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Alexander Mayer

Erasmus University Rotterdam (from arXiv:2603.01721, 2026) · ORCID · OpenAlex

11 papers in scope · 10 published · 7 on the econ.EM arXiv · 40 citations · h-index 3 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Davide Raggi
  2. Dominik Wied
  3. Michael Massmann
  4. Victor Troster
  5. Jörg Breitung
  6. Armando Rungi
  7. Roberto Fuentes-Martínez
  8. Tatsushi Oka
  9. Irene Crimaldi
  10. Sven Otto
  11. Rui Wang
  12. Yunyun Wang
  13. Richard H. Spady
  14. Blaise Melly
  15. Dan Zhu
  16. Iván Fernández-Val
  17. Javier Hualde
  18. Yannick Hoga
  19. Victor Chernozhukov
  20. Sami Stouli

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(7 of 11)

Local Gaussian copula inference with structural breaks: testing dependence predictability
working paper2026 · arXiv
with Tatsushi Oka, Dominik Wied
Paper profile arXiv arXiv:2603.01721
Least Squares Estimation in Nonstationary Nonlinear Cohort Panels with Learning from Experience
published2025 · Journal of Business and Economic Statistics · first circulated 2023
with Michael Massmann
Paper profile Journal of Business and Economic Statistics arXiv:2309.08982
Endogeneity Corrections in Binary Outcome Models With Nonlinear Transformations: Identification and Inference
published2025 · Oxford Bulletin of Economics and Statistics · 2 citations · first circulated 2024
with Dominