13
H index
16
i10 index
1074
Citations
Herman J. Bierens : Citation Profile
Pennsylvania State University | RESEARCH PRODUCTION: 32 Articles 30 Papers 3 Books EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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32 years (1982 - 2014). 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:
| Cites to:
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Main data
Where Herman J. Bierens has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 10 |
| Econometric Theory | 10 |
| Econometrica | 2 |
| Environment and Planning A | 2 |
| Environment and Planning A | 2 |
| Empirical Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Serie Research Memoranda / VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics | 23 |
Recent works citing Herman J. Bierens (2018 and 2017)
| Year | Title of citing document | |
|---|---|---|
| 2018 | State-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. Full description at Econpapers || Download paper | |
| 2018 | BUBBLES 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. Full description at Econpapers || Download paper | |
| 2017 | How 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. Full description at Econpapers || Download paper | |
| 2019 | Specification Tests for the Propensity Score. (2016). Sant'Anna, Pedro ; Song, Xiaojung. In: Papers. RePEc:arx:papers:1611.06217. Full description at Econpapers || Download paper | |
| 2017 | Nonparametric Tests for Treatment Effect Heterogeneity with Duration Outcomes. (2017). Sant'Anna, Pedro. In: Papers. RePEc:arx:papers:1612.02090. Full description at Econpapers || Download paper | |
| 2018 | Difference-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. Full description at Econpapers || Download paper | |
| 2018 | Inference 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. Full description at Econpapers || Download paper | |
| 2019 | Covariate Distribution Balance via Propensity Scores. (2018). Sant'Anna, Pedro ; Xu, QI ; Song, Xiaojun. In: Papers. RePEc:arx:papers:1810.01370. Full description at Econpapers || Download paper | |
| 2019 | Improved Inference on the Rank of a Matrix. (2018). Chen, Qihui ; Fang, Zheng. In: Papers. RePEc:arx:papers:1812.02337. Full description at Econpapers || Download paper | |
| 2017 | Extracting 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. Full description at Econpapers || Download paper | |
| 2017 | Sample 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. Full description at Econpapers || Download paper | |
| 2018 | Unit 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. Full description at Econpapers || Download paper | |
| 2018 | Information 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. Full description at Econpapers || Download paper | |
| 2018 | On 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. Full description at Econpapers || Download paper | |
| 2017 | Inference 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. Full description at Econpapers || Download paper | |
| 2017 | Characterizing 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. Full description at Econpapers || Download paper | |
| 2017 | Simple, 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. Full description at Econpapers || Download paper | |
| 2017 | Trends 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. Full description at Econpapers || Download paper | |
| 2017 | Testing Distributional Assumptions Using a Continuum of Moments. (2017). Sentana, Enrique ; Amengual, Dante ; Carrasco, Marine. In: Working Papers. RePEc:cmf:wpaper:wp2017_1709. Full description at Econpapers || Download paper | |
| 2017 | Testing Distributional Assumptions Using a Continuum of Moments. (2017). Amengual, Dante ; Sentana, Enrique ; Carrasco, Marine. In: Working Papers. RePEc:cmf:wpaper:wp2018_1709. Full description at Econpapers || Download paper | |
| 2017 | The Reaction of Stock Market Returns to Unemployment. (2017). Taamouti, Abderrahim ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:24120. Full description at Econpapers || Download paper | |
| 2017 | Trends 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. Full description at Econpapers || Download paper | |
| 2018 | Testing the Fisher Effect in the US. (2018). Cai, Yifei. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00307. Full description at Econpapers || Download paper | |
| 2018 | Renminbi 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. Full description at Econpapers || Download paper | |
| 2019 | Model 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. Full description at Econpapers || Download paper | |
| 2017 | Gold 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. Full description at Econpapers || Download paper | |
| 2017 | A 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. Full description at Econpapers || Download paper | |
| 2017 | Inference 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. Full description at Econpapers || Download paper | |
| 2017 | Testing 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. Full description at Econpapers || Download paper | |
| 2017 | A 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. Full description at Econpapers || Download paper | |
| 2017 | A 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. Full description at Econpapers || Download paper | |
| 2017 | Tests 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. Full description at Econpapers || Download paper | |
| 2017 | Modeling 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. Full description at Econpapers || Download paper | |
| 2018 | Nonparametric 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. Full description at Econpapers || Download paper | |
| 2018 | Sieve 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. Full description at Econpapers || Download paper | |
| 2018 | On 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. Full description at Econpapers || Download paper | |
| 2018 | Nonparametric 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. Full description at Econpapers || Download paper | |
| 2018 | Model 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. Full description at Econpapers || Download paper | |
| 2018 | Portmanteau-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. Full description at Econpapers || Download paper | |
