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A note on the limiting distribution of sample autocorrelations in the presence of a unit root

Bierens, H.J. - Faculteit der Economische Wetenschappen en … - 1990

Persistent link: https://www.econbiz.de/10010782247

Testing stationarity against the unit root hypothesis

Bierens, H.J. - Faculteit der Economische Wetenschappen en … - 1989

Persistent link: https://www.econbiz.de/10010782255

Nonlineair regression with discrete explanatory variables : with an application to the earnings function

Bierens, H.J.; Hartog, J.A. - Faculteit der Economische Wetenschappen en … - 1988

Persistent link: https://www.econbiz.de/10010782283

Model-free asymptotically best forecasting of stationary economic time series

Bierens, H.J. - Faculteit der Economische Wetenschappen en … - 1986

Persistent link: https://www.econbiz.de/10010782319

Armax models : estimation and testing

Bierens, H.J. - Faculteit der Economische Wetenschappen en … - 1988

Persistent link: https://www.econbiz.de/10010782368

Specification of household expenditure functions and equivalence scales by nonparametric regression

Bierens, H.J.; Pott-Buter, H.A. - Faculteit der Economische Wetenschappen en … - 1987

Persistent link: https://www.econbiz.de/10010782438

The Nadaraya-Watson Kernel regression function estimator

Bierens, H.J. - Faculteit der Economische Wetenschappen en … - 1988

Persistent link: https://www.econbiz.de/10010782520

Basic probability theory

Bierens, H.J. - Faculteit der Economische Wetenschappen en … - 1987

Persistent link: https://www.econbiz.de/10010822537

A consistent Hausman-type model specification test

Bierens, H.J. - Faculteit der Economische Wetenschappen en … - 1987

Persistent link: https://www.econbiz.de/10010822650

Asymptotic power of the integrated conditional moment test against global and large local alternatives

Ploberger, W.; Bierens, H.J. - Tilburg University, Center for Economic Research - 1995

In this paper we study further the asymptotic power properties of the integrated conditional moment (ICM) test of Bierens (1982) and Bierens and Ploberger (1994). First, we establish the relation between consistency against global alternatives and nontrivial local power, using the concept of...

Persistent link: https://www.econbiz.de/10011092887