Estimation and inference in adaptive learning models with slowly decreasing gains A Mayer Journal of Time Series Analysis 43 (5), 720-749, 2022 | 5 | 2022 |
Asymptotic properties of endogeneity corrections using nonlinear transformations J Breitung, A Mayer, D Wied The Econometrics Journal, 1-22, 2024 | 2 | 2024 |
On the local power of some tests of strict exogeneity in linear fixed effects models A Mayer Econometrics and Statistics 24, 49-74, 2022 | 2 | 2022 |
Estimation and inference in factor copula models with exogenous covariates A Mayer, D Wied Journal of Econometrics 235 (2), 1500-1521, 2023 | 1 | 2023 |
Two-step estimation in linear regressions with adaptive learning A Mayer Statistics & Probability Letters 195, 109761, 2023 | 1 | 2023 |
(Consistently) testing strict exogeneity against the alternative of predeterminedness in linear time-series models A Mayer Economics Letters 193, 109335, 2020 | 1 | 2020 |
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 |