Ramon van den Akker
Ramon van den Akker
Adresse e-mail validée de uvt.nl
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Efficient estimation of auto‐regression parameters and innovation distributions for semiparametric integer‐valued AR (p) models
FC Drost, R Van den Akker, BJM Werker
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2009
642009
Note on integer-valued bilinear time series models
FC Drost, R Van den Akker, BJM Werker
Statistics & probability letters 78 (8), 992-996, 2008
362008
Local asymptotic normality and efficient estimation for INAR(p) models
FC Drost, R Van Den Akker, BJM Werker
Journal of Time Series Analysis 29 (5), 783-801, 2008
342008
A class of simple distribution-free rank-based unit root tests
M Hallin, R Van Den Akker, BJM Werker
Journal of econometrics 163 (2), 200-214, 2011
25*2011
Semiparametric Gaussian copula models: Geometry and efficient rank-based estimation
J Segers, R Van den Akker, BJM Werker
Annals of Statistics 42 (5), 1911-1940, 2013
242013
The asymptotic structure of nearly unstable non-negative integer-valued AR (1) models
FC Drost, R Van Den Akker, BJM Werker
Bernoulli 15 (2), 297-324, 2009
22*2009
On quadratic expansions of log-likelihoods and a general asymptotic linearity result
M Hallin, R Van Den Akker, BJM Werker
Mathematical Statistics and Limit Theorems, 147-165, 2015
142015
Semiparametric error-correction models for cointegration with trends: Pseudo-Gaussian and optimal rank-based tests of the cointegration rank
M Hallin, R van den Akker, BJM Werker
Journal of econometrics 190 (1), 46-61, 2016
12*2016
Asymptotically UMP panel unit root tests-the effect of heterogeneity in the alternatives
I Becheri, FC Drost, R Van den Akker
Econometric Theory 31 (3), 539-559, 2015
102015
Unit root tests for cross-sectionally dependent panels: The influence of observed factors
IG Becheri, FC Drost, R Van den Akker
Journal of Statistical Planning and Inference 160, 11-22, 2015
52015
Integer-valued time series
R Van den Akker
Tilburg University Press, 2007
52007
Semiparametrically Point-Optimal Hybrid Rank Tests for Unit Roots
B Zhou, R Van den Akker, BJM Werker
Annals of Statistics 47 (5), 2601-2638, 2019
32019
The power envelope of panel unit root tests in case stationary alternatives offset explosive ones
IG Becheri, FC Drost, R Van den Akker, O Wichert
Statistics & probability letters 108, 1-8, 2016
32016
Superefficient estimation of the marginals by exploiting knowledge on the copula
JHJ Einmahl, R Van den Akker
Journal of multivariate analysis 102 (9), 1315-1319, 2011
32011
Improving Upon the Marginal Empirical Distribution Function When the Copula is Known
J Segers, R Van den Akker, BJM Werker
Available at SSRN 1123502, 2008
32008
SUPPLEMENTAL APPENDIX TO “SEMIPARAMETRICALLY POINT-OPTIMAL HYBRID RANK TESTS FOR UNIT ROOTS”
B Zhou, R van den Akker, BJM Werker
Annals of Statistics 47 (5), supplemental appendix, 2019
2019
Local Asymptotic Equivalence of the Bai and Ng (2004) and Moon and Perron (2004) Frameworks for Panel Unit Root Testing
O Wichert, I Becheri, FC Drost, R Van den Akker
2019
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