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van den Akker, Ramon's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
349 |
Total
Citations
10 |
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1.
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Local Asymptotic Normality and Efficient Estimation for INAR(p) Models
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Drost, Feike C.
Tilburg University - Center for Economic Research (CentER) van den Akker, Ramon
Tilburg University - CentER and department of Econometrics & OR Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
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Posted:
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01 Jun 06
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Last Revised:
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02 Sep 08
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66
(174,931)
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3
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Drost, Feike C.
Tilburg University - Center for Economic Research (CentER) van den Akker, Ramon
Tilburg University - CentER and department of Econometrics & OR Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
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2
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3
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Drost, Feike C.
Tilburg University - Center for Economic Research (CentER) van den Akker, Ramon
Tilburg University - CentER and department of Econometrics & OR Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
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64
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3
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count data, integer-valued time series, information loss structure
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2.
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Efficient Estimation of Autoregression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(p) Models
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Drost, Feike C.
Tilburg University - Center for Economic Research (CentER) van den Akker, Ramon
Tilburg University - CentER and department of Econometrics & OR Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
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Posted:
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22 May 07
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Last Revised:
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22 Mar 13
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55
(191,929)
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2
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Drost, Feike C.
Tilburg University - Center for Economic Research (CentER) van den Akker, Ramon
Tilburg University - CentER and department of Econometrics & OR Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
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25
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2
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count data, nonparametric maximum likelihood, infinite-dimensional Z-estimator, semiparametric efficiency
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Drost, Feike C.
Tilburg University - Center for Economic Research (CentER) van den Akker, Ramon
Tilburg University - CentER and department of Econometrics & OR Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
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30
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2
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count data, nonparametric maximum likelihood, infinite-dimensional Z-estimator, semiparametric efficiency
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3.
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Segers, Johan
Catholic University of Louvain (UCL) van den Akker, Ramon
Tilburg University - CentER and department of Econometrics & OR Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
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50
(200,505)
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1
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independence copula, nonparametric maximum likelihood estimator, score function, semiparametric efficiency, tangent space
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4.
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Drost, Feike C.
Tilburg University - Center for Economic Research (CentER) van den Akker, Ramon
Tilburg University - CentER and department of Econometrics & OR Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
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39
(221,995)
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2
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integer-valued times series, Poisson limit experiment, local-to-unity asymptotics
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5.
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Drost, Feike C.
Tilburg University - Center for Economic Research (CentER) van den Akker, Ramon
Tilburg University - CentER and department of Econometrics & OR Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
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37
(226,355)
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2
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count data, integer-valued time series, bilinear model
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6.
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Einmahl, John H. J.
Tilburg University - Department of Econometrics & Operations Research van den Akker, Ramon
Tilburg University - CentER and department of Econometrics & OR
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33
(235,645)
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Copula, Estimation of Marginals, Superefficient Estimation
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7.
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Hallin, Marc
ECARES, Universite Libre de Bruxelles van den Akker, Ramon
Tilburg University - CentER and department of Econometrics & OR Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
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27
(251,969)
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Dickey-Fuller test, Local Asymptotic Normality
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8.
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A Class of Simple Distribution-Free Rank-Based Unit Root Tests
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Show Abstracts |
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Versions (2)
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Hallin, Marc
ECARES, Universite Libre de Bruxelles van den Akker, Ramon
Tilburg University - CentER and department of Econometrics & OR Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
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Posted:
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30 Jul 10
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Last Revised:
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23 Jan 11
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26
(255,093)
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Hallin, Marc
ECARES, Universite Libre de Bruxelles van den Akker, Ramon
Tilburg University - CentER and department of Econometrics & OR Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
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15
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Unit root, Dickey-Fuller test, Local Asymptotic Normality, Rank test
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Hallin, Marc
ECARES, Universite Libre de Bruxelles van den Akker, Ramon
Tilburg University - CentER and department of Econometrics & OR Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
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11
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Unit root, Dickey-Fuller test, Local Asymptotic Normality, Rank test
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9.
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Gaia Becheri, Irene
Delft University of Technology Drost, Feike C.
Tilburg University - Center for Economic Research (CentER) van den Akker, Ramon
Tilburg University - CentER and department of Econometrics & OR
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9
(313,707)
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panel unit root test, Local Asymptotic Normality, limit experiment
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10.
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Hallin, Marc
ECARES, Universite Libre de Bruxelles van den Akker, Ramon
Tilburg University - CentER and department of Econometrics & OR Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
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| Posted: |
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20 Nov 12
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Last Revised:
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22 Mar 13
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7
(319,747)
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Cointegration model, Cointegration rank, Error correction model, Elliptical densities, Lagrange multiplier test, LABF, LAMN, LAN, Multivariate ranks, non-Gaussian Quasi-Likelihood Procedures
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