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Nonparametric time series regression

Bierens, H.J. - Faculteit der Economische Wetenschappen en … - 1988

Persistent link: https://www.econbiz.de/10010783484

On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity

de Jong, R.M.; Bierens, H.J. - In: Econometric Theory 10 (1994) 01, pp. 70-90

In this paper, a consistent model specification test is proposed. Some consistent model specification tests have been discussed in econometrics literature. Those tests are consistent by randomization, display a discontinuity in sample size, or have an asymptotic distribution that depends on the...

Persistent link: https://www.econbiz.de/10005610447

A note on the limiting distribution of sample autocorrelations in the presence of a unit root

Bierens, H.J. - Faculteit der Economische Wetenschappen en … - 1990

Persistent link: https://www.econbiz.de/10010782247

Testing stationarity against the unit root hypothesis

Bierens, H.J. - Faculteit der Economische Wetenschappen en … - 1989

Persistent link: https://www.econbiz.de/10010782255

Nonlineair regression with discrete explanatory variables : with an application to the earnings function

Bierens, H.J.; Hartog, J.A. - Faculteit der Economische Wetenschappen en … - 1988

Persistent link: https://www.econbiz.de/10010782283

Model-free asymptotically best forecasting of stationary economic time series

Bierens, H.J. - Faculteit der Economische Wetenschappen en … - 1986

Persistent link: https://www.econbiz.de/10010782319

Armax models : estimation and testing

Bierens, H.J. - Faculteit der Economische Wetenschappen en … - 1988

Persistent link: https://www.econbiz.de/10010782368

Specification of household expenditure functions and equivalence scales by nonparametric regression

Bierens, H.J.; Pott-Buter, H.A. - Faculteit der Economische Wetenschappen en … - 1987

Persistent link: https://www.econbiz.de/10010782438

The Nadaraya-Watson Kernel regression function estimator

Bierens, H.J. - Faculteit der Economische Wetenschappen en … - 1988

Persistent link: https://www.econbiz.de/10010782520

Basic probability theory

Bierens, H.J. - Faculteit der Economische Wetenschappen en … - 1987

Persistent link: https://www.econbiz.de/10010822537

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