14
H index
18
i10 index
1482
Citations
Pennsylvania State University | 14 H index 18 i10 index 1482 Citations RESEARCH PRODUCTION: 30 Articles 30 Papers 3 Books EDITOR: Books edited RESEARCH ACTIVITY: 32 years (1982 - 2014). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pbi63 |
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 |
Econometrica | 2 |
Empirical Economics | 2 |
Environment and Planning A | 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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2023 | A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456. Full description at Econpapers || Download paper |
2023 | 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 |
2024 | 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 |
2024 | Powerful Inference. (2020). Lee, Sokbae (Simon) ; Seo, Myung Hwan ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2008.11140. Full description at Econpapers || Download paper |
2024 | Consistent Specification Test of the Quantile Autoregression. (2020). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.03898. Full description at Econpapers || Download paper |
2023 | Encompassing Tests for Nonparametric Regressions. (2022). Lapenta, Elia ; Lavergne, Pascal. In: Papers. RePEc:arx:papers:2203.06685. Full description at Econpapers || Download paper |
2023 | 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 |
2024 | 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 |
2023 | Partly Linear Instrumental Variables Regressions without Smoothing on the Instruments. (2022). Lapenta, Elia ; Florens, Jean-Pierre. In: Papers. RePEc:arx:papers:2212.11012. Full description at Econpapers || Download paper |
2023 | A Bootstrap Specification Test for Semiparametric Models with Generated Regressors. (2022). Lapenta, Elia. In: Papers. RePEc:arx:papers:2212.11112. Full description at Econpapers || Download paper |
2024 | One-step nonparametric instrumental regression using smoothing splines. (2023). Lavergne, Pascal ; Lapenta, Elia ; Beyhum, Jad. In: Papers. RePEc:arx:papers:2307.14867. Full description at Econpapers || Download paper |
2024 | On Optimal Set Estimation for Partially Identified Binary Choice Models. (2023). Nekipelov, Denis ; Komarova, Tatiana ; Khan, Shakeeb. In: Papers. RePEc:arx:papers:2310.02414. Full description at Econpapers || Download paper |
2024 | Goodness-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. Full description at Econpapers || Download paper |
2024 | Deconvolution from two order statistics. (2024). Xiao, Ruli ; Luo, Yao ; Cho, Joonhwan. In: Papers. RePEc:arx:papers:2403.17777. Full description at Econpapers || Download paper |
2024 | Estimation for conditional moment models based on martingale difference divergence. (2024). Jiang, Feiyu ; Song, Kunyang ; Zhu, KE. In: Papers. RePEc:arx:papers:2404.11092. Full description at Econpapers || Download paper |
2023 | Long-Run Trends and Cycles in US House Prices. (2023). Gil-Alana, Luis Alberiko ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10751. Full description at Econpapers || Download paper |
2023 | Projection expectile regression for sufficient dimension reduction. (2023). Soale, Abdul-Nasah. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:180:y:2023:i:c:s0167947322002468. Full description at Econpapers || Download paper |
2024 | Significance test for semiparametric conditional average treatment effects and other structural functions. (2024). Zhu, Lixing ; Guo, XU ; Zhou, Niwen. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:189:y:2024:i:c:s0167947323001500. Full description at Econpapers || Download paper |
2023 | Identification-robust nonparametric inference in a linear IV model. (2023). Antoine, Bertille ; Lavergne, Pascal. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:1-24. Full description at Econpapers || Download paper |
2023 | Semi-nonparametric estimation of random coefficients logit model for aggregate demand. (2023). shi, xiaoxia ; Tao, Jing ; Lu, Zhentong. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:2245-2265. Full description at Econpapers || Download paper |
2023 | Testing the martingale difference hypothesis in high dimension. (2023). Shao, Xiaofeng ; Jiang, Qing ; Chang, Jinyuan. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:972-1000. Full description at Econpapers || Download paper |
2023 | Financial development as a new determinant of energy diversification: The role of natural capital and structural changes in Australia. (2023). Shahbaz, Muhammad ; Jiao, Zhilun ; Ahmad, Shabbir ; Siddiqui, Aaliyah. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004243. Full description at Econpapers || Download paper |
2023 | Policies to reduce Indias crude oil import dependence amidst clean energy transition. (2023). Ghosh, Sajal ; Mishra, Brajesh ; Kanjilal, Kakali. In: Energy Policy. RePEc:eee:enepol:v:183:y:2023:i:c:s0301421523003890. Full description at Econpapers || Download paper |
2024 | Stock 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. Full description at Econpapers || Download paper |
2023 | The response of money market funds to the COVID-19 pandemic. (2023). Winters, Drew B ; Baig, Ahmed ; Allen, Kyle D. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001630. Full description at Econpapers || Download paper |
2024 | Unbounded 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. Full description at Econpapers || Download paper |
2023 | Cointegration between high base metals prices and backwardation: Getting ready for the metals super-cycle. (2023). Labeaga, Jose ; Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001216. Full description at Econpapers || Download paper |
2023 | Mineral prices persistence and the development of a new energy vehicle industry in China: A fractional integration approach. (2023). Gil-Alana, Luis ; Claudio-Quiroga, Gloria ; Maiza-Larrarte, Andoni. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001411. Full description at Econpapers || Download paper |
