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Nonparametric cointegration tests
Bierens, Herman J. - 1994
Persistent link: https://www.econbiz.de/10000888251
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A consistent Hausman-type model specification test
Bierens, Herman J. - 1987
Persistent link: https://www.econbiz.de/10000724697
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A note on the limiting distribution of sample autocorrelations in the presence of a unit root
Bierens, Herman J. - 1990
Persistent link: https://www.econbiz.de/10000812100
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Estimating and testing a hedonic earnings function : a semi-parametric approach
Hartog, Joop; Bierens, Herman J. - 1988
Persistent link: https://www.econbiz.de/10000763846
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Topics in advanced econometrics : estimation, testing, and specification of cross-section and time series models
Bierens, Herman J. - 1996 - 1. paperback ed.
Persistent link: https://www.econbiz.de/10000554485
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Model-free asymptotically best forecasting of stationary economic time series
Bierens, Herman J. - 1986
Persistent link: https://www.econbiz.de/10000704987
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ARMAX model specification testing, with an application to unemployment in the Netherlands
Bierens, Herman J. - 1986
Persistent link: https://www.econbiz.de/10000704991
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Robust methods and asymptotic theory in nonlinear econometrics
Bierens, Herman J. - 1981
Persistent link: https://www.econbiz.de/10000073925
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Nonlinear models
Bierens, Herman J. (contributor);  … - 1997
Persistent link: https://www.econbiz.de/10000957342
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Nonlinear models ; 1
Bierens, Herman J. (ed.); Gallant, A. Ronald (ed.) - 1997
Persistent link: https://www.econbiz.de/10000957343