Work
- Alexander Mayer & Dominik Wied (2026) - Endogeneity Corrections in Binary Outcome Models With Nonlinear Transformations: Identification and Inference - Oxford Bulletin of Economics and Statistics, 88 (1), 45-56 - doi: 10.1111/obes.12687 - [link]
- Alexander Mayer & Michael Massmann (2026) - Least Squares Estimation in Nonstationary Nonlinear Cohort Panels with Learning from Experience - Journal of Business and Economic Statistics, 44 (1), 334-347 - doi: 10.1080/07350015.2025.2529325 - [link]
- Alexander Mayer, Dominik Wied & Victor Troster (2025) - Quantile Granger causality in the presence of instability☆ - Journal of Econometrics, 249 - doi: 10.1016/j.jeconom.2025.105992 - [link]
- Jorg Breitung, Alexander Mayer & Dominik Wied (2024) - Asymptotic properties of endogeneity corrections using nonlinear transformations - Econometrics Journal, 27 (3), 362-383 - [link]
- Marvin Borsch, Alexander Mayer & Dominik Wied (2024) - Consistent Estimation of Multiple Breakpoints in Dependence Measures - Journal of Business and Economic Statistics, 42 (2), 695-706 - doi: 10.1080/07350015.2023.2224850 - [link]
- Alexander Mayer & Dominik Wied (2023) - Estimation and inference in factor copula models with exogenous covariates - Journal of Econometrics, 235 (2), 1500-1521 - [link]
- Alexander Mayer (2023) - Two-step estimation in linear regressions with adaptive learning - Statistics and Probability Letters, 195 - doi: 10.1016/j.spl.2022.109761 - [link]
- Alexander Mayer (2022) - On the local power of some tests of strict exogeneity in linear fixed effects models - Econometrics and Statistics, 24, 49-74 - doi: 10.1016/j.ecosta.2021.05.001 - [link]
- Alexander Mayer (2022) - Estimation and Inference in Adaptive Learning Models with Slowly Decreasing Gains - Journal of Time Series Analysis, 43 (5), 720-749 - doi: 10.1111/jtsa.12636 - [link]
- Alexander Mayer (2020) - (Consistently) testing strict exogeneity against the alternative of predeterminedness in linear time-series models - Economics Letters, 193 - doi: 10.1016/j.econlet.2020.109335 - [link]
- Year
- 2025
- Course Code
- FEB23001
- Year
- 2025
- Course Code
- FEB23001X
- Year
- 2025
- Course Code
- FEB23016
- Year
- 2025
- Course Code
- FEM21019
- Year
- 2025
- Course Code
- TIC20899