2023 | Energy prices in Europe. Evidence of persistence across markets. (2023). Gil-Alana, Luis ; Martin-Valmayor, Miguel A ; Infante, Juan. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300257x. Full description at Econpapers || Download paper |
2024 | Real 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. Full description at Econpapers || Download paper |
2023 | Identification-Robust Nonparametric Inference in a Linear IV Model. (2023). Antoine, Bertille ; Lavergne, Pascal. In: Post-Print. RePEc:hal:journl:hal-04141433. Full description at Econpapers || Download paper |
2023 | U.S. House Prices by Census Division: Persistence, Trends and Structural Breaks. (2023). Caporale, Guglielmo Maria ; Gil-Alana, Luis Alberiko. In: International Advances in Economic Research. RePEc:kap:iaecre:v:29:y:2023:i:1:d:10.1007_s11294-023-09868-9. Full description at Econpapers || Download paper |
2023 | A Sufficient Statistical Test for Dynamic Stability. (2023). Nawaz, Nasreen ; Ahmed, Muhammad Ashfaq. In: MPRA Paper. RePEc:pra:mprapa:116684. Full description at Econpapers || Download paper |
2023 | Estimating and Testing for Functional Coefficient Quantile Cointegrating Regression. (2023). Zheng, Chaowen ; Zhang, Jing ; Li, Haiqi. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-07. Full description at Econpapers || Download paper |
2023 | Multivariate Wold decompositions: a Hilbert A-module approach. (2023). Tebaldi, Claudio ; Severino, Federico ; Ortu, Fulvio ; Cerreia-Vioglio, Simone. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:46:y:2023:i:1:d:10.1007_s10203-023-00392-3. Full description at Econpapers || Download paper |
2023 | Productivity and GDP: international evidence of persistence and trends over 130 years of data. (2023). GUPTA, RANGAN ; Gil-Alana, Luis ; Balcilar, Mehmet ; Solarin, Sakiru Adebola. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02281-x. Full description at Econpapers || Download paper |
2023 | Tax avoidance and earnings management: a neural network approach for the largest European economies. (2023). Martinez-Arias, Antonio ; Landajo, Manuel ; Garcia-Fernandez, Roberto ; Fernandez-Rodriguez, Elena ; Delgado, Francisco J. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00424-8. Full description at Econpapers || Download paper |
2023 | Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks. (2023). Caporale, Guglielmo Maria ; Gil-Alana, Luis A. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:8:d:10.1007_s43546-023-00516-2. Full description at Econpapers || Download paper |
2023 | One-step nonparametric instrumental regression using smoothing splines. (2023). Lavergne, Pascal ; Lapenta, Elia ; Beyhum, Jad. In: TSE Working Papers. RePEc:tse:wpaper:128467. Full description at Econpapers || Download paper |
2023 | Robust forecast superiority testing with an application to assessing pools of expert forecasters. (2023). Swanson, Norman R ; Jin, Sainan ; Corradi, Valentina. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:596-622. 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 | 11 |
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 | 80 |
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 | 12 |
2005 | Introduction to the Mathematical and Statistical Foundations of Econometrics.(2005) In: Cambridge Books. [Citation analysis] This paper has nother version. Agregated cites: 12 | 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 | 36 |
2001 | COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL? In: Econometric Theory. [Full Text][Citation analysis] | article | 44 |
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 nother version. Agregated cites: 44 | paper | |
2008 | SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS In: Econometric Theory. [Full Text][Citation analysis] | article | 16 |
2010 | TIME-VARYING COINTEGRATION In: Econometric Theory. [Full Text][Citation analysis] | article | 106 |
2012 | INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 9 |
2014 | CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 5 |
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 nother version. Agregated cites: 0 | paper | |
1990 | A Consistent Conditional Moment Test of Functional Form. In: Econometrica. [Full Text][Citation analysis] | article | 206 |
1989 | A consistent conditional moment test of functional form.(1989) In: Serie Research Memoranda. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 206 | paper | |
1997 | Asymptotic Theory of Integrated Conditional Moment Tests In: Econometrica. [Citation analysis] | article | 183 |
1995 | Asymptotic theory of integrated conditional moment tests.(1995) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 183 | 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 | 8 |
1982 | Consistent model specification tests In: Journal of Econometrics. [Full Text][Citation analysis] | article | 223 |
1984 | Model specification testing of time series regressions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 33 |
1987 | Armax model specification testing, with an application to unemployment in the Netherlands In: Journal of Econometrics. [Full Text][Citation analysis] | article | 9 |
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 nother version. Agregated cites: 9 | 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 | 21 |
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 nother version. Agregated cites: 21 | 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 | 129 |
1995 | Nonparametric cointegration analysis.(1995) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 129 | 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 | 241 |
2000 | The econometric consequences of the ceteris paribus condition in economic theory In: Journal of Econometrics. [Full Text][Citation analysis] | article | 11 |
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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