13
H index
18
i10 index
1408
Citations
Pennsylvania State University | 13 H index 18 i10 index 1408 Citations RESEARCH PRODUCTION: 30 Articles 30 Papers 3 Books EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
Journals with more than one article published | # docs |
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Econometric Theory | 10 |
Journal of Econometrics | 10 |
Environment and Planning A | 2 |
Econometrica | 2 |
Empirical Economics | 2 |
Working Papers Series with more than one paper published | # docs |
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Serie Research Memoranda / VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics | 23 |
Year | Title of citing document |
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2021 | Efekt 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. Full description at Econpapers || Download paper |
2022 | A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456. Full description at Econpapers || Download paper |
2022 | Informational Content of Factor Structures in Simultaneous Binary Response Models. (2019). Maurel, Arnaud ; Zhang, Yichong ; Khan, Shakeeb. In: Papers. RePEc:arx:papers:1910.01318. Full description at Econpapers || Download paper |
2021 | Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637. Full description at Econpapers || Download paper |
2021 | Adaptive, Rate-Optimal Testing in Instrumental Variables Models. (2020). Chen, Xiaohong ; Breunig, Christoph. In: Papers. RePEc:arx:papers:2006.09587. Full description at Econpapers || Download paper |
2022 | Powerful Inference. (2020). Lee, Sokbae (Simon) ; Seo, Myung Hwan ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2008.11140. Full description at Econpapers || Download paper |
2022 | Fixed Effects Binary Choice Models with Three or More Periods. (2020). Mugnier, Martin ; D'Haultfoeuille, Xavier ; Davezies, Laurent. In: Papers. RePEc:arx:papers:2009.08108. Full description at Econpapers || Download paper |
2022 | The Efficiency Gap. (2020). Fissler, Tobias ; Dimitriadis, Timo ; Ziegel, Johanna F. In: Papers. RePEc:arx:papers:2010.14146. Full description at Econpapers || Download paper |
2022 | Consistent specification testing under spatial dependence. (2021). Gupta, Abhimanyu ; Qu, XI. In: Papers. RePEc:arx:papers:2101.10255. Full description at Econpapers || Download paper |
2021 | Optimal transportation and the falsifiability of incompletely specified economic models. (2021). Henry, Marc ; Galichon, Alfred ; Ekeland, Ivar. In: Papers. RePEc:arx:papers:2102.04162. Full description at Econpapers || Download paper |
2021 | A Unified Framework for Specification Tests of Continuous Treatment Effect Models. (2021). Zhang, Zheng ; Linton, Oliver ; Huang, Wei. In: Papers. RePEc:arx:papers:2102.08063. Full description at Econpapers || Download paper |
2022 | Encompassing Tests for Nonparametric Regressions. (2022). Lapenta, Elia ; Lavergne, Pascal. In: Papers. RePEc:arx:papers:2203.06685. Full description at Econpapers || Download paper |
2022 | Debiased Semiparametric U-Statistics: Machine Learning Inference on Inequality of Opportunity. (2022). Terschuur, Joel Robert ; Escanciano, Juan Carlos. In: Papers. RePEc:arx:papers:2206.05235. Full description at Econpapers || Download paper |
2022 | Characterizing M-estimators. (2022). Ziegel, Johanna ; Fissler, Tobias ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2208.08108. Full description at Econpapers || Download paper |
2022 | Estimation of Heterogeneous Treatment Effects Using a Conditional Moment Based Approach. (2022). Sun, Xiaolin. In: Papers. RePEc:arx:papers:2210.15829. Full description at Econpapers || Download paper |
2022 | Causal Impulse Responses for Time Series. (2022). Marinho, Leonardo . In: Working Papers Series. RePEc:bcb:wpaper:570. Full description at Econpapers || Download paper |
2022 | Persistence 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. Full description at Econpapers || Download paper |
2022 | Trends 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. Full description at Econpapers || Download paper |
2021 | The relation between municipal and government bond yields in an era of unconventional monetary policy. (2021). Ãsterholm, Pär ; Nordstrom, Martin ; Knezevic, David ; Osterholm, Par. In: Economic Notes. RePEc:bla:ecnote:v:50:y:2021:i:1:n:e12176. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2021 | Unit 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. Full description at Econpapers || Download paper |
2022 | On 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. Full description at Econpapers || Download paper |
2021 | Model 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. Full description at Econpapers || Download paper |
2021 | A 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. Full description at Econpapers || Download paper |
2022 | Modelling 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. Full description at Econpapers || Download paper |
2021 | Adaptive, Rate-Optimal Hypothesis Testing in Nonparametric IV Models. (2021). Chen, Xiaohong ; Breunig, Christoph. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2238r. Full description at Econpapers || Download paper |
2022 | Projection 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. Full description at Econpapers || Download paper |
2022 | Adaptive testing using data-driven method selecting smoothing parameters. (2022). Wang, Luya. In: Economics Letters. RePEc:eee:ecolet:v:215:y:2022:i:c:s0165176522001495. Full description at Econpapers || Download paper |
2021 | Optimal 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. Full description at Econpapers || Download paper |
2022 | Estimation 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. Full description at Econpapers || Download paper |
2022 | Instrument-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. Full description at Econpapers || Download paper |
2022 | Global 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. Full description at Econpapers || Download paper |
2021 | Jump-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. Full description at Econpapers || Download paper |
2021 | Are 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. Full description at Econpapers || Download paper |
2021 | Social 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. Full description at Econpapers || Download paper |
2021 | Gold 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. Full description at Econpapers || Download paper |
2021 | Adaptive 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. Full description at Econpapers || Download paper |
