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Journal Article
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
Preprints, Working Papers or Reports
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.