Herman J. Bierens : Citation Profile

Pennsylvania State University

14

H index

20

i10 index

1534

Citations

RESEARCH PRODUCTION:

30

Articles

30

Papers

3

Books

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   32 years (1982 - 2014). See details.
   Cites by year: 47
   Journals where Herman J. Bierens has often published
   Relations with other researchers
   Recent citing documents: 58.    Total self citations: 17 (1.1 %)

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   Permalink: http://citec.repec.org/pbi63
   Updated: 2025-12-20    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 (104)

GUPTA, RANGAN (48)

Lavergne, Pascal (45)

Escanciano, Juan Carlos (44)

Caporale, Guglielmo Maria (40)

Swanson, Norman (29)

Cuestas, Juan (24)

Shahbaz, Muhammad (24)

MORANA, CLAUDIO (24)

Antoine, Bertille (20)

Phillips, Peter (20)

Cites to:

Perron, Pierre (15)

Watson, Mark (9)

Stock, James (8)

Farmer, Roger (8)

Newey, Whitney (7)

Phillips, Peter (7)

Sims, Christopher (7)

Johansen, Soren (6)

van Dijk, Herman (6)

Geweke, John (6)

van den Berg, Gerard (5)

Main data

Where Herman J. Bierens has published?

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

Working Papers Series with more than one paper published# docs
Serie Research Memoranda / VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics23

Recent works citing Herman J. Bierens (2025 and 2024)

YearTitle of citing document
2025Impact of Oil Prices on Islamic Stock Prices: Evidence from Pakistan using Bootstrap ARDL Approach. (2025). Bhatty, Kashif Ahmed ; Laurinavicius, Antanas ; Chang, Bisharat Hussain ; Alzoubi, Haitham M ; Channa, Waseem Ahmed. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:2:p:1-35.

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2024Adaptive, Rate-Optimal Hypothesis Testing in Nonparametric IV Models. (2024). Chen, Xiaohong ; Breunig, Christoph. In: Papers. RePEc:arx:papers:2006.09587.

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2024Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic. (2024). SEO, MYUNG HWAN ; Lee, Sokbae (Simon) ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2008.11140.

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2024Consistent Specification Test of the Quantile Autoregression. (2024). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.03898.

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2025Machine Learning Inference on Inequality of Opportunity. (2023). Escanciano, Juan Carlos ; Terschuur, Joel Robert. In: Papers. RePEc:arx:papers:2206.05235.

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2024Estimation of Heterogeneous Treatment Effects Using a Conditional Moment Based Approach. (2024). Sun, Xiaolin. In: Papers. RePEc:arx:papers:2210.15829.

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2024One-step smoothing splines instrumental regression. (2024). Lavergne, Pascal ; Beyhum, Jad ; Lapenta, Elia. In: Papers. RePEc:arx:papers:2307.14867.

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2024Sharp and Robust Estimation of Partially Identified Discrete Response Models. (2024). Komarova, Tatiana ; Khan, Shakeeb ; Nekipelov, Denis. In: Papers. RePEc:arx:papers:2310.02414.

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2025Goodness-of-Fit for Conditional Distributions: An Approach Using Principal Component Analysis and Component Selection. (2024). Yuhao, LI ; Rui, Cui. In: Papers. RePEc:arx:papers:2403.10352.

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2024Deconvolution from two order statistics. (2024). Luo, Yao ; Xiao, Ruli ; Cho, Joonhwan. In: Papers. RePEc:arx:papers:2403.17777.

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2024Estimation for conditional moment models based on martingale difference divergence. (2024). Song, Kunyang ; Zhu, KE ; Jiang, Feiyu. In: Papers. RePEc:arx:papers:2404.11092.

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2024Testing the order of fractional integration in the presence of smooth trends, with an application to UK Great Ratios. (2024). Ambros, Maximilian ; Massmann, Michael ; Kilincc, Mustafa R. In: Papers. RePEc:arx:papers:2410.10749.

