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Ramon van den Akker
Ramon van den Akker
Verified email at uvt.nl - Homepage
Title
Cited by
Cited by
Year
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
852009
Note on integer-valued bilinear time series models
FC Drost, R Van den Akker, BJM Werker
Statistics & probability letters 78 (8), 992-996, 2008
452008
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
402008
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, 2014
322014
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
30*2009
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
24*2011
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: Festschrift in honour of Paul …, 2015
182015
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
13*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
132015
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
62019
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
Improving Upon the Marginal Empirical Distribution Function When the Copula is Known
J Segers, R Van den Akker, BJM Werker
CentER Discussion Paper Series, 2008
42008
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
Asymptotically Uniformly Most Powerful Tests for Unit Roots in Gaussian Panels with Cross-Sectional Dependence Generated by Common Factors
R Van den Akker, I Becheri, FC Drost, O Wichert
forthcoming in Econometric Theory, 2024
2*2024
Hybrid Rank-Based Panel Unit Root Tests
R Van den Akker, BJM Werker, B Zhou
Recent Advances in Econometrics and Statistics - Festschrift in Honour of …, 2024
2024
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
SUPPLEMENT TO THE PAPER:“SEMIPARAMETRIC GAUSSIAN COPULA MODELS: GEOMETRY AND EFFICIENT RANK-BASED ESTIMATION”
J Segers, R van den Akker, BJM Werker
Annals of Statistics 42 (5), supplemental appendix, 2014
2014
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Articles 1–19