Ramon van den Akker

Available identifiers

Publication	Date of Publication	Type
A class of simple distribution-free rank-based unit root tests	2016-08-12	Paper
Semiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rank	2015-12-02	Paper
The power envelope of panel unit root tests in case stationary alternatives offset explosive ones	2015-11-19	Paper
On Quadratic Expansions of Log-Likelihoods and a General Asymptotic Linearity Result	2015-06-24	Paper
ASYMPTOTICALLY UMP PANEL UNIT ROOT TESTS—THE EFFECT OF HETEROGENEITY IN THE ALTERNATIVES	2015-06-22	Paper
Unit root tests for cross-sectionally dependent panels: the influence of observed factors	2015-05-15	Paper
Semiparametric Gaussian copula models: geometry and efficient rank-based estimation	2014-12-12	Paper
Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued \(AR(p)\) models	2012-10-16	Paper
Superefficient estimation of the marginals by exploiting knowledge on the copula	2011-07-19	Paper
The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models	2010-11-15	Paper
Local asymptotic normality and efficient estimation for INAR(p) models	2010-04-22	Paper
Note on integer-valued bilinear time series models	2008-06-11	Paper

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