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
Publikationen
- (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
(2021+, Econometrics & Statistics) (https://doi.org/10.1016/j.ecosta.2021.05.001) - Estimation and inference in adaptive learning models with slowly decreasing gains
(2021+, Journal of Time Series Analysis) (https://doi.org/10.1111/jtsa.12636) (R code)
Working Papers
- Estimation and inference in factor copula models with exogenous covariates
(joined with Dominik Wied) (https://arxiv.org/abs/2107.03366) - Two-step estimation in linear regressions with adaptive learning
(https://arxiv.org/abs/2204.05298) - Consistent estimation of multiple breakpoints in dependence measures
(joined with Marvin Borsch and Dominik Wied) (http://arxiv.org/abs/2206.04722)