Ramon van den Akker

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A class of simple distribution-free rank-based unit root tests Journal of Econometrics	2016-08-12	Paper
Semiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rank Journal of Econometrics	2015-12-02	Paper
The power envelope of panel unit root tests in case stationary alternatives offset explosive ones Statistics & Probability Letters	2015-11-19	Paper
On quadratic expansions of log-likelihoods and a general asymptotic linearity result Mathematical Statistics and Limit Theorems	2015-06-24	Paper
Asymptotically UMP panel unit root tests -- the effect of heterogeneity in the alternatives Econometric Theory	2015-06-22	Paper
Unit root tests for cross-sectionally dependent panels: the influence of observed factors Journal of Statistical Planning and Inference	2015-05-15	Paper
Semiparametric Gaussian copula models: geometry and efficient rank-based estimation The Annals of Statistics	2014-12-12	Paper
Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued \(AR(p)\) models Journal of the Royal Statistical Society. Series B. Statistical Methodology	2012-10-16	Paper
Superefficient estimation of the marginals by exploiting knowledge on the copula Journal of Multivariate Analysis	2011-07-19	Paper
The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models Bernoulli	2010-11-15	Paper
Local asymptotic normality and efficient estimation for INAR(p) models Journal of Time Series Analysis	2010-04-22	Paper
Note on integer-valued bilinear time series models Statistics & Probability Letters	2008-06-11	Paper

Research outcomes over time

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