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2025Canonical correlation analysis of stochastic trends via functional approximation. (2024). Paruolo, Paolo ; Franchi, Massimo ; Georgiev, Iliyan. In: Papers. RePEc:arx:papers:2411.19572.

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2025Testing linearity of spatial interaction functions \`a la Ramsey. (2024). Lee, Jungyoon ; Rossi, Francesca ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:2412.14778.

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2025Inference on varying coefficients in spatial autoregressions. (2025). Srisuma, Sorawoot ; Qu, XI ; Gupta, Abhimanyu ; Zhang, Jiajun. In: Papers. RePEc:arx:papers:2502.03084.

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2025Regularized Generalized Covariance (RGCov) Estimator. (2025). Hecq, Alain ; Neyazi, Aryan Manafi ; Jasiak, Joann ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2504.18678.

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2025Identification and estimation of dynamic random coefficient models. (2025). Lee, Wooyong. In: Papers. RePEc:arx:papers:2505.01600.

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2025A Powerful Chi-Square Specification Test with Support Vectors. (2025). Song, Xiaojun ; Li, Yuhao. In: Papers. RePEc:arx:papers:2505.04414.

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2025Optimal break tests for large linear time series models. (2025). Gupta, Abhimanyu ; Seo, Myung Hwan. In: Papers. RePEc:arx:papers:2510.12262.

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2025Specification tests for regression models with measurement errors. (2025). Song, Xiaojun ; Yuan, Jichao. In: Papers. RePEc:arx:papers:2511.04127.

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2024The economic growth–travel frequency nexus in China: Importance of the transport Kuznets curve. (2024). Shahbaz, Muhammad ; Shafiullah, Muhammad ; Khalid, Usman ; Jiao, Zhilun ; Song, Malin. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:3:p:898-929.

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2024A Long-Memory Model for Multiple Cycles with an Application to the S&P500. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10947.

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2024Testing for Persistence in German Green and Brown Stock Market Indices. (2024). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Solarin, Sakiru A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11207.

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2025Testing for Persistence in Real House Prices in 47 Countries from the OECD Database. (2025). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Dominguez, Alfonso. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11662.

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2025Persistence and Nonlinearities in the US Federal Funds Rate. (2025). Caporale, Guglielmo Maria ; Gil-Alana, Luis Alberiko. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11913.

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2025Persistence in Stock Returns: Robotics and AI ETFs Versus Other Assets. (2025). Caporale, Guglielmo Maria ; Gil-Alana, Luis Alberiko ; Belhouichet, Fekria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12171.

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2024Significance test for semiparametric conditional average treatment effects and other structural functions. (2024). Guo, XU ; Zhou, Niwen ; Zhu, Lixing. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:189:y:2024:i:c:s0167947323001500.

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2025Unified specification tests in partially linear time series models. (2025). Sun, Shuang ; Song, Xiaojun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:203:y:2025:i:c:s0167947324001580.

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2024Modeling long cycles. (2024). Marmer, Vadim ; Kang, Da Natasha. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:1:s0304407624000976.

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2024Testing for strong exogeneity in Proxy-VARs. (2024). Keweloh, Sascha A ; Bruns, Martin. In: Journal of Econometrics. RePEc:eee:econom:v:245:y:2024:i:1:s0304407624002215.

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2024Persistence of human capital development in OECD countries over 150 years: Evidence from linear and nonlinear fractional integration methods. (2024). Gil-Alana, Luis ; Solarin, Sakiru Adebola ; Hernandez-Herrera, Maria. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:3:s0939362524000372.

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2024Stock market prices and Dividends in the US: Bubbles or Long-run equilibria relationships?. (2024). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Dettoni, Robinson. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002515.

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2025The short-run impact of investor expectations’ past volatility on current predictions: The case of VIX. (2025). Ioan, Roxana ; Dima, Tefana Maria. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:98:y:2025:i:c:s1042443124001501.

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2024Unbounded heteroscedasticity in autoregressive models. (2024). Samartzis, Panagiotis ; Kourogenis, Nikolaos ; Pittis, Nikitas. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000634.