2021 | A 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. Full description at Econpapers || Download paper |
2021 | Unemployment 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. Full description at Econpapers || Download paper |
2021 | Quantile 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. Full description at Econpapers || Download paper |
2022 | Persistence 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. Full description at Econpapers || Download paper |
2021 | Does 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. Full description at Econpapers || Download paper |
2022 | Fiscal 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. Full description at Econpapers || Download paper |
2021 | The 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. Full description at Econpapers || Download paper |
2021 | Nonlinear 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. Full description at Econpapers || Download paper |
2021 | Forecasting 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. Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2021 | Asymmetric 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. Full description at Econpapers || Download paper |
2021 | Credit-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. Full description at Econpapers || Download paper |
2021 | Is 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. Full description at Econpapers || Download paper |
2021 | Optimal Minimax Rates of Specification Testing with Data-driven Bandwidth. (2021). Iwasawa, Masamune ; Hitomi, Kohtaro ; Nishiyama, Yoshihiko. In: KIER Working Papers. RePEc:kyo:wpaper:1053. Full description at Econpapers || Download paper |
2022 | Labor 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. Full description at Econpapers || Download paper |
2021 | Is 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. Full description at Econpapers || Download paper |
2021 | Gold 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. Full description at Econpapers || Download paper |
2021 | Les 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. Full description at Econpapers || Download paper |
2021 | Productivity 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. Full description at Econpapers || Download paper |
2021 | Estimating 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. Full description at Econpapers || Download paper |
2021 | Reduced Rank Regression Models in Economics and Finance. (2021). Hecq, Alain ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:525. Full description at Econpapers || Download paper |
2022 | Persistence, 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. Full description at Econpapers || Download paper |
2021 | Persistence 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. Full description at Econpapers || Download paper |
2021 | Identifcation-Robust Nonparametric Inference in a Linear IV Model. (2021). Antoine, Bertille ; Lavergne, Pascal. In: Discussion Papers. RePEc:sfu:sfudps:dp21-12. Full description at Econpapers || Download paper |
2021 | On 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. Full description at Econpapers || Download paper |
2022 | Inequality 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. Full description at Econpapers || Download paper |
2021 | Goodness-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. Full description at Econpapers || Download paper |
2022 | Tests 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. Full description at Econpapers || Download paper |
2021 | Identification-Robust Nonparametric Inference in a Linear IV Model. (2019). Antoine, Bertille ; Lavergne, Pascal . In: TSE Working Papers. RePEc:tse:wpaper:122916. Full description at Econpapers || Download paper |
2022 | Encompassing Tests for Nonparametric Regressions. (2022). Lavergne, Pascal ; Lapenta, Elia. In: TSE Working Papers. RePEc:tse:wpaper:126888. Full description at Econpapers || Download paper |
2021 | An Averaging Estimator for Two Step M Estimation in Semiparametric Models. (2021). Shi, Ruoyao. In: Working Papers. RePEc:ucr:wpaper:202105. Full description at Econpapers || Download paper |
2021 | Comparative 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. Full description at Econpapers || Download paper |
2021 | Determinants 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. Full description at Econpapers || Download paper |
2022 | Generalized 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. Full description at Econpapers || Download paper |
2022 | Covariate 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. Full description at Econpapers || Download paper |
2021 | Recalcitrant 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. Full description at Econpapers || Download paper |
2021 | Specification 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. Full description at Econpapers || Download paper |
2022 | Testing 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. Full description at Econpapers || Download paper |
2022 | A 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. Full description at Econpapers || Download paper |
2021 | Instrumental 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. Full description at Econpapers || Download paper |
2021 | Testing a Constant Mean Function Using Functional Regression. (2021). Cho, Jin Seo ; White, Halbert ; Huang, Meng. In: Working papers. RePEc:yon:wpaper:2021rwp-190. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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2005 | Forecasting Quarterly Brazilian GDP Growth Rate With Linear and NonLinear Diffusion Index Models In: Economia. [Full Text][Citation analysis] | article | 10 |
2000 | Nonparametric Nonlinear Cotrending Analysis, with an Application to Interest and Inflation in the United States. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 76 |
2011 | Job 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] | article | 1 |
2005 | Introduction to the Mathematical and Statistical Foundations of Econometrics In: Cambridge Books. [Citation analysis] | book | 11 |
2005 | Introduction to the Mathematical and Statistical Foundations of Econometrics.(2005) In: Cambridge Books. [Citation analysis] This paper has another version. Agregated cites: 11 | book | |
1996 | Topics in Advanced Econometrics In: Cambridge Books. [Citation analysis] | book | 1 |
1994 | On 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] | article | 35 |
2001 | COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL? In: Econometric Theory. [Full Text][Citation analysis] | article | 43 |
2000 | Complex 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: 43 | paper | |
