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The Hilbert Space Theoretical Foundation of Semi-Nonparametric Modeling
Bierens, Herman J. - In: The Oxford handbook of applied nonparametric and …. 2014
Persistent link: https://www.econbiz.de/10012881216
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Semi-nonparametric competing risks analysis of recidivism
Bierens, Herman J.; Carvalho, Jose R. - In: Journal of Applied Econometrics 22 (2007) 5, pp. 971-993
In this paper we specify a semi-nonparametric competing risks (SNP-CR) model of recidivism, for misdemeanors and felonies. The model is a bivariate mixed proportional hazard model with Weibull baseline hazards and common unobserved heterogeneity. The distribution of the latter is modeled...
Persistent link: https://www.econbiz.de/10005764779
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The econometric consequences of the ceteris paribus condition in economic theory
Bierens, Herman J.; Swanson, Norman R. - In: Journal of Econometrics 95 (2000) 2, pp. 223-253
Persistent link: https://www.econbiz.de/10005115490
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Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate
Bierens, Herman J. - In: Journal of Econometrics 81 (1997) 1, pp. 29-64
Persistent link: https://www.econbiz.de/10005122591
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Nonparametric cointegration analysis
Bierens, Herman J. - In: Journal of Econometrics 77 (1997) 2, pp. 379-404
Persistent link: https://www.econbiz.de/10005122692
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Model specification testing of time series regressions
Bierens, Herman J. - In: Journal of Econometrics 26 (1984) 3, pp. 323-353
Persistent link: https://www.econbiz.de/10005122708
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Econometric analysis of linearized singular dynamic stochastic general equilibrium models
Bierens, Herman J. - In: Journal of Econometrics 136 (2007) 2, pp. 595-627
Persistent link: https://www.econbiz.de/10005122786
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Higher-order sample autocorrelations and the unit root hypothesis
Bierens, Herman J. - In: Journal of Econometrics 57 (1993) 1-3, pp. 137-160
Persistent link: https://www.econbiz.de/10005192865
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Consistent model specification tests
Bierens, Herman J. - In: Journal of Econometrics 20 (1982) 1, pp. 105-134
Persistent link: https://www.econbiz.de/10005285421
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Armax model specification testing, with an application to unemployment in the Netherlands
Bierens, Herman J. - In: Journal of Econometrics 35 (1987) 1, pp. 161-190
Persistent link: https://www.econbiz.de/10005285716