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Breitung, Jörg ORCID: 0000-0001-7367-0863, Mayer, Alexander and Wied, Dominik ORCID: 0000-0003-4252-2918 (2023). Asymptotic Properties of Endogeneity Corrections Using Nonlinear Transformations (version, v3). Cornell University NY USA. Working Paper.
Mayer, Alexander (2020). (Consistently) testing strict exogeneity against the alternative of predeterminedness in linear time-series models. Econ. Lett., 193. LAUSANNE: ELSEVIER SCIENCE SA. ISSN 1873-7374
Mayer, Alexander . ESTIMATION AND INFERENCE IN ADAPTIVE LEARNING MODELS WITH SLOWLY DECREASING GAINS. J. Time Ser. Anal.. HOBOKEN: WILEY. ISSN 1467-9892
Mayer, Alexander ORCID: 0000-0001-5938-8394 (2022). On the local power of some tests of strict exogeneity in linear fixed effects models. Econom. Stat., 24. S. 49 - 75. AMSTERDAM: ELSEVIER. ISSN 2452-3062