dr. R. van den Akker
Tilburg School of Economics and Management
Journal articles
- 2011
- Einmahl, J.H.J., & Akker, R. van den (2011). Superefficient estimation of the marginals by exploiting knowledge on the copula. Journal of Multivariate Analysis, 102(9), 1315-1319.
- Hallin, M., Akker, R. van den, & Werker, B.J.M. (2011). A class of simple distribution-free rank-based unit root tests. Journal of Econometrics, 163(2), 200-214.
- 2009
- Drost, F.C., Akker, R. van den, & Werker, B.J.M. (2009). Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models. Journal of the Royal Statistical Society, Series B, 71(2), 467-485.
- Drost, F.C., Akker, R. van den, & Werker, B.J.M. (2009). The asymptotic structure of nearly unstable non negative integer-valued AR(1) models. Bernoulli, 15(2), 297-324.
- 2008
- Drost, F.C., Akker, R. van den, & Werker, B.J.M. (2008). Note on integer-valued bilinear time series models. Statistics & Probability Letters, 78(8), 992-996.
- Drost, F.C., Akker, R. van den, & Werker, B.J.M. (2008). Local asymptotic normality and efficient estimation for inar (P) models. Journal of Time Series Analysis, 29(5), 783-801.
Books
- 2007
- Akker, R. van den (2007). Integer-Valued Time Series. Tilburg: Tilburg University Press.
Working and/or discussion papers
- 2013
- Becheri, I.G., Drost, F.C., & Akker, R. van den (2013). Asymptotically UMP Panel Unit Root Tests. (CentER Discussion Paper, 2013-017, 2013-017)
- 2012
- Hallin, M., Akker, R. van den, & Werker, B.J.M. (2012). Rank-based Tests of the Cointegrating Rank in Semiparametric Error Correction Models. (CentER Discussion Paper, 2012-089, 2012-089)
- 2011
- Hallin, M., Akker, R. van den, & Werker, B.J.M. (2011). A Class of Simple Distribution-free Rank-based Unit Root Tests (Revision of DP 2010-72). (CentER Discussion Paper, 2011-002, 2011-002) pp. 1-36.
- 2010
- Einmahl, J.H.J., & Akker, R. van den (2010). Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula. (CentER Discussion Paper, 2010-120, 2010-120) pp. 1-8.
- Hallin, M., Akker, R. van den, & Werker, B.J.M. (2010). A Class of Simple Distribution-Free Rank-Based Unit Root Tests (Replaced by DP 2011-002). (CentER Discussion Paper, 2010-72, 2010-072) pp. 1-26.
- 2009
- Hallin, M., Akker, R. van den, & Werker, B.J.M. (2009). A Class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests (Replaced by DP 2010-72). (CentER Discussion Paper, 2009-02, 2009-002) pp. 1-23.
- 2008
- Drost, F.C., Akker, R. van den, & Werker, B.J.M. (2008). Efficient Estimation of Autoregression Parameters and Innovation Distributions forSemiparametric Integer-Valued AR(p) Models (Revision of DP 2007-23). (CentER Discussion Paper, 2008-53, 2008-053) pp. 1-39.
- Segers, J.J.J., Akker, R. van den, & Werker, B.J.M. (2008). Improving Upon the Marginal Empirical Distribution Functions when the Copula is Known. (CentER Discussion Paper, 2008-40, 2008-040) pp. 1-25.
- 2007
- Drost, F.C., Akker, R. van den, & Werker, B.J.M. (2007). Note on Integer-Valued Bilinear Time Series Models. (CentER Discussion Paper, 2007-47, 2007-047) pp. 1-7.
- Drost, F.C., Akker, R. van den, & Werker, B.J.M. (2007). Efficient Estimation of Autoregression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(p) Models (Subsequently replaced by DP 2008-53). (CentER Discussion Paper, 2007-23, 2007-023) pp. 1-38.
- 2006
- Drost, F.C., Akker, R. van den, & Werker, B.J.M. (2006). An Asymptotic Analysis of Nearly Unstable inar (1) Models. (CentER Discussion Paper, 2006-44, 2006-044) pp. 1-35.
- Drost, F.C., Akker, R. van den, & Werker, B.J.M. (2006). Local Asymptotic Normality and Efficient Estimation for inar (P) Models. (CentER Discussion Paper, 2006-45, 2006-045) pp. 1-30.