2008 | SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS In: Econometric Theory. [Full Text][Citation analysis] | article | 13 |
2010 | TIME-VARYING COINTEGRATION In: Econometric Theory. [Full Text][Citation analysis] | article | 95 |
2012 | INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 8 |
2014 | CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 4 |
2014 | CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS—CORRIGENDUM TO SUPPLEMENTARY MATERIAL In: Econometric Theory. [Full Text][Citation analysis] | article | 2 |
1988 | ARMA Memory Index Modeling of Economic Time Series In: Econometric Theory. [Full Text][Citation analysis] | article | 3 |
1988 | Reply In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
1990 | Model-free Asymptotically Best Forecasting of Stationary Economic Time Series In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
1986 | Model-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 | |
1990 | A Consistent Conditional Moment Test of Functional Form. In: Econometrica. [Full Text][Citation analysis] | article | 197 |
1989 | A consistent conditional moment test of functional form.(1989) In: Serie Research Memoranda. [Full Text][Citation analysis] This paper has another version. Agregated cites: 197 | paper | |
1997 | Asymptotic Theory of Integrated Conditional Moment Tests In: Econometrica. [Citation analysis] | article | 177 |
1995 | Asymptotic theory of integrated conditional moment tests.(1995) In: Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 177 | paper | |
2004 | Conditional Treatment and Its Effect on Recidivism In: Econometric Society 2004 Latin American Meetings. [Citation analysis] | paper | 0 |
2007 | Econometric analysis of linearized singular dynamic stochastic general equilibrium models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 17 |
2012 | Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
1982 | Consistent model specification tests In: Journal of Econometrics. [Full Text][Citation analysis] | article | 213 |
1984 | Model specification testing of time series regressions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 30 |
1987 | Armax model specification testing, with an application to unemployment in the Netherlands In: Journal of Econometrics. [Full Text][Citation analysis] | article | 8 |
1986 | Armax 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: 8 | paper | |
1988 | Non-linear regression with discrete explanatory variables, with an application to the earnings function In: Journal of Econometrics. [Full Text][Citation analysis] | article | 20 |
1988 | Nonlineair 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: 20 | paper | |
1993 | Higher-order sample autocorrelations and the unit root hypothesis In: Journal of Econometrics. [Full Text][Citation analysis] | article | 13 |
1997 | Nonparametric cointegration analysis In: Journal of Econometrics. [Full Text][Citation analysis] | article | 126 |
1995 | Nonparametric cointegration analysis.(1995) In: Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 126 | paper | |
1997 | Testing 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] | article | 227 |
2000 | The econometric consequences of the ceteris paribus condition in economic theory In: Journal of Econometrics. [Full Text][Citation analysis] | article | 10 |
2007 | Semi-nonparametric competing risks analysis of recidivism In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 5 |
1990 | Testing the Recession Theory as an Explanation for the Migration Turnaround In: Environment and Planning A. [Full Text][Citation analysis] | article | 2 |
2008 | Testing the Regional Restructuring Hypothesis in Western Germany In: Environment and Planning A. [Full Text][Citation analysis] | article | 1 |
1988 | Estimating a Hedonic Earnings Function with a Nonparametric Method. In: Empirical Economics. [Citation analysis] | article | 0 |
2001 | Integrated Conditional Moment testing of quantile regression models In: Empirical Economics. [Full Text][Citation analysis] | article | 26 |
1994 | Nonparametric cointegration tests In: Discussion Paper. [Full Text][Citation analysis] | paper | 1 |
1995 | Asymptotic power of the integrated conditional moment test against global and large local alternatives In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
1996 | Nonparametric Nonlinear Cotrending Analysis, with an Application to Interest and Inflation in the U.S In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
1987 | Basic probability theory In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 0 |
1987 | Convergence In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 0 |
1987 | A consistent Hausman-type model specification test In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 1 |
1987 | Introduction to conditioning In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 0 |
1987 | Nonlinear parametric regression analysis In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 0 |
1987 | Tests for model misspecification In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 0 |
1987 | Specification of household expenditure functions and equivalence scales by nonparametric regression In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 1 |
1988 | The Nadaraya-Watson Kernel regression function estimator In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 0 |
1988 | Nonparametric time series regression In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 0 |
1988 | Sample moments integrating normal Kernel estimators In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 0 |
1988 | Nonlinear regression with discrete explanatory variables In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 6 |
1988 | Conditioning and dependence In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 0 |
1988 | Functional specification of time series models In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 0 |
1988 | Armax models : estimation and testing In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 2 |
1989 | Testing stationarity against the unit root hypothesis In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 1 |
1990 | A note on the limiting distribution of sample autocorrelations in the presence of a unit root In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 0 |
1990 | The relation between unemployment and interest rate : some empirical evidence In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 2 |
1991 | The relation between unemployment and interest rate : some international evidence In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 2 |
1991 | On 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] | paper | 0 |
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