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2024Real exchange rate convergence in the euro area: Evidence from a dynamic factor model. (2024). Kempa, Bernd ; Borger, Carina. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:213-224.

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2025Consistent tests for semiparametric conditional independence. (2025). Dai, Shengtao ; Song, Xiaojun. In: Statistics & Probability Letters. RePEc:eee:stapro:v:216:y:2025:i:c:s0167715224002220.

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2025A Uniformly Valid Test for Instrument Exogeneity. (2025). Gospodinov, Nikolay ; Dovonon, Prosper. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:101963.

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2025Dynamic Forecasting of Gas Consumption in Selected European Countries. (2025). Rizzelli, Stefano ; Guidolin, Mariangela. In: Forecasting. RePEc:gam:jforec:v:7:y:2025:i:2:p:23-:d:1664735.

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2024A Long-Memory Model for Multiple Cycles with an Application to the US Stock Market. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:22:p:3487-:d:1516428.

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2024Modeling the CO 2 Emissions of Turkey Dependent on Various Parameters Employing ARIMAX and Deep Learning Methods. (2024). Tuncsiper, Cagatay ; Yamacli, Dilek Surekci. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:20:p:8753-:d:1495781.

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2024Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption. (2024). Miller, J. ; Kim, Chang Sik ; Chang, Yoosoon ; Choi, Yongok ; Park, Joon Y. In: CAEPR Working Papers. RePEc:inu:caeprp:2024001.

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2024Is external debt an impediment to the South African economy?. (2024). Stungwa, Sanele. In: Public Sector Economics. RePEc:ipf:psejou:v:48:y:2024:i:1:p:103-124.

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2024An affine model for short rates when monetary policy is path dependent. (2024). Al-Zoubi, Haitham A. In: Review of Derivatives Research. RePEc:kap:revdev:v:27:y:2024:i:2:d:10.1007_s11147-024-09202-3.

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2024Zoo of empirical results: Quantitative research and accumulation of knowledge in social sciences. (2024). Libman, A. In: Journal of the New Economic Association. RePEc:nea:journl:y:2024:i:65:p:178-194.

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2024Fractional cointegration between energy imports to the EURO area and exchange rates to the US dollar. (2024). Gil-Alana, Luis ; Monge, Manuel ; Malmierca-Ordoqui, Maria. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:2:d:10.1007_s00181-023-02468-w.

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2024The effect of financial stress on renewable energy consumption: evidence from US data. (2024). Shafiullah, Muhammad ; Alam, Md Samsul ; Miah, Mohammad Dulal. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:10:d:10.1007_s10668-023-03747-3.

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2024Persistence of shocks on non-renewable and renewable energy consumption: evidence from 15 leading countries with Fourier unit root test. (2024). Il, Nilgn ; Baygin, Burcu Kiran. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:3:d:10.1007_s10668-023-02944-4.

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2024Testing the environmental Kuznets curve (EKC) hypothesis amidst climate policy uncertainty: sectoral analysis using the novel Fourier ARDL approach. (2024). Yu, Xuyou ; Hashmi, Shabir Mohsin ; Syed, Qasim Raza ; Rong, LI. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:7:d:10.1007_s10668-023-03296-9.

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2024All Road User Casualties (Killed) in Great Britain from 1926. Linear and Nonlinear Trends with Persistent Data. (2024). Gil-Alana, Luis. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:22:y:2024:i:3:d:10.1007_s40953-024-00398-7.

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2025Omnibus diagnostic procedures for vector multiplicative errors models. (2025). Hudecov, Rka ; Ngatchou-Wandji, Joseph ; Meintanis, Simos G. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:2:d:10.1007_s00362-024-01653-y.

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2024Model checking for generalized partially linear models. (2024). Liang, Hua ; Hrdle, Wolfgang. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:2:d:10.1007_s11749-023-00897-4.

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2024Partly linear instrumental variables regressions without smoothing on the instruments. (2024). Lapenta, Elia ; Florens, Jean-Pierre. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:3:d:10.1007_s11749-024-00931-z.

