dr. R. van den Akker

Tilburg School of Economics and Management

Table of contents

• Journal articles
• Books
• Working and/or discussion papers

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.
    (Free access)
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  • 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.
    (Free access)
    (More)
• 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.
    (More)
  • 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.
    (Free access)
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• 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.
    (Free access)
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  • 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.
    (More)

Books

• 2007
  • Akker, R. van den (2007). Integer-Valued Time Series. Tilburg: Tilburg University Press.
    (Free access)
    (More)

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)
    (Free access)
    (More)
• 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)
    (Free access)
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• 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.
    (Free access)
    (More)
• 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.
    (Free access)
    (More)
  • 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.
    (More)
• 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.
    (More)
• 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.
    (Free access)
    (More)
  • 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.
    (Free access)
    (More)
• 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.
    (Free access)
    (More)
  • 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.
    (More)
• 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.
    (Free access)
    (More)
  • 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.
    (Free access)
    (More)