| 2019 | Testing 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. Full description at Econpapers || Download paper | |
| 2019 | Identification 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. Full description at Econpapers || Download paper | |
| 2019 | Specification tests for the propensity score. (2019). Song, Xiaojun. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:2:p:379-404. Full description at Econpapers || Download paper | |
| 2019 | A 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. Full description at Econpapers || Download paper | |
| 2019 | Invariance 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. Full description at Econpapers || Download paper | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2018 | Environmental 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. Full description at Econpapers || Download paper | |
| 2018 | Predictability 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. Full description at Econpapers || Download paper | |
| 2018 | Uncovering 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. Full description at Econpapers || Download paper | |
| 2017 | Crude 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. Full description at Econpapers || Download paper | |
| 2017 | Persistence 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. Full description at Econpapers || Download paper | |
| 2018 | Quantile 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. Full description at Econpapers || Download paper | |
| 2018 | The 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. Full description at Econpapers || Download paper | |
| 2017 | CPI 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. Full description at Econpapers || Download paper | |
| 2018 | Time-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. Full description at Econpapers || Download paper | |
| 2017 | A 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. Full description at Econpapers || Download paper | |
| 2017 | Improved 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. Full description at Econpapers || Download paper | |
| 2017 | Goodness-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. Full description at Econpapers || Download paper | |
| 2017 | Evidence 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. Full description at Econpapers || Download paper | |
| 2018 | UK 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. Full description at Econpapers || Download paper | |
| 2017 | Time 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. Full description at Econpapers || Download paper | |
| 2019 | Natural 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. Full description at Econpapers || Download paper | |
| 2018 | Predicting 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. Full description at Econpapers || Download paper | |
| 2019 | Persistence 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. Full description at Econpapers || Download paper | |
| 2018 | Do 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. Full description at Econpapers || Download paper | |
| 2019 | Informational 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. Full description at Econpapers || Download paper | |
| 2019 | Time-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. Full description at Econpapers || Download paper | |
| 2017 | Does 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. Full description at Econpapers || Download paper | |
| 2017 | A 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. Full description at Econpapers || Download paper | |
| 2017 | Empirical likelihood for random sets. (2017). Otsu, Taisuke ; Adusumilli, Karun. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:76770. Full description at Econpapers || Download paper | |
| 2018 | Identifying cointegration by eigenanalysis. (2018). Robinson, Peter ; Zhang, Rongmao ; Yao, Qiwei. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:87431. Full description at Econpapers || Download paper | |
| 2017 | A 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. Full description at Econpapers || Download paper | |
| 2018 | A 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. Full description at Econpapers || Download paper | |
| 2018 | Testing for normality in truncated anthropometric samples. (2018). Fidalgo, Antonio. In: Working Papers. RePEc:hes:wpaper:0142. Full description at Econpapers || Download paper | |
| 2017 | Non-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. Full description at Econpapers || Download paper | |
| 2017 | Identification 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. Full description at Econpapers || Download paper | |
| 2017 | An 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. Full description at Econpapers || Download paper | |
| 2017 | Long Memory in Turkish Unemployment Rates. (2017). tansel, aysıt ; Ozdemir, Zeynel ; Gil-Alana, Luis. In: IZA Discussion Papers. RePEc:iza:izadps:dp11053. Full description at Econpapers || Download paper | |
| 2019 | Testing 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. Full description at Econpapers || Download paper | |
| 2018 | Business 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. Full description at Econpapers || Download paper | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2018 | Testing 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. Full description at Econpapers || Download paper | |
| 2017 | Persistence, 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. Full description at Econpapers || Download paper | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2018 | Can 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. Full description at Econpapers || Download paper | |
| 2017 | TESTING GARCH-X TYPE MODELS. (2017). Pedersen, Rasmus Sondergaard ; Rahbek, Anders. In: Discussion Papers. RePEc:kud:kuiedp:1715. Full description at Econpapers || Download paper | |
| 2018 | Rate 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. Full description at Econpapers || Download paper | |
| 2018 | The 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. Full description at Econpapers || Download paper | |
