*World Scientific Publishers, Singapore*, 2017.

Professor Emeritus of Economics

Pennsylvania State University

Preface [PDF]

About the Author [PDF]

Contents [PDF]

Chapter 1

Introduction [PDF] (pp. 1-47)

Consistent Model Specification Tests

Chapter 2

Consistent Model Specification Tests

- Reprint of:

Bierens, H. J. (1982): "Consistent Model Specification Tests",*Journal of Econometrics*20, 105-134 (pp. 51-80) - Addendum to: Consistent Model Specification Tests (pp. 81-119)

Chapter 3

Model Specification Testing of Time Series Regressions

- Reprint of:

Bierens, H. J. (1984): "Model Specification Testing of Time Series Regressions",*Journal of Econometrics*26, 323-353 (pp. 121-151) - Addendum to: Model Specification Testing of Time Series Regressions (pp. 153-240)

Chapter 4

A Consistent Conditional Moment Test of Functional Form

- Reprint of:

Bierens, H. J. (1990): "A Consistent Conditional Moment Test of Functional Form",*Econometrica*58, 1443-1458 (pp. 241-257) - Addendum to: A Consistent Conditional Moment Test of Functional Form (pp. 257-280)

Chapter 5

Asymptotic Theory of Integrated Conditional Moment Tests

- Reprint of:

Bierens, H. J., and W. Ploberger (1997): "Asymptotic Theory of Integrated Conditional Moment Tests",*Econometrica*65, 1129-1151 (pp. 281-303) - Addendum to: Asymptotic Theory of Integrated Conditional Moment Tests (pp. 305-345)

Chapter 6

Integrated Conditional Moment Tests for Parametric Conditional Distributions

- Reprint of:

Bierens, H. J., and L. Wang (2012): "Integrated Conditional Moment Tests for Parametric Conditional Distributions",*Econometric Theory*28, 328-362 (pp. 347-381) - Addendum to: Integrated Conditional Moment Tests for Parametric Conditional Distributions (pp. 383-416)

Semi-Nonparametric Modeling and Inference

Chapter 7

Semi-Nonparametric Interval-Censored Mixed Proportional Hazard Models: Identification and Consistency Results

- Reprint of:

Bierens, H. J. (2008): "Semi-Nonparametric Interval-Censored Mixed Proportional Hazard Models: Identification and Consistency Results",*Econometric Theory*24, 749-794 (pp. 419-464)

Chapter 8

Semi-Nonparametric Competing Risks Analysis of Recidivism

- Reprint of:

Bierens, H. J., and J. R. Carvalho (2007): "Semi-Nonparametric Competing Risks Analysis of Recidivism",*Journal of Applied Econometrics*22, 971-993 (pp. 465-487) - Bierens, H. J., and J. R. Carvalho (2006): "Separate Appendix to Semi-Nonparametric Competing Risks Analysis of Recidivism” (pp. 489-515)

Chapter 9

Semi-Nonparametric Estimation of Independently and Identically Repeated First-Price Auctions via an Integrated Simulated Moments Method

- Reprint of:

Bierens, H. J., and H. Song (2012): "Semi-Nonparametric Estimation of Independently and Identically Repeated First-Price Auctions via an Integrated Simulated Moments Method",*Journal of Econometrics*168, 108-119 (pp. 517-528)

Chapter 10

Consistency and Asymptotic Normality of Sieve ML Estimators Under Low-Level Conditions

- Reprint of:

Bierens, H. J. (2014): "Consistency and Asymptotic Normality of Sieve ML Estimators Under Low-Level Conditions",*Econometric Theory*30, 1021-1076 (pp. 529-584) - Bierens, H. J. (2013): "Supplement to Consistency and Asymptotic Normality of Sieve ML Estimators Under Low-Level Conditions" (pp. 585-627)
- Addendum to: Consistency and Asymptotic Normality of Sieve ML Estimators Under Low-Level Conditions (pp. 629-634)

**Errata** [October 23, 2017]