Herman J. Bierens : Citation Profile


Are you Herman J. Bierens?

Pennsylvania State University

13

H index

18

i10 index

1408

Citations

RESEARCH PRODUCTION:

30

Articles

30

Papers

3

Books

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   32 years (1982 - 2014). See details.
   Cites by year: 44
   Journals where Herman J. Bierens has often published
   Relations with other researchers
   Recent citing documents: 80.    Total self citations: 17 (1.19 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbi63
   Updated: 2023-01-08    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 (85)

GUPTA, RANGAN (47)

Escanciano, Juan Carlos (42)

Caporale, Guglielmo Maria (29)

Swanson, Norman (28)

Cuestas, Juan (24)

MORANA, CLAUDIO (24)

Lavergne, Pascal (22)

Shahbaz, Muhammad (21)

Phillips, Peter (20)

Cho, Jin Seo (19)

Cites to:

Perron, Pierre (15)

Watson, Mark (9)

Stock, James (8)

White, Halbert (8)

Phillips, Peter (7)

Newey, Whitney (7)

Sims, Christopher (7)

Geweke, John (6)

Farmer, Roger (6)

van Dijk, Herman (6)

Johansen, Soren (6)

Main data


Where Herman J. Bierens has published?


Journals with more than one article published# docs
Econometric Theory10
Journal of Econometrics10
Environment and Planning A2
Econometrica2
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 (2022 and 2021)


YearTitle of citing document
2021Efekt fiskalny uszczelniania systemu podatkowego w Polsce: próba oszacowania w zakresie podatku CIT. (2021). Oykowski, Aleksander ; Konopczak, Karolina. In: Ekonomista. RePEc:aoq:ekonom:v:1:y:2021:p:25-55.

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2022A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456.

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2022Informational Content of Factor Structures in Simultaneous Binary Response Models. (2019). Maurel, Arnaud ; Zhang, Yichong ; Khan, Shakeeb. In: Papers. RePEc:arx:papers:1910.01318.

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2021Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637.

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2021Adaptive, Rate-Optimal Testing in Instrumental Variables Models. (2020). Chen, Xiaohong ; Breunig, Christoph. In: Papers. RePEc:arx:papers:2006.09587.

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2022Powerful Inference. (2020). Lee, Sokbae (Simon) ; Seo, Myung Hwan ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2008.11140.

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2022Fixed Effects Binary Choice Models with Three or More Periods. (2020). Mugnier, Martin ; D'Haultfoeuille, Xavier ; Davezies, Laurent. In: Papers. RePEc:arx:papers:2009.08108.

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2022The Efficiency Gap. (2020). Fissler, Tobias ; Dimitriadis, Timo ; Ziegel, Johanna F. In: Papers. RePEc:arx:papers:2010.14146.

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2022Consistent specification testing under spatial dependence. (2021). Gupta, Abhimanyu ; Qu, XI. In: Papers. RePEc:arx:papers:2101.10255.

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2021Optimal transportation and the falsifiability of incompletely specified economic models. (2021). Henry, Marc ; Galichon, Alfred ; Ekeland, Ivar. In: Papers. RePEc:arx:papers:2102.04162.

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2021A Unified Framework for Specification Tests of Continuous Treatment Effect Models. (2021). Zhang, Zheng ; Linton, Oliver ; Huang, Wei. In: Papers. RePEc:arx:papers:2102.08063.

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

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2022Debiased 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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2022Characterizing M-estimators. (2022). Ziegel, Johanna ; Fissler, Tobias ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2208.08108.

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

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2022Causal Impulse Responses for Time Series. (2022). Marinho, Leonardo . In: Working Papers Series. RePEc:bcb:wpaper:570.

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2022Persistence analysis of research intensity in OECD countries since 1870. (2022). Gilalana, Luis A ; Lopez, Gema ; Solarin, Sakiru Adebola. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:4:p:738-750.

