Herman J. Bierens
|Professor Emeritus of Economics|
Joined the faculty in 1997
University of Amsterdam
Areas of Interest:
"Semi-Nonparametric Interval-Censored Mixed Proportional Hazard Models: Identification and Consistency Results", Econometric Theory (forthcoming).
"Semi-Nonparametric Competing Risks Analysis of Recidivism" (with J. R. Carvalho), Journal of Applied Econometrics , 22, 2007, pp. 971-993.
"Econometric Analysis of Linearized Singular Dynamic Stochastic General Equilibrium Models," Journal of Econometrics , 236, 2007, pp. 595-627.
Introduction to the Mathematical and Statistical Foundations of Econometrics, Cambridge University Press, 2004.
"Complex Unit Roots and Business Cycles: Are They Real?," Econometric Theory , 17, 2001, pp. 962-983.
"Nonparametric Nonlinear Co-Trending Analysis, with an Application to Inflation and Interest in the U.S.," Journal of Business & Economic Statistics , 18 (3), 2000, pp. 323-337.
"The Econometric Consequences of the Ceteris Paribus Condition in Economic Theory," (with N. Swanson), Journal of Econometrics , 95, 2000, pp. 223-253.
"Asymptotic Theory of Integrated Conditional Moment Tests," (with W. Ploberger), Econometrica , 65, 1997, pp. 1129-1151.
"Nonparametric Cointegration Analysis," Journal of Econometrics , 77, 1997, pp. 379-404.
Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models, Cambridge University Press, 1994 (hardbound), 1996 (paperback).
Research in Progress:
- Semi-Nonparametric Estimation, with Applications to Duration Models and Auction Models