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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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A consistent Hausman-type model specification test
Bierens, Herman J. - 1987
Persistent link: https://www.econbiz.de/10000724697
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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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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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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/10001336802
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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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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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Nonparametric cointegration analysis
Bierens, Herman J. - In: Journal of econometrics 77 (1997) 2, pp. 379-404
Persistent link: https://www.econbiz.de/10001212837
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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