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Herman J. Bierens

Global rank #1526 98%

Institution: Pennsylvania State University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://www.personal.psu.edu/hxb11/

First Publication: 1982

Most Recent: 2014

RePEc ID: pbi63 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 0.00 17.09 15.08 0.00 49.27

Publication Statistics

Raw Publications 20
Coauthorship-Adjusted Count 32.31

Publications (20)

Year Article Journal Tier Authors
2014 CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS Econometric Theory B 1
2014 CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS—CORRIGENDUM TO SUPPLEMENTARY MATERIAL Econometric Theory B 1
2012 Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method Journal of Econometrics A 2
2012 INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS Econometric Theory B 2
2010 TIME-VARYING COINTEGRATION Econometric Theory B 2
2008 SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS Econometric Theory B 1
2007 Econometric analysis of linearized singular dynamic stochastic general equilibrium models Journal of Econometrics A 1
2001 COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL? Econometric Theory B 1
2000 The econometric consequences of the ceteris paribus condition in economic theory Journal of Econometrics A 2
1997 Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate Journal of Econometrics A 1
1997 Nonparametric cointegration analysis Journal of Econometrics A 1
1994 On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity Econometric Theory B 2
1993 Higher-order sample autocorrelations and the unit root hypothesis Journal of Econometrics A 1
1990 Model-free Asymptotically Best Forecasting of Stationary Economic Time Series Econometric Theory B 1
1988 Non-linear regression with discrete explanatory variables, with an application to the earnings function Journal of Econometrics A 2
1988 Reply Econometric Theory B 1
1988 ARMA Memory Index Modeling of Economic Time Series Econometric Theory B 1
1987 Armax model specification testing, with an application to unemployment in the Netherlands Journal of Econometrics A 1
1984 Model specification testing of time series regressions Journal of Econometrics A 1
1982 Consistent model specification tests Journal of Econometrics A 1