| 2017 | Long Memory in Turkish Unemployment Rates. (2017). tansel, aysıt ; Ozdemir, Zeynel ; Gil-Alana, Luis. In: ERC Working Papers. RePEc:met:wpaper:1709. Full description at Econpapers || Download paper | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2017 | Mixed Causal-Noncausal AR Processes and the Modelling of Explosive Bubbles. (2017). Zakoian, Jean-Michel ; Fries, Sebastien. In: MPRA Paper. RePEc:pra:mprapa:81345. Full description at Econpapers || Download paper | |
| 2017 | Long memory in Turkish Unemployment Rates. (2017). tansel, aysıt ; Ozdemir, Zeynel ; Gil-Alana, Luis. In: MPRA Paper. RePEc:pra:mprapa:81571. Full description at Econpapers || Download paper | |
| 2017 | Current 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. Full description at Econpapers || Download paper | |
| 2018 | Environmental 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. Full description at Econpapers || Download paper | |
| 2018 | Testing 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. Full description at Econpapers || Download paper | |
| 2017 | Do 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. Full description at Econpapers || Download paper | |
| 2017 | An 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. Full description at Econpapers || Download paper | |
| 2018 | Persistence 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. Full description at Econpapers || Download paper | |
| 2019 | A reexamination of inflation persistence dynamics in OECD countries: A new approach. (2019). , Paulo ; Nicolau, Joo ; Zsurkis, Gabriel. In: Working Papers. RePEc:ptu:wpaper:w201909. Full description at Econpapers || Download paper | |
| 2019 | Modeling 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. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Herman J. Bierens has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Herman J. Bierens:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2005 | Forecasting Quarterly Brazilian GDP Growth Rate With Linear and NonLinear Diffusion Index Models In: Economia. [Full Text][Citation analysis] | article | 9 |
| 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 | 50 |
| 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 | 0 |
| 2005 | Introduction to the Mathematical and Statistical Foundations of Econometrics In: Cambridge Books. [Citation analysis] | book | 10 |
| 2005 | Introduction to the Mathematical and Statistical Foundations of Econometrics.(2005) In: Cambridge Books. [Citation analysis] This paper has another version. Agregated cites: 10 | book | |
| 1996 | Topics in Advanced Econometrics In: Cambridge Books. [Citation analysis] | book | 0 |
| 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 | 27 |
| 2001 | COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL? In: Econometric Theory. [Full Text][Citation analysis] | article | 35 |
| 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: 35 | paper | |
| 2008 | SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS In: Econometric Theory. [Full Text][Citation analysis] | article | 10 |
| 2010 | TIME-VARYING COINTEGRATION In: Econometric Theory. [Full Text][Citation analysis] | article | 66 |
| 2012 | INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 5 |
| 2014 | CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 2 |
| 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 | 2 |
| 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 | 164 |
| 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: 164 | paper | |
| 1997 | Asymptotic Theory of Integrated Conditional Moment Tests In: Econometrica. [Citation analysis] | article | 141 |
| 1995 | Asymptotic theory of integrated conditional moment tests.(1995) In: Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 141 | 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 | 16 |
| 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 | 3 |
| 1982 | Consistent model specification tests In: Journal of Econometrics. [Full Text][Citation analysis] | article | 151 |
| 1984 | Model specification testing of time series regressions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 27 |
| 1987 | Armax model specification testing, with an application to unemployment in the Netherlands In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
| 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: 6 | 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 | 13 |
| 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: 13 | paper | |
| 1993 | Higher-order sample autocorrelations and the unit root hypothesis In: Journal of Econometrics. [Full Text][Citation analysis] | article | 11 |
| 1997 | Nonparametric cointegration analysis In: Journal of Econometrics. [Full Text][Citation analysis] | article | 106 |
| 1995 | Nonparametric cointegration analysis.(1995) In: Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 106 | 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 | 166 |
| 2000 | The econometric consequences of the ceteris paribus condition in economic theory In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
| 2007 | Semi-nonparametric competing risks analysis of recidivism In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 4 |
| 1990 | Testing the recession theory as an explanation for the migration turnaround In: Environment and Planning A. [Full Text][Citation analysis] | article | 1 |
| 1990 | Testing 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 | |
| 2008 | Testing the regional restructuring hypothesis in western Germany In: Environment and Planning A. [Full Text][Citation analysis] | article | 1 |
| 2008 | Testing 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 | |
| 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 | 23 |
| 1994 | Nonparametric cointegration tests In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
| 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 | 0 |
| 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 | 0 |
| 1989 | Testing stationarity against the unit root hypothesis In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 0 |
| 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 | 1 |
| 1991 | The relation between unemployment and interest rate : some international evidence In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 1 |
| 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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