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2022Trends and cycles in macro series: The case of US real GDP. (2022). Gilalana, Luis Alberiko ; Caporale, Guglielmo Maria. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:1:p:123-134.

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2021The relation between municipal and government bond yields in an era of unconventional monetary policy. (2021). Österholm, Pär ; Nordstrom, Martin ; Knezevic, David ; Osterholm, Par. In: Economic Notes. RePEc:bla:ecnote:v:50:y:2021:i:1:n:e12176.

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2022The behaviour of real interest rates: New evidence from a suprasecular perspective. (2022). Miller, Stephen M ; Gupta, Rangan ; Gilalana, Luis A ; Canarella, Giorgio. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:1:p:46-64.

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2021Unit root testing with slowly varying trends. (2021). Otto, Sven. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:1:p:85-106.

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2022On cointegration for processes integrated at different frequencies. (2022). del Barrio Castro, Tomás ; Cubadda, Gianluca ; Osborn, Denise R. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:3:p:412-435.

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2021Model checking for multiplicative linear regression models with mixed estimators. (2021). Zhang, Jun. In: Statistica Neerlandica. RePEc:bla:stanee:v:75:y:2021:i:3:p:364-403.

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2021A Unified Framework for Specification Tests of Continuous Treatment Effect Models. (2021). Zhang, Z ; Linton, O ; Huang, W. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2113.

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2022Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields. (2022). Yaya, Olaoluwa Simon ; Gil-Alana, Luis A ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9554.

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2021Adaptive, Rate-Optimal Hypothesis Testing in Nonparametric IV Models. (2021). Chen, Xiaohong ; Breunig, Christoph. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2238r.

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2022Projection quantile correlation and its use in high-dimensional grouped variable screening. (2022). Zhang, Riquan ; Niu, Yong ; Si, Yuefeng ; Liu, Jicai. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:167:y:2022:i:c:s0167947321002036.

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2022Adaptive testing using data-driven method selecting smoothing parameters. (2022). Wang, Luya. In: Economics Letters. RePEc:eee:ecolet:v:215:y:2022:i:c:s0165176522001495.

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2021Optimal Linear Instrumental Variables Approximations. (2021). Escanciano, Juan Carlos ; Li, Wei. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:223-246.

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2022Estimation and inference of semiparametric models using data from several sources. (2022). Liao, Zhipeng ; Buchinsky, Moshe. In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:1:p:80-103.

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2022Instrument-free identification and estimation of differentiated products models using cost data. (2022). Jain, Neelam ; Sarafidis, Vasilis ; Imai, Susumu ; Byrne, David P. In: Journal of Econometrics. RePEc:eee:econom:v:228:y:2022:i:2:p:278-301.

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2022Global temperatures and greenhouse gases: A common features approach. (2022). Vahid, Farshid ; Gao, Jiti ; Chen, LI. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:2:p:240-254.

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2021Jump-preserving varying-coefficient models for nonlinear time series. (2021). Koo, Chao Hui ; Iek, Pavel. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:58-96.

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2021Are long-run income and price elasticities of oil demand time-varying? New evidence from BRICS countries. (2021). Balcilar, Mehmet ; Balli, Esra ; Atik, Abdurrahman Nazif ; Abu, Mohammed I. In: Energy. RePEc:eee:energy:v:229:y:2021:i:c:s0360544221009580.

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2021Social media marketing for businesses: Organic promotions of web-links on Facebook. (2021). Chodak, Grzegorz ; Chawla, Yash. In: Journal of Business Research. RePEc:eee:jbrese:v:135:y:2021:i:c:p:49-65.

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2021Gold and silver prices, their stocks and market fear gauges: Testing fractional cointegration using a robust approach. (2021). YAYA, OLAOLUWA ; Olayinka, Hammed A ; Vo, Xuan Vinh. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000623.

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2021Adaptive LASSO for selecting Fourier coefficients in a functional smooth time-varying cointegrating regression: An application to the Feldstein–Horioka puzzle. (2021). Neto, David. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:179:y:2021:i:c:p:253-264.

