14 citations · 31 across the 7 of their papers we have counts for
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econ.EM2022★ 2 cited
Asymptotic Properties of Endogeneity Corrections Using Nonlinear Transformations
Jörg Breitung, Alexander Mayer, Dominik Wied
This paper considers a linear regression model with an endogenous regressor which arises from a nonlinear transformation of a latent variable. It is shown that the corresponding co…
stat.ME2022
Consistent Estimation of Multiple Breakpoints in Dependence Measures
Marvin Borsch, Alexander Mayer, Dominik Wied
This paper proposes different methods to consistently detect multiple breaks in copula-based dependence measures, mainly focusing on Spearman's . The leading model is a factor c…
econ.EM2022★ 1 cited
Two-step estimation in linear regressions with adaptive learning
Alexander Mayer
Weak consistency and asymptotic normality of the ordinary least-squares estimator in a linear regression with adaptive learning is derived when the crucial, so-called, `gain' param…