Downloadable papers

Published and forthcoming papers

• Bierens, H. J. (1983): "Sample Moments Integrating Normal Kernel Estimators of Density and Regression Functions", Sankhya 45, Series B, 160-192. [PDF]
• Bierens, H. J., and R. Hoever (1985): "Population Forecasting at the City Level: An Econometric Approach", Urban Studies 22, 83-90. [PDF]
• Bierens, H. J. (1987): "Kernel Estimators of Regression Functions", in: Truman F.Bewley (ed.), Advances in Econometrics: Fifth World Congress, Vol.I, Cambridge University Press, 99-144. [PDF]
• Bierens, H. J. (1997): "Nonparametric Cointegration Analysis", Journal of Econometrics 77, 379-404. [PDF1 (paper), PDF2 (separate appendix)]
• Bierens, H. J. (1997): "Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the U.S. price level and interest rate", Journal of Econometrics 81, 29-64. [PDF]
• Bierens, H. J., and N. R. Swanson (2000), "The Econometric Consequences of the Ceteris Paribus Condition in Economic Theory", Journal of Econometrics 95, 223-253. [PDF]
• Bierens, H. J. (2000), "Unit Roots", in: Badi Baltagi (Ed.), Companion in Theoretical Econometrics, Blackwell.
[PDF]
• Bierens, H. J. (2000), "Nonparametric Nonlinear Co-Trending Analysis, with an Application to Inflation and Interest in the U.S.", Journal of Business & Economic Statistics 18, 323-337. [PDF1 (paper), PDF2 (separate appendix) ]
• Bierens, H. J. (2001), "Complex Unit Roots and Business Cycles: Are They Real?", Econometric Theory 17, 962-983. [PDF]
• Bierens, H. J., and D. Ginther (2001): "Integrated Conditional Moment Testing of Quantile Regression Models", Empirical Economics 26, 307-324. [PDF (paper), data]
• Ferreira, R. T., H. J. Bierens and I. Castelar (2005), "Forecasting Quarterly Brazilian GDP Growth Rate With Linear and Nonlinear Diffusion Index Models", EconomiA Selecta 6, 205-229. [PDF]
• Bierens, H. J. (2007), "Econometric Analysis of Linearized Singular Dynamic Stochastic General Equilibrium Models", Journal of Econometrics 236, 595-627. [PDF1 (paper), PDF2 (separate appendix)]
• Carvalho, J.R., and H.J. Bierens (2007), "Conditional Treatment and Its Effect on Recidivism", Brazilian Review of Econometrics 27, 53-84. [PDF]
• Bierens, H. J., and J. R. Carvalho (2007), "Semi-Nonparametric Competing Risks Analysis of Recidivism", Journal of Applied Econometrics 22, 971-993. [PDF1 (paper), PDF2 (separate appendix)]
• Bierens, H. J. (2008), "Semi-Nonparametric Interval-Censored Mixed Proportional Hazard Models: Identification and Consistency Results", Econometric Theory 24, 749-794. [PDF]
• Bierens, H. J., and T. Kontuly (2008), "Testing the Regional Restructuring Hypothesis in Western Germany", Environment & Planning A 40, 1713-1727 [PDF]

Papers under review for publication

Revise and resubmit

• Bierens, H. J., and L. F. Martins (2008), "Time Varying Cointegration" (under second revision) [PDF1 (paper), PDF2 (separate appendix)]

Submitted

• Bierens, H. J., and H. Song (2008), "Semi-Nonparametric Estimation of Independently and Identically Repeated First-Price Auctions via an Integrated Simulated Moments Method". [PDF1 (paper), PDF2 (seminar slides)]
• Bierens, H. J., and J. R. Carvalho (2008), "Job Search, Conditional Treatment and Recidivism: The Employment Services for Ex-Offenders Program Reconsidered". [PDF1 (paper), PDF2 (seminar slides)]

Active working papers

• Bierens, H. J., and L. Wang (2008), "Integrated Conditional Moment Tests for Parametric Conditional Distributions". [PDF1 (paper), PDF2 (seminar slides)]
• Bierens, H. J., and L. Wang (2008), "Integrated Conditional Moment Tests for Parametric Conditional Distributions of Stationary Time Series Processes". [PDF (paper)]
• Bierens, H. J., and H. Song (2007), "Semi-Nonparametric Estimation of First-Price Auctions Models with Auction-Specific Heterogeneity via an Integrated Simulated Conditional Moments Method", incomplete working paper. [PDF]
• Bierens, H. J., and H-P. Lai (2007), "Econometric Analysis of a Cash-In-Advance Model". [PDF]

Inactive working papers

• Bierens, H. J., J. Huang and W. Kong (2003), "An Econometric Model of Credit Spreads with Rebalancing, ARCH and Jump Effects". [PDF]
• Bierens, H. J., and D. F. Bradford (2005), "Are Property-Casualty Insurance Reserves Biased? A Non-Standard Random Effects Panel Data Analysis". [PDF]

Back to my home (page)