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Alexander Simon Mayer
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Cited by
Year
Estimation and inference in adaptive learning models with slowly decreasing gains
A Mayer
Journal of Time Series Analysis 43 (5), 720-749, 2022
52022
Asymptotic properties of endogeneity corrections using nonlinear transformations
J Breitung, A Mayer, D Wied
The Econometrics Journal, 1-22, 2024
22024
On the local power of some tests of strict exogeneity in linear fixed effects models
A Mayer
Econometrics and Statistics 24, 49-74, 2022
22022
Estimation and inference in factor copula models with exogenous covariates
A Mayer, D Wied
Journal of Econometrics 235 (2), 1500-1521, 2023
12023
Two-step estimation in linear regressions with adaptive learning
A Mayer
Statistics & Probability Letters 195, 109761, 2023
12023
(Consistently) testing strict exogeneity against the alternative of predeterminedness in linear time-series models
A Mayer
Economics Letters 193, 109335, 2020
12020
Consistent Estimation of Multiple Breakpoints in Dependence Measures
M Borsch, A Mayer, D Wied
Journal of Business & Economic Statistics 42 (2), 695-706, 2024
2024
Quantile Granger Causality in the Presence of Instability
A Mayer, D Wied, V Troster
arXiv preprint arXiv:2402.09744, 2024
2024
Consistent Estimation of Multiple Breakpoints in Dependence Measures
M Borsch, A Mayer, D Wied
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2024
2024
Least squares estimation in nonlinear cohort panels with learning from experience
A Mayer, M Massmann
arXiv preprint arXiv:2309.08982, 2023
2023
Testing for exogeneity and an essay on the econometrics of adaptive learning models
AS Mayer
WHU-Otto Beisheim School of Management, 2020
2020
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