annfin:v:14:y:2018:i:1:d:10.1007_s10436-017-0306-z.

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2017The Comparison of Power and Optimization Algorithms on Unit Root Testing with Smooth Transition. (2017). Omay, Tolga ; Emirmahmutoglu, Furkan ; Emirmahmutolu, Furkan . In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:4:d:10.1007_s10614-016-9574-3.

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2018Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors. (2018). shin, yongcheol ; Omay, Tolga ; Hasanov, Mübariz. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:1:d:10.1007_s10614-017-9667-7.

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2017Persistence, Mean-Reversion and Non-linearities in $$\hbox {CO2}$$ CO2 Emissions: Evidence from the BRICS and G7 Countries. (2017). GUPTA, RANGAN ; Gil-Alana, Luis ; Cuñado, Juncal ; Cunado, Juncal. In: Environmental & Resource Economics. RePEc:kap:enreec:v:67:y:2017:i:4:d:10.1007_s10640-016-0009-3.

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2017The effects of agglomeration on tax competition: evidence from a two-regime spatial panel model on French data. (2017). Maguain, Denis ; Freret, Sandy . In: International Tax and Public Finance. RePEc:kap:itaxpf:v:24:y:2017:i:6:d:10.1007_s10797-016-9429-9.

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2018Can Investors Hold More Real Estate? Evidence from Statistical Properties of Listed REIT versus Non-REIT Property Companies in the U.S.. (2018). Glascock, John L ; Zhou, Tingyu ; Zhang, Ying ; Prombutr, Wikrom. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:56:y:2018:i:2:d:10.1007_s11146-017-9601-8.

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2017TESTING GARCH-X TYPE MODELS. (2017). Pedersen, Rasmus Sondergaard ; Rahbek, Anders. In: Discussion Papers. RePEc:kud:kuiedp:1715.

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2018Rate Optimal Specification Test When the Number of Instruments is Large. (2018). Hitomi, Kohtaro ; Nishiyama, Yoshihiko ; Iwasawa, Masamune . In: KIER Working Papers. RePEc:kyo:wpaper:986.

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2018The Fisher Equation: A Nonlinear Panel Data Approach. (2018). Lin, Shu-Chin ; Suen, Yu-Bo ; Hsieh, Joyce ; Kim, Dong-Hyeon. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:54:y:2018:i:1:p:162-180.

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2017Long Memory in Turkish Unemployment Rates. (2017). tansel, aysıt ; Ozdemir, Zeynel ; Gil-Alana, Luis. In: ERC Working Papers. RePEc:met:wpaper:1709.

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2017The CO2-Growth nexus revisited: A nonparametric analysis for G7 economies over nearly two centuries. (2017). Shahbaz, Muhammad ; Papavassiliou, Vassilios ; Hammoudeh, Shawkat ; Shafiullah, Muhammad. In: MPRA Paper. RePEc:pra:mprapa:79019.

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2017Mixed Causal-Noncausal AR Processes and the Modelling of Explosive Bubbles. (2017). Zakoian, Jean-Michel ; Fries, Sebastien. In: MPRA Paper. RePEc:pra:mprapa:81345.

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2017Long memory in Turkish Unemployment Rates. (2017). tansel, aysıt ; Ozdemir, Zeynel ; Gil-Alana, Luis. In: MPRA Paper. RePEc:pra:mprapa:81571.

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2017Current Issues in Time-Series Analysis for the Energy-Growth Nexus; Asymmetries and Nonlinearities Case Study: Pakistan. (2017). Shahbaz, Muhammad. In: MPRA Paper. RePEc:pra:mprapa:82221.

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2018Environmental Degradation in France: The Effects of FDI, Financial Development, and Energy Innovations. (2018). Shahbaz, Muhammad ; Roubaud, David ; Nasir, Muhammad. In: MPRA Paper. RePEc:pra:mprapa:88195.

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2018Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions. (2018). YAYA, OLAOLUWA ; Gil-Alana, Luis A. In: MPRA Paper. RePEc:pra:mprapa:90516.

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2017Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach. (2017). Wohar, Mark ; GUPTA, RANGAN ; Christou, Christina ; Nyakabawo, Wendy. In: Working Papers. RePEc:pre:wpaper:201707.

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2017An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data. (2017). Wohar, Mark ; Plakandaras, Vasilios ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201779.

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2018Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data. (2018). GUPTA, RANGAN ; Gil-Alana, Luis ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:201816.

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2019A reexamination of inflation persistence dynamics in OECD countries: A new approach. (2019). , Paulo ; Nicolau, Joo ; Zsurkis, Gabriel. In: Working Papers. RePEc:ptu:wpaper:w201909.

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2019Modeling Stock Market Returns of BRICS with a Markov-Switching Dynamic Regression Model. (2019). Xaba, Diteboho ; Rapoo, Ishmael ; Moroke, Ntebogang Dinah. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:11:y:2019:i:3:p:10-22.

