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Alexander Mayer

WHU - Otto Beisheim School of Management

Burgplatz 2

Vallendar, 56179

Germany

  • WHU - Otto Beisheim School of Management

SCHOLARLY PAPERS

3

DOWNLOADS

523

TOTAL CITATIONS

4

Scholarly Papers (3)

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1.

On the Local Power of Some Tests of Strict Exogeneity in Linear Fixed Effects Models

Econometrics and Statistics
Number of pages: 57 Posted: 26 Apr 2016 Last Revised: 22 Apr 2022
Alexander Mayer
WHU - Otto Beisheim School of Management
Downloads 341 (219,867)
Citation 3

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strict exogeneity, variable-addition test, incremental Sargan test, Hausman test, local power, near-epoch dependence

2.

Estimation and inference in adaptive learning models with (slowly) decreasing gains

Number of pages: 65 Posted: 15 May 2019 Last Revised: 11 May 2021
Alexander Mayer
WHU - Otto Beisheim School of Management
Downloads 111 (635,507)
Citation 1

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Adaptive learning, rational expectations, asymptotic collinearity, non-stationary regression, degenerate variances, co-integration, strong mixing, (generalized) Wald-statistic

3.

(Consistently) Testing Strict Exogeneity Against the Alternative of Predeterminedness in Linear Time-Series Models

Economics Letters, Vol. 193, 2020
Number of pages: 40 Posted: 01 Jan 2020 Last Revised: 26 Jun 2020
Alexander Mayer
WHU - Otto Beisheim School of Management
Downloads 71 (883,195)

Abstract:

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Strict exogeneity, long autoregressions, kernel function, extreme value theory, many regressors/instruments