45 citations · 124 across the 11 of their papers we have counts for
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econ.EM2022★ 2 cited
Semiparametric Distribution Regression with Instruments and Monotonicity
Dominik Wied
This paper proposes IV-based estimators for the semiparametric distribution regression model in the presence of an endogenous regressor, which are based on an extension of IV probi…
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…