Herman J. Bierens

Professor Emeritus of Economics
Pennsylvania State University
University Park, PA 16802

Ph.D.: University of Amsterdam, 1980
Field: Econometrics

Contact information

407 Shadow Bend Drive, Richardson, TX 75081

Honors

Fellow of Econometric Reviews (2018)
Econometric Theory Plura Scripsit Award (2011)
Fellow of the Econometric Society (2005)
Journal of Econometrics Associate Editor Award (2005)
Econometric Theory Multa Scripsis Award (1997)
Fellow of the Journal of Econometrics (1996)

Previous academic affiliations

(1994-2004): Tilburg University, Department of Econometrics and Operations Research (part-time).
(1991-1996): Southern Methodist University, Department of Economics, Dallas, Texas.
(1986-1991): Free University of Amsterdam, Department of Econometrics and Operations Research.
(1983-1986): University of Amsterdam, Faculty of Economics and Business.
(1972-1983): Stichting voor Economisch Onderzoek (Foundation for Economic Research), Amsterdam.

Representative publications

Monographs

Econometric Model Specification: Consistent Model Specification Tests and Semi-Nonparametric Modeling and Inference, World Scientific Publishers, Singapore (xii + 634 pages), 2017.
Introduction to the Mathematical and Statistical Foundations of Econometrics, Cambridge University Press (xvii + 323 pages), 2004.
Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models, Cambridge University Press (xii + 258 pages), 1994.
Robust Methods and Asymptotic Theory in Nonlinear Econometrics, Springer-Verlag (ix + 198 pages), 1981.

Articles and book chapters

"Consistency and Asymptotic Normality of Sieve ML Estimators Under Low-Level Conditions", Econometric Theory 30, 2014, 1021-1076.
"The Hilbert Space Theoretical Foundation of Semi-Nonparametric Modeling", Chapter 1 in: J. Racine, L. Su and A. Ullah (eds), The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics, Oxford University Press, 2014.
"Semi-Nonparametric Estimation of Independently and Identically Repeated First-Price Auctions via an Integrated Simulated Moments Method", Journal of Econometrics 168, 2012, 108-119. (with Hosin Song).
"Integrated Conditional Moment Tests for Parametric Conditional Distributions", Econometric Theory 28, 2012, 328-362 (with Li Wang).
"Time Varying Cointegration", Econometric Theory 26, 2010, 1453-1490 (with Luis Martins).
"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.
"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, Cambridge University Press, 1987, 99-144.
"Model Specification Testing of Time Series Regressions", Journal of Econometrics 26, 1984, 323-353.
"Uniform Consistency of Kernel Estimators of a Regression Function Under Generalized Conditions", Journal of the American Statistical Association 78, 1983, 699-707.
"Consistent Model Specification Tests", Journal of Econometrics 20, 1982, 105-134.

Other writings

Software

EasyReg International [Current version: May 27, 2015] 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 and 64 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. EasyReg is now open source freeware. The Visual Basic 5.0 source code can be downloaded from the EasyReg download web page.