22 citations · 39 across the 3 of their papers we have counts for
3 papers
econ.EM2020★ 2 cited
Semiparametric Testing with Highly Persistent Predictors
Bas Werker, Bo Zhou
We address the issue of semiparametric efficiency in the bivariate regression problem with a highly persistent predictor, where the joint distribution of the innovations is regarde…
math.ST2009★ 22 cited
The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models
Feike C. Drost, Ramon van den Akker, Bas J. M. Werker
This paper considers non-negative integer-valued autoregressive processes where the autoregression parameter is close to unity. We consider the asymptotics of this `near unit root'…
math.ST2006★ 15 cited
Serial and nonserial sign-and-rank statistics: asymptotic representation and asymptotic normality
Marc Hallin, Catherine Vermandele, Bas Werker
The classical theory of rank-based inference is entirely based either on ordinary ranks, which do not allow for considering location (intercept) parameters, or on signed ranks, whi…