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2024Specifications tests for count time series models with covariates. (2024). Meintanis, Simos G ; Hukov, Marie ; Hudecov, Rka. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:4:d:10.1007_s11749-024-00933-x.

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2025Nonparametric minimum-distance estimation of simulation model. (2025). Martinoli, Mario. In: LEM Papers Series. RePEc:ssa:lemwps:2025/06.

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2024Real Estate Portfolio Diversification by Sectors Using a RAL Approach. (2024). Zhang, Ying ; Prombutr, Wikrom ; Hansz, Andrew J. In: Journal of Real Estate Portfolio Management. RePEc:taf:repmxx:v:30:y:2024:i:2:p:121-136.

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2024REGULARIZED GMM FOR TIME‐VARYING MODELS WITH APPLICATIONS TO ASSET PRICING. (2024). Hong, Yongmiao ; Feng, Guanhao ; Cui, Liyuan. In: International Economic Review. RePEc:wly:iecrev:v:65:y:2024:i:2:p:851-883.

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2025Assessing the predictive ability of information globalization under global value chains‐environmental sustainability nexus in the BRICS economies: A nonparametric causality approach. (2025). Nadeem, Muhammad ; Yu, Dong ; Wang, Zilong. In: Natural Resources Forum. RePEc:wly:natres:v:49:y:2025:i:3:p:2891-2916.

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2024Specification testing for conditional moment restrictions under local identification failure. (2024). Gospodinov, Nikolay ; Dovonon, Prosper. In: Quantitative Economics. RePEc:wly:quante:v:15:y:2024:i:3:p:849-891.

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Herman J. Bierens has edited the books:

YearTitleTypeCited

Works by Herman J. Bierens:

YearTitleTypeCited
2005Forecasting Quarterly Brazilian GDP Growth Rate With Linear and NonLinear Diffusion Index Models In: Economia.
[Full Text][Citation analysis]		article11
2000Nonparametric Nonlinear Cotrending Analysis, with an Application to Interest and Inflation in the United States. In: Journal of Business & Economic Statistics.
[Citation analysis]		article81
2011Job Search, Conditional Treatment and Recidivism: The Employment Services for Ex-Offenders Program Reconsidered In: The B.E. Journal of Economic Analysis & Policy.
[Full Text][Citation analysis]		article1
2005Introduction to the Mathematical and Statistical Foundations of Econometrics In: Cambridge Books.
[Citation analysis]		book12
2005Introduction to the Mathematical and Statistical Foundations of Econometrics.(2005) In: Cambridge Books.
[Citation analysis]
This paper has nother version. Agregated cites: 12		book
1996Topics in Advanced Econometrics In: Cambridge Books.
[Citation analysis]		book1
1994On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity In: Econometric Theory.
[Full Text][Citation analysis]		article42
2001COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL? In: Econometric Theory.
[Full Text][Citation analysis]		article46
2000Complex Unit Roots and Business Cycles: Are They Real?.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46		paper
2008SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS In: Econometric Theory.
[Full Text][Citation analysis]		article17
2010TIME-VARYING COINTEGRATION In: Econometric Theory.
[Full Text][Citation analysis]		article110
2012INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS In: Econometric Theory.
[Full Text][Citation analysis]		article11
2014CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS In: Econometric Theory.
[Full Text][Citation analysis]		article5
2014CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS—CORRIGENDUM TO SUPPLEMENTARY MATERIAL.(2014) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
1988ARMA Memory Index Modeling of Economic Time Series In: Econometric Theory.
[Full Text][Citation analysis]		article3
1988Reply In: Econometric Theory.
[Full Text][Citation analysis]		article0
1990Model-free Asymptotically Best Forecasting of Stationary Economic Time Series In: Econometric Theory.
[Full Text][Citation analysis]		article0
1986Model-free asymptotically best forecasting of stationary economic time series.(1986) In: Serie Research Memoranda.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
1990A Consistent Conditional Moment Test of Functional Form. In: Econometrica.
[Full Text][Citation analysis]		article211
1989A consistent conditional moment test of functional form.(1989) In: Serie Research Memoranda.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 211		paper
1997Asymptotic Theory of Integrated Conditional Moment Tests In: Econometrica.
[Citation analysis]		article186
1995Asymptotic theory of integrated conditional moment tests.(1995) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 186		paper
2004Conditional Treatment and Its Effect on Recidivism In: Econometric Society 2004 Latin American Meetings.
[Citation analysis]		paper0
2007Econometric analysis of linearized singular dynamic stochastic general equilibrium models In: Journal of Econometrics.
[Full Text][Citation analysis]		article17
2012Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method In: Journal of Econometrics.
[Full Text][Citation analysis]		article9
1982Consistent model specification tests In: Journal of Econometrics.
[Full Text][Citation analysis]		article232
1984Model specification testing of time series regressions In: Journal of Econometrics.
[Full Text][Citation analysis]		article33
1987Armax model specification testing, with an application to unemployment in the Netherlands In: Journal of Econometrics.
[Full Text][Citation analysis]		article10
1986Armax model specification testing, with an application to unemployment in the Netherlands.(1986) In: Serie Research Memoranda.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
1988Non-linear regression with discrete explanatory variables, with an application to the earnings function In: Journal of Econometrics.
[Full Text][Citation analysis]		article21
1988Nonlineair regression with discrete explanatory variables : with an application to the earnings function.(1988) In: Serie Research Memoranda.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
1993Higher-order sample autocorrelations and the unit root hypothesis In: Journal of Econometrics.
[Full Text][Citation analysis]		article13
1997Nonparametric cointegration analysis In: Journal of Econometrics.
[Full Text][Citation analysis]		article133
1995Nonparametric cointegration analysis.(1995) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 133		paper
1997Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate In: Journal of Econometrics.
[Full Text][Citation analysis]		article255
2000The econometric consequences of the ceteris paribus condition in economic theory In: Journal of Econometrics.
[Full Text][Citation analysis]		article12
2007Semi-nonparametric competing risks analysis of recidivism In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article5
1990Testing the Recession Theory as an Explanation for the Migration Turnaround In: Environment and Planning A.
[Full Text][Citation analysis]		article2
2008Testing the Regional Restructuring Hypothesis in Western Germany In: Environment and Planning A.
[Full Text][Citation analysis]		article1
1988Estimating a Hedonic Earnings Function with a Nonparametric Method. In: Empirical Economics.
[Citation analysis]		article0
2001Integrated Conditional Moment testing of quantile regression models In: Empirical Economics.
[Full Text][Citation analysis]		article26
1994Nonparametric cointegration tests In: Discussion Paper.
[Full Text][Citation analysis]		paper1
1995Asymptotic power of the integrated conditional moment test against global and large local alternatives In: Discussion Paper.
[Full Text][Citation analysis]		paper0
1996Nonparametric Nonlinear Cotrending Analysis, with an Application to Interest and Inflation in the U.S In: Discussion Paper.
[Full Text][Citation analysis]		paper0
1987Basic probability theory In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper0
1987Convergence In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper0
1987A consistent Hausman-type model specification test In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper1
1987Introduction to conditioning In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper0
1987Nonlinear parametric regression analysis In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper0
1987Tests for model misspecification In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper0
1987Specification of household expenditure functions and equivalence scales by nonparametric regression In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper1
1988The Nadaraya-Watson Kernel regression function estimator In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper0
1988Nonparametric time series regression In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper0
1988Sample moments integrating normal Kernel estimators In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper0
1988Nonlinear regression with discrete explanatory variables In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper6
1988Conditioning and dependence In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper0
1988Functional specification of time series models In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper0
1988Armax models : estimation and testing In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper2
1989Testing stationarity against the unit root hypothesis In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper1
1990A note on the limiting distribution of sample autocorrelations in the presence of a unit root In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper0
1990The relation between unemployment and interest rate : some empirical evidence In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper2
1991The relation between unemployment and interest rate : some international evidence In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper2
1991On the limit behavior of a chi-square type test if the number of conditional moments tested approaches infinity preliminary version In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper0

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