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 | 86 | 2009 |
Note on integer-valued bilinear time series models FC Drost, R Van den Akker, BJM Werker Statistics & probability letters 78 (8), 992-996, 2008 | 47 | 2008 |
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 | 41 | 2008 |
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 | 33 | 2014 |
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 | 31* | 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 | 26* | 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 | 18 | 2015 |
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 | 16 | 2015 |
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 | 14* | 2016 |
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 | 8 | 2019 |
Market-consistent valuation of pension liabilities A Pelsser, A Salahnejhad, R van den Akker | 7 | 2016 |
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 | 7 | 2015 |
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 | 5 | 2016 |
Integer-valued time series R Van den Akker Tilburg University Press, 2007 | 5 | 2007 |
Asymptotically Uniformly Most Powerful Tests for Unit Roots in Gaussian Panels with Cross-Sectional Dependence Generated by Common Factors O Wichert, I Becheri, FC Drost, R Van den Akker Econometric Theory, 2024 | 4* | 2024 |
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 | 4 | 2008 |
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 | 3 | 2011 |
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 | 1 | 2024 |
Supplementary material to “Asymptotically uniformly most powerful tests for unit roots in Gaussian panels with cross-sectional dependence generated by common factors” O Wichert, I Becheri, FC Drost, R Van den Akker Econometric Theory, 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 |