Alexander Simon MAYER

Qualifica
Ricercatore
Telefono
041 234 9106
E-mail
alexandersimon.mayer@unive.it
SSD
Econometria [ECON-05/A]
Sito web
www.unive.it/persone/alexandersimon.mayer (scheda personale)
 https://sites.google.com/view/alexandersimonmayer
Struttura
Dipartimento di Economia
Sito web struttura: https://www.unive.it/dip.economia
Sede: San Giobbe

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


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 2022, Articolo su rivista - Scheda ARCA: 10278/5007324


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 2022, Articolo su rivista - Scheda ARCA: 10278/5007323