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More than 100 citations found, this list is not complete...

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.
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article9
2000Nonparametric Nonlinear Cotrending Analysis, with an Application to Interest and Inflation in the United States. In: Journal of Business & Economic Statistics.
[Citation analysis]
article50
2011Job Search, Conditional Treatment and Recidivism: The Employment Services for Ex-Offenders Program Reconsidered In: The B.E. Journal of Economic Analysis & Policy.
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article0
2005Introduction to the Mathematical and Statistical Foundations of Econometrics In: Cambridge Books.
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book10
2005Introduction to the Mathematical and Statistical Foundations of Econometrics.(2005) In: Cambridge Books.
[Citation analysis]
This paper has another version. Agregated cites: 10
book
1996Topics in Advanced Econometrics In: Cambridge Books.
[Citation analysis]
book0
1994On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity In: Econometric Theory.
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article27
2001COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL? In: Econometric Theory.
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article35
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 another version. Agregated cites: 35
paper
2008SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS In: Econometric Theory.
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article10
2010TIME-VARYING COINTEGRATION In: Econometric Theory.
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article66
2012INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS In: Econometric Theory.
[Full Text][Citation analysis]
article5
2014CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS In: Econometric Theory.
[Full Text][Citation analysis]
article2
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.
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article2
1988Reply In: Econometric Theory.
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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 another version. Agregated cites: 0
paper
1990A Consistent Conditional Moment Test of Functional Form. In: Econometrica.
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article164
1989A consistent conditional moment test of functional form.(1989) In: Serie Research Memoranda.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 164
paper
1997Asymptotic Theory of Integrated Conditional Moment Tests In: Econometrica.
[Citation analysis]
article141
1995Asymptotic theory of integrated conditional moment tests.(1995) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 141
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]
article16
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]
article3
1982Consistent model specification tests In: Journal of Econometrics.
[Full Text][Citation analysis]
article151
1984Model specification testing of time series regressions In: Journal of Econometrics.
[Full Text][Citation analysis]
article27
1987Armax model specification testing, with an application to unemployment in the Netherlands In: Journal of Econometrics.
[Full Text][Citation analysis]
article6
1986Armax model specification testing, with an application to unemployment in the Netherlands.(1986) In: Serie Research Memoranda.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
1988Non-linear regression with discrete explanatory variables, with an application to the earnings function In: Journal of Econometrics.
[Full Text][Citation analysis]
article13
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 another version. Agregated cites: 13
paper
1993Higher-order sample autocorrelations and the unit root hypothesis In: Journal of Econometrics.
[Full Text][Citation analysis]
article11
1997Nonparametric cointegration analysis In: Journal of Econometrics.
[Full Text][Citation analysis]
article106
1995Nonparametric cointegration analysis.(1995) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 106
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]
article166
2000The econometric consequences of the ceteris paribus condition in economic theory In: Journal of Econometrics.
[Full Text][Citation analysis]
article7
2007Semi-nonparametric competing risks analysis of recidivism In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article4
1990Testing the recession theory as an explanation for the migration turnaround In: Environment and Planning A.
[Full Text][Citation analysis]
article1
1990Testing the Recession Theory as an Explanation for the Migration Turnaround.(1990) In: Environment and Planning A.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2008Testing the regional restructuring hypothesis in western Germany In: Environment and Planning A.
[Full Text][Citation analysis]
article1
2008Testing the Regional Restructuring Hypothesis in Western Germany.(2008) In: Environment and Planning A.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
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]
article23
1994Nonparametric cointegration tests In: Discussion Paper.
[Full Text][Citation analysis]
paper0
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.
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paper0
1987Convergence In: Serie Research Memoranda.
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paper0
1987A consistent Hausman-type model specification test In: Serie Research Memoranda.
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paper1
1987Introduction to conditioning In: Serie Research Memoranda.
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paper0
1987Nonlinear parametric regression analysis In: Serie Research Memoranda.
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paper0
1987Tests for model misspecification In: Serie Research Memoranda.
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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.
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paper0
1988Nonparametric time series regression In: Serie Research Memoranda.
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paper0
1988Sample moments integrating normal Kernel estimators In: Serie Research Memoranda.
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paper0
1988Nonlinear regression with discrete explanatory variables In: Serie Research Memoranda.
[Full Text][Citation analysis]
paper0
1988Conditioning and dependence In: Serie Research Memoranda.
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paper0
1988Functional specification of time series models In: Serie Research Memoranda.
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paper0
1988Armax models : estimation and testing In: Serie Research Memoranda.
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paper0
1989Testing stationarity against the unit root hypothesis In: Serie Research Memoranda.
[Full Text][Citation analysis]
paper0
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]
paper1
1991The relation between unemployment and interest rate : some international evidence In: Serie Research Memoranda.
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paper1
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team