Alexander Simon MAYER

Alexander Mayer; Michael Massmann Least squares estimation in nonstationary nonlinear cohort panels with learning from experience in JOURNAL OF BUSINESS & ECONOMIC STATISTICS, vol. in press (ISSN 0735-0015)
DOI In corso di stampa, Articolo su rivista - Scheda ARCA: 10278/5038101

Alexander Mayer; Dominik Wied; Victor Troster Quantile Granger causality in the presence of instability in JOURNAL OF ECONOMETRICS, vol. in press (ISSN 0304-4076)
DOI 2025, Articolo su rivista - Scheda ARCA: 10278/5048760

Breitung, Jörg; Mayer, Alexander; Wied, Dominik Asymptotic properties of endogeneity corrections using nonlinear transformations in ECONOMETRICS JOURNAL, vol. in press (ISSN 1368-4221)
DOI 2024, Articolo su rivista - Scheda ARCA: 10278/5046700

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 2024, Articolo su rivista - Scheda ARCA: 10278/5007326

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 2023, Articolo su rivista - Scheda ARCA: 10278/5007325

Tutte le pubblicazioni