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20062026
most citedThe asymptotic structure of nearly unstable non-negative integer-valued AR(1) models

22 citations · 40 across the 9 of their papers we have counts for

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econ.EM2025

Valid Post-Contextual Bandit Inference

Ramon van den Akker, Bas J. M. Werker, Bo Zhou

We establish an asymptotic framework for the statistical analysis of the stochastic contextual multi-armed bandit problem (CMAB), which is widely employed in adaptively randomized…

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…