Research

• 2026
  Valid post-contextual bandit inferenceR. van den Akker, B.J.M. Werker & B. ZhouWorking paper, arXiv:2505.13897
• 2025
  Local asymptotic normality for multi-armed banditsR. van den Akker, B.J.M. Werker & B. ZhouWorking paper, arXiv:2512.12192

• 2024
  Asymptotically uniformly most powerful tests for unit roots in Gaussian panels with cross-sectional dependence generated by common factorsO. Wichert, I.G. Becheri, F.C. Drost & R. van den AkkerEconometric Theory 40(5), 1184–1209
• 2024
  Hybrid rank-based panel unit root testsR. van den Akker, B.J.M. Werker & B. ZhouIn: Recent Advances in Econometrics and Statistics, Springer, 105–125
• 2019
  Semiparametrically point-optimal hybrid rank tests for unit rootsB. Zhou, R. van den Akker & B.J.M. WerkerAnnals of Statistics 47(5), 2601–2638
• 2016
  Semiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rankM. Hallin, R. van den Akker & B.J.M. WerkerJournal of Econometrics 190(1), 46–61
• 2016
  The power envelope of panel unit root tests in case stationary alternatives offset explosive onesI.G. Becheri, F.C. Drost, R. van den Akker & O. WichertStatistics & Probability Letters 108, 1–8
• 2015
  Unit root tests for cross-sectionally dependent panels: the influence of observed factorsI.G. Becheri, F.C. Drost & R. van den AkkerJournal of Statistical Planning and Inference 160, 11–22
• 2015
  On quadratic expansions of log-likelihoods and a general asymptotic linearity resultM. Hallin, R. van den Akker & B.J.M. WerkerIn: Mathematical Statistics and Limit Theorems, Springer, 147–165
• 2015
  Asymptotically UMP panel unit root tests: the effect of heterogeneity in the alternativesI.G. Becheri, F.C. Drost & R. van den AkkerEconometric Theory 31(3), 539–559
• 2014
  Semiparametric Gaussian copula models: geometry and efficient rank-based estimationJ. Segers, R. van den Akker & B.J.M. WerkerAnnals of Statistics 42(5), 1911–1940
• 2011
  Superefficient estimation of the marginals by exploiting knowledge on the copulaJ.H.J. Einmahl & R. van den AkkerJournal of Multivariate Analysis 102(9), 1315–1319
• 2011
  A class of simple distribution-free rank-based unit root testsM. Hallin, R. van den Akker & B.J.M. WerkerJournal of Econometrics 163(2), 200–214
• 2009
  The asymptotic structure of nearly unstable non-negative integer-valued AR(1) modelsF.C. Drost, R. van den Akker & B.J.M. WerkerBernoulli 15(2), 297–324
• 2009
  Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued AR(p) modelsF.C. Drost, R. van den Akker & B.J.M. WerkerJournal of the Royal Statistical Society, Series B 71(2), 467–485
• 2008
  Local asymptotic normality and efficient estimation for INAR(p) modelsF.C. Drost, R. van den Akker & B.J.M. WerkerJournal of Time Series Analysis 29(5), 783–801
• 2008
  Note on integer-valued bilinear time series modelsF.C. Drost, R. van den Akker & B.J.M. WerkerStatistics & Probability Letters 78(8), 992–996
• 2007
  Integer-valued time seriesR. van den AkkerPhD thesis, Tilburg University

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