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Isabelle Perrigne
Herman Bierens, Professor of Economics
CV
B.S. and Ph.D. University of Amsterdam
Contact Information: hbierens@psu.edu
Fellow of the Econometric Society
Associate Editor, Journal of Econometrics, 1986-2004
Founder of EasyReg International Software
Expertise:
Quantitative Methods (Nonparametric and Semiparametric, Finance).
Selected Publications:
1. "Sample Moments Integrating Normal Kernel Estimators of Multivariate Density and Regression Functions," Sankhya Series B, 1983, 45, 160-192.
2. "Kernel Estimators of Regression Functions," in Advances in Econometrics: Fifth World Congress, T. Bewley, ed., 1987, Cambridge University Press.
3. "A Consistent Conditional Moment Test of Functional Form," Econometrica, 1990, 58, 1443-1458.
4. "Asymptotic Theory of Integrated Conditional Moment Tests," with W. Ploberger, Econometrica, 1997, 65, 1129-1151.
5. Introduction to the Mathematical and Statistical Foundations of Econometrics, 2004, Cambridge University Press.