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Model-free asymptotically best forecasting of stationary economic time series
Bierens, Herman J. - In: Econometric theory 6 (1990) 3, pp. 348-383
Persistent link: https://www.econbiz.de/10001118098
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ARMA memory index modeling of economic time series
Bierens, Herman J. - In: Econometric theory 4 (1988) 1, pp. 35-59
Persistent link: https://www.econbiz.de/10001049389
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On the limit behavior of a chi-square type test if the number of conditional moments tested approaches infinity
Jong, Robert M. de - In: Econometric theory 10 (1994) 1, pp. 70-90
Persistent link: https://www.econbiz.de/10001163337
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Consistency and asymptotic normality of sieve ML estimators under low-level conditions
Bierens, Herman J. - In: Econometric theory 30 (2014) 5, pp. 1021-1076
Persistent link: https://www.econbiz.de/10010502132
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A note on the paper by H. J. Bierens: "Complex unit roots and business cycles : are they real?"
Díaz-Emparanza, Ignacio - In: Econometric theory 20 (2004) 3, pp. 636-637
Persistent link: https://www.econbiz.de/10002068320
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Complex unit roots and business cycles : are they real?
Bierens, Herman J. - In: Econometric theory 17 (2001) 5, pp. 962-983
Persistent link: https://www.econbiz.de/10001609185
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Semi-nonparametric interval-censored mixed proportional hazard models : identification and consistency results
Bierens, Herman J. - In: Econometric theory 24 (2008) 3, pp. 749-794
Persistent link: https://www.econbiz.de/10003894298
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Time-varying cointegration
Bierens, Herman J.; Martins, Luís Filipe - In: Econometric theory 26 (2010) 5, pp. 1453-1490
Persistent link: https://www.econbiz.de/10008662660
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The ET interview : Herman Bierens
Pinkse, Joris; Bierens, Herman J. - In: Econometric theory 29 (2013) 3, pp. 590-608
Persistent link: https://www.econbiz.de/10009778504
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Integrated conditional moment tests for parametric conditional distributions
Bierens, Herman J.; Wang, Li - In: Econometric theory 28 (2012) 2, pp. 328-362
Persistent link: https://www.econbiz.de/10009520945