Dr. Alexander Mayer
Universität zu Köln
Institut für Ökonometrie und Statistik
Universitätsstr. 24
Wiso, Gebäude 101
Bauteil 3
Raum: 2.314
D-50923 Köln
T +49 221 470-6210
E a.mayer@statistik.uni-koeln.de
Sprechstunde nach Vereinbarung per E-Mail.
Forschungsgebiete
- Zeitreihenökonometrie
Publications
- (Consistently) testing strict exogeneity against the alternative of predeterminedness in linear time-series models, (2020, vol. 193, Economics Letters) (https://doi.org/10.1016/j.econlet.2020.109335)
- On the Local Power of Some Tests of Strict Exogeneity in Linear Fixed Effects Models
(forthcoming, Econometrics & Statistics) (https://doi.org/10.1016/j.ecosta.2021.05.001)
Working Papers
- Estimation and Inference in Adaptive Learning Models with Slowly Decreasing Gains (2018; https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3373985)
- Estimation and Inference in Factor Copula Models with Exogenous
Covariates (joined with Dominik Wied) (https://arxiv.org/abs/2107.03366)