Alexander Simon MAYER

Position
Researcher
Telephone
041 234 9106
E-mail
alexandersimon.mayer@unive.it
Scientific sector (SSD)
ECONOMETRIA [SECS-P/05]
Website
www.unive.it/people/alexandersimon.mayer (personal record)
 https://sites.google.com/view/alexandersimonmayer
Office
Department of Economics
Website: https://www.unive.it/dep.economics
Where: San Giobbe

Publications

Anno Tipologia Pubblicazione
Anno Tipologia Pubblicazione
2024 Articolo su rivista Breitung, Jörg; Mayer, Alexander; Wied, Dominik Asymptotic properties of endogeneity corrections using nonlinear transformations in ECONOMETRICS JOURNAL, vol. in press (ISSN 1368-4221)
DOI - Scheda ARCA: 10278/5046700
2024 Articolo su rivista Marvin Borsch; Alexander Mayer; Dominik Wied Consistent Estimation of Multiple Breakpoints in Dependence Measures in JOURNAL OF BUSINESS & ECONOMIC STATISTICS, vol. in press (ISSN 0735-0015)
DOI - Scheda ARCA: 10278/5007326
2024 Working paper Alexander Mayer; Dominik Wied; Victor Troster Quantile Granger causality in the presence of instability
- URL correlato - Scheda ARCA: 10278/5048760
2023 Articolo su rivista Alexander Mayer; Dominik Wied Estimation and inference in factor copula models with exogenous covariates in JOURNAL OF ECONOMETRICS, vol. 235, pp. 1500-1521 (ISSN 0304-4076)
DOI - URL correlato - Scheda ARCA: 10278/5007325
2023 Articolo su rivista Mayer, Alexander Two-step estimation in linear regressions with adaptive learning in STATISTICS & PROBABILITY LETTERS, vol. 195, pp. 109761 (ISSN 0167-7152)
DOI - Scheda ARCA: 10278/5011100
2023 Working paper Jörg Breitung; Alexander Mayer; Dominik Wied Asymptotic properties of endogeneity corrections using nonlinear transformations
DOI - Scheda ARCA: 10278/5015701
2023 Working paper Alexander Mayer; Michael Massmann Least squares estimation in nonlinear cohort panels with learning from experience
DOI - URL correlato - Scheda ARCA: 10278/5038101
2022 Articolo su rivista Mayer, A Estimation and inference in adaptive learning models with slowly decreasing gains in JOURNAL OF TIME SERIES ANALYSIS, vol. 43, pp. 720-749 (ISSN 0143-9782)
DOI - URL correlato - Scheda ARCA: 10278/5007324
2022 Articolo su rivista Mayer, A On the local power of some tests of strict exogeneity in linear fixed effects models in ECONOMETRICS AND STATISTICS, vol. 24, pp. 49-74 (ISSN 2452-3062)
DOI - URL correlato - Scheda ARCA: 10278/5007323
2022 Working paper Alexander Mayer Two-step estimation in linear regressions with adaptive learning , vol. 195
DOI - URL correlato - Scheda ARCA: 10278/5007327
2020 Articolo su rivista Mayer, A (Consistently) testing strict exogeneity against the alternative of predeterminedness in linear time-series models in ECONOMICS LETTERS, vol. 193, pp. 109335 (ISSN 0165-1765)
DOI - URL correlato - Scheda ARCA: 10278/5007322