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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

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

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

Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method

Bierens, Herman J.; Song, Hosin - In: Journal of Econometrics 168 (2012) 1, pp. 108-119

In this paper we propose to estimate the value distribution of independently and identically repeated first-price auctions directly via a semi-nonparametric integrated simulated moments sieve approach. Given a candidate value distribution function in a sieve space, we simulate bids according to...

Persistent link: https://www.econbiz.de/10010574063