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Asymptotic power of the intgrated [integrated] conditional moment test against global and large local alternatives
Ploberger, Werner; Bierens, Herman J. - 1995
Persistent link: https://www.econbiz.de/10000926504
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Asymptotic theory of integrated conditional moment tests
Bierens, Herman J.; Ploberger, Werner - 1995
Persistent link: https://www.econbiz.de/10000926508
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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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Robust methods and asymptotic theory in nonlinear econometrics
Bierens, Herman J. - 1981
Persistent link: https://www.econbiz.de/10000073925
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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/10003412685
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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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Least sqares estimation of linear and nonlinear ARMAX models under data heterogeneity
Bierens, Herman J.
Persistent link: https://www.econbiz.de/10001277889
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Higher-order sample autocorrelations and the unit root hypothesis
Bierens, Herman J. - In: Journal of econometrics 57 (1993) 1, pp. 137-160
Persistent link: https://www.econbiz.de/10001142527
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Topics in advanced econometrics : estimation, testing and specification of cross-section and time series models
Bierens, Herman J. - 1994 - 1. publ
Persistent link: https://www.econbiz.de/10013493863
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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