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Nonlinear regression with discrete explanatory variables, with an application to the earnings function: mathematical appendix

Bierens, Herman J.; Hartog, Joop - 1988

Persistent link: https://www.econbiz.de/10001339276

[Rezension] Bierens, H. J., Topics in advanced econometrics, estimation, testing and specification of cross-section and time-series models : Cambridge, Cambridge Univ. Press, 1994

Dijk, Herman K. van - In: De economist : Netherlands economic review ; quarterly … 147 (1999) 2, pp. 268-269

Persistent link: https://www.econbiz.de/10001404451

Integrated conditional moment testing of quantile regression models

Bierens, Herman J.; Ginther, Donna K. - In: Empirical economics : a journal of the Institute for … 26 (2001) 1, pp. 307-324

Persistent link: https://www.econbiz.de/10001563721

Testing stationarity and trend stationarity against the unit root hypothesis

Bierens, Herman J. - In: Econometric reviews 12 (1993) 1, pp. 1-32

Persistent link: https://www.econbiz.de/10001141852

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

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

The ET interview : Herman Bierens

Pinkse, Joris; Bierens, Herman J. - In: Econometric theory 29 (2013) 3, pp. 590-608

Persistent link: https://www.econbiz.de/10009778504

Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes

Bierens, Herman J.; Wang, Li - In: Econometric reviews 36 (2017) 1/3, pp. 103-135

Persistent link: https://www.econbiz.de/10011795009

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

Forecasting Quarterly Brazilian GDP Growth Rate With Linear and NonLinear Diffusion Index Models

Ferreira, Roberto Tatiwa; Bierens, Herman; Castelar, Ivan - In: Economia 6 (2005) 3, pp. 261-292

This paper uses linear and non-linear diffusion index models and combination of them to produce one-step-ahead forecast of quarterly Brazilian GDP growth rate. The non-linear diffusion index models are not only parsimonious ones, but they also purport to describe economic cycles through a...

Persistent link: https://www.econbiz.de/10004968638