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2021A test for the geometric distribution based on linear regression of order statistics. (2021). Alba-Fernandez, M V ; Jimenez-Gamero, M D. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:186:y:2021:i:c:p:103-123.

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2021Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data. (2021). Kotze, Kevin ; GUPTA, RANGAN ; Demirer, Riza ; Bathia, Deven. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:61:y:2021:i:c:s1042444x21000037.

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2021Quantile relationship between Islamic and non-Islamic equity markets. (2021). Kang, Sang Hoon ; Uddin, Gazi Salah ; Hedstrom, Axel ; Rahman, Md Lutfur. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000937.

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2022Persistence of economic complexity in OECD countries. (2022). Gonzalez-Blanch, Maria Jesus ; Gil-Alana, Luis A ; Sakiru, Solarin Adebola. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:603:y:2022:i:c:s0378437122005568.

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2021Does economic policy uncertainty affect renewable energy consumption?. (2021). Shafiullah, Muhammad ; Alam, Md Samsul ; Miah, Mohammad Dulal ; Atif, Muhammad. In: Renewable Energy. RePEc:eee:renene:v:179:y:2021:i:c:p:1500-1521.

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2022Fiscal decentralization as new determinant of renewable energy demand in China: The role of income inequality and urbanization. (2022). Shahbaz, Muhammad ; Vo, Xuan Vinh ; Dong, Kangyin ; Abbas, Syed Kumail. In: Renewable Energy. RePEc:eee:renene:v:187:y:2022:i:c:p:68-80.

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2021The impact of export dynamics on trade balance in emerging and developed countries: An evaluation with middle income trap perspective. (2021). Sancar, Canan ; Akbas, Yusuf Ekrem. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:357-375.

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2021Nonlinear Cointegrating Regression of the Earth’s Surface Mean Temperature Anomalies on Total Radiative Forcing. (2021). Nam, Kyungsik. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:6-:d:495518.

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2021Forecasting Natural Gas Production and Consumption in United States-Evidence from SARIMA and SARIMAX Models. (2021). Rehman, Abdul ; Alharthi, Majed ; Alam, Md Shabbir ; Manigandan, Palanisamy ; Pachiyappan, Duraisamy ; Alagirisamy, Kuppusamy ; Khan, Uzma. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:19:p:6021-:d:640419.

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2021.

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2021.

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2021.

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2021Asymmetric effect of government debt on GDP growth: evidence from Namibia. (2021). Eita, Joel Hinaunye ; Mosikari, Teboho Jeremiah. In: Public Sector Economics. RePEc:ipf:psejou:v:45:y:2021:i:4:p:543-558.

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2021Credit-to-GDP ratios. Non-linear trends and persistence: Evidence from 44 OECD economies. (2021). Gil-Alana, Luis ; Cuestas, Juan ; Malmierca, Maria. In: Working Papers. RePEc:jau:wpaper:2021/05.

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2021Is there really hysteresis in the OECD unemployment rates? New evidence using a Fourier panel unit root test. (2021). Stewart, Chris ; Shahbaz, Muhammad ; Omay, Tolga. In: Empirica. RePEc:kap:empiri:v:48:y:2021:i:4:d:10.1007_s10663-021-09510-z.

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2021Optimal Minimax Rates of Specification Testing with Data-driven Bandwidth. (2021). Iwasawa, Masamune ; Hitomi, Kohtaro ; Nishiyama, Yoshihiko. In: KIER Working Papers. RePEc:kyo:wpaper:1053.

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2022Labor Market Policies and Business Cycles in Emerging Economies. (2022). Urrutia, Carlos ; Leyva, Gustavo ; Lama, Ruy. In: IMF Economic Review. RePEc:pal:imfecr:v:70:y:2022:i:2:d:10.1057_s41308-021-00153-5.

