Herman J. Bierens
Professor of Economics
Pennsylvania State University
Ph.D.: University of Amsterdam, 1980
Field: Econometrics
PennState mailing address
Department of Economics
Pennsylvania State University
608 Kern Graduate Building
University Park, PA 16802
Fax: (814) 863 4775
Tel.: (814) 865 4921
E-mail: hbierens@psu.edu
Secretary:
Michele W. Moslak
Tel.: (814) 865 0130
E-mail: mwm5@psu.edu
Home mailing address
P.O. Box 187
Centre Hall, PA 16828
Tel. (814) 364-1843
Honors
- Fellow of the Econometric Society (2005)
- Journal of Econometrics Associate Editor Award (2005)
- Fellow of the Journal of Econometrics
- Econometric Theory Multa Scripsis Award
Some representative publications
Books
Articles
- "Semi-Nonparametric Interval-Censored Mixed Proportional
Hazard Models: Identification and Consistency Results",
Econometric Theory 24, 2008, 749-794.
- "Semi-Nonparametric Competing Risks Analysis of Recidivism"
Journal of Applied Econometrics 22, 2007, 971-993
(with Jose Carvalho).
- "Econometric Analysis of Linearized Singular Dynamic Stochastic
General Equilibrium Models", Journal of Econometrics 236,
2007, 595-627.
- "Complex Unit Roots and Business Cycles: Are They Real?",
Econometric Theory 17, 2001, 962-983.
- "Nonparametric Nonlinear Co-Trending Analysis, with an Application to
Inflation and Interest in the U.S.", Journal of Business & Economic
Statistics 18, 2000, 323-337.
- "The Econometric Consequences of The Ceteris Paribus Condition
in Economic Theory", Journal of Econometrics 95, 2000, 223-253
(with Norman Swanson).
- "Asymptotic Theory of Integrated Conditional Moment Tests",
Econometrica 65, 1997, 1129-1151 (with Werner Ploberger).
- "Nonparametric Cointegration Analysis", Journal of Econometrics
77, 1997, 379-404.
- "Higher-order Sample Autocorrelations and the Unit Root Hypothesis",
Journal of Econometrics 57, 1993, 137-160.
- "A Consistent Conditional Moment Test of Functional Form",
Econometrica 58, 1990, 1443-1458.
- "ARMA Memory Index Modeling of Economic Time Series (with discussion)",
Econometric Theory 4, 1988, 35-59.
- "Kernel Estimators of Regression Functions", in: Truman F.Bewley (ed.),
Advances in Econometrics: Fifth World Congress, Vol.I,
New York: Cambridge University Press, 1987, 99-144.
- "Consistent Model Specification Tests", Journal of Econometrics
20, 1982, 105-134.
Other writings
Software
EasyReg International
is a free (but powerful) interactive econometrics software package, written
in Visual Basic 5. EasyReg (Easy Regression)
conducts various elementary,
intermediate, and advanced econometric estimation, testing, and data analysis
tasks on 32 bit Windows platforms, just by clicking the mouse.
EasyReg is designed for use in empirical research (including my
own), and for teaching econometrics at all levels.
Current research interest
- Semi-nonparametric specification and estimation of duration and auction models.
- Model (mis)specification analysis in econometrics and its empirical applications.
Teaching
Links
My links page.
Department of Economics, Penn State University.
CAPCP: Center for the Study of Auctions, Procurements
and Competition Policy.
Other freeware.
Google, the only search engine which lists
EasyReg
first if you search for "free econometrics software". It has the handy
"Search within" option.