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2021Is There Really Hysteresis in OECD Countries’ Unemployment Rates? New Evidence Using a Fourier Panel Unit Root Test. (2021). Stewart, Chris ; Shahbaz, Muhammad ; Omay, Tolga. In: MPRA Paper. RePEc:pra:mprapa:107691.

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2021Gold and Silver prices, their stocks and market fear gauges: Testing fractional cointegration using a robust approach. (2021). YAYA, OLAOLUWA ; Olayinka, Hammed Abiola ; Vo, Xuan Vinh. In: MPRA Paper. RePEc:pra:mprapa:109830.

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2021Les canaux clés de transmission de l’effet de la gouvernance à la croissance économique : cas pratique de la Tunisie. (2021). ben Rejeb, Adnene. In: MPRA Paper. RePEc:pra:mprapa:114780.

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2021Productivity and GDP: International Evidence of Persistence and Trends Over 130 Years of Data. (2021). GUPTA, RANGAN ; Gil-Alana, Luis ; Solarin, Sakiru Adebola. In: Working Papers. RePEc:pre:wpaper:202170.

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2021Estimating the Dynamics of Household Waste Management in Turkey. (2021). Petrescu, Mihai ; Bilcan, Florentina-Raluca ; Oncioiu, Ionica ; Stoica, Dumitru-Alexandru. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2021:i:2:p:129-143.

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2021Reduced Rank Regression Models in Economics and Finance. (2021). Hecq, Alain ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:525.

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2022Persistence, seasonality, and fractional integration within a nonlinear framework: Evidence from US citizens’ overseas travel. (2022). Gil-Alana, Luis ; Payne, James E. In: Tourism Economics. RePEc:sae:toueco:v:28:y:2022:i:3:p:654-660.

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2021Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data. (2021). GUPTA, RANGAN ; Gil-Alana, Luis ; Miller, Stephen M ; Canarella, Giorgio. In: Urban Studies. RePEc:sae:urbstu:v:58:y:2021:i:1:p:53-72.

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2021Identifcation-Robust Nonparametric Inference in a Linear IV Model. (2021). Antoine, Bertille ; Lavergne, Pascal. In: Discussion Papers. RePEc:sfu:sfudps:dp21-12.

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2021On the evolution of athlete anthropometric measurements: racial integration, expansion, and steroids. (2021). Schmidt, Martin B. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:6:d:10.1007_s00181-020-02012-0.

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2022Inequality Persistence of 21 OECD Countries from 1870 to 2020: Linear and Non-Linear Fractional Integration Approaches. (2022). Gonzalez, Maria Jesus ; Gil-Alana, Luis A ; Lafuente, Carmen ; Solarin, Sakiru Adebola. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:164:y:2022:i:2:d:10.1007_s11205-022-02982-x.

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2021Goodness-of-fit tests for quantile regression with missing responses. (2021). Crujeiras-Casais, Rosa M ; Gonzalez-Manteiga, Wenceslao ; Cotos-Yaez, Tomas R ; Perez-Gonzalez, Ana. In: Statistical Papers. RePEc:spr:stpapr:v:62:y:2021:i:3:d:10.1007_s00362-019-01135-6.

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2022Tests for heteroskedasticity in transformation models. (2022). Pretorius, Charl ; Meintanis, Simos G ; Hukova, Marie. In: Statistical Papers. RePEc:spr:stpapr:v:63:y:2022:i:4:d:10.1007_s00362-021-01267-8.

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2021Identification-Robust Nonparametric Inference in a Linear IV Model. (2019). Antoine, Bertille ; Lavergne, Pascal . In: TSE Working Papers. RePEc:tse:wpaper:122916.

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2022Encompassing Tests for Nonparametric Regressions. (2022). Lavergne, Pascal ; Lapenta, Elia. In: TSE Working Papers. RePEc:tse:wpaper:126888.

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2021An Averaging Estimator for Two Step M Estimation in Semiparametric Models. (2021). Shi, Ruoyao. In: Working Papers. RePEc:ucr:wpaper:202105.

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2021Comparative analysis of economic growth in Nigeria and Kenya: A fractional integration approach. (2021). Mudida, Robert ; Awe, Olushina O ; Gilalana, Luis A. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1197-1205.

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2021Determinants of FDI in France: Role of transport infrastructure, education, financial development and energy consumption. (2021). Shahbaz, Muhammad ; Mateev, Miroslav ; Jiao, Zhilun ; Nasir, Muhammad Ali ; Abosedra, Salah. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1351-1374.

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2022Generalized band spectrum estimation with an application to the New Keynesian Phillips curve. (2022). Choi, Jinho ; Guo, Junjie ; Escanciano, Juan Carlos. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:5:p:1055-1078.

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2022Covariate distribution balance via propensity scores. (2022). Song, Xiaojun ; Xu, QI. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:6:p:1093-1120.

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2021Recalcitrant betas: Intraday variation in the cross?sectional dispersion of systematic risk. (2021). Andersen, Torben ; Todorov, Viktor ; Thyrsgaard, Martin. In: Quantitative Economics. RePEc:wly:quante:v:12:y:2021:i:2:p:647-682.

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2021Specification tests for non?Gaussian maximum likelihood estimators. (2021). Sentana, Enrique ; Fiorentini, Gabriele. In: Quantitative Economics. RePEc:wly:quante:v:12:y:2021:i:3:p:683-742.

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2022Testing identifying assumptions in fuzzy regression discontinuity designs. (2022). Arai, Yoichi ; Wan, Yuanyuan ; Mourifie, Ismael ; Kitagawa, Toru ; Hsu, Yuchin. In: Quantitative Economics. RePEc:wly:quante:v:13:y:2022:i:1:p:1-28.

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2022A consistent specification test for dynamic quantile models. (2022). Patton, Andrew ; Liao, Zhipeng ; Horvath, Peter. In: Quantitative Economics. RePEc:wly:quante:v:13:y:2022:i:1:p:125-151.

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2021Instrumental variable estimation via a continuum of instruments with an application to estimating the elasticity of intertemporal substitution in consumption. (2021). Wang, Xuexin. In: Working Papers. RePEc:wyi:wpaper:002595.

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2021Testing a Constant Mean Function Using Functional Regression. (2021). Cho, Jin Seo ; White, Halbert ; Huang, Meng. In: Working papers. RePEc:yon:wpaper:2021rwp-190.

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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.
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article10
2000Nonparametric Nonlinear Cotrending Analysis, with an Application to Interest and Inflation in the United States. In: Journal of Business & Economic Statistics.
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article76
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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article1
2005Introduction to the Mathematical and Statistical Foundations of Econometrics In: Cambridge Books.
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book11
2005Introduction to the Mathematical and Statistical Foundations of Econometrics.(2005) In: Cambridge Books.
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This paper has another version. Agregated cites: 11
book
1996Topics in Advanced Econometrics In: Cambridge Books.
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book1
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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article35
2001COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL? In: Econometric Theory.
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article43
2000Complex Unit Roots and Business Cycles: Are They Real?.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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This paper has another version. Agregated cites: 43
paper
2008SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS In: Econometric Theory.
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article13
2010TIME-VARYING COINTEGRATION In: Econometric Theory.
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article95
2012INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS In: Econometric Theory.
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article8
2014CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS In: Econometric Theory.
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article4
2014CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS—CORRIGENDUM TO SUPPLEMENTARY MATERIAL In: Econometric Theory.
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article2
1988ARMA Memory Index Modeling of Economic Time Series In: Econometric Theory.
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article3
1988Reply In: Econometric Theory.
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article0
1990Model-free Asymptotically Best Forecasting of Stationary Economic Time Series In: Econometric Theory.
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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
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1990A Consistent Conditional Moment Test of Functional Form. In: Econometrica.
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article197
1989A consistent conditional moment test of functional form.(1989) In: Serie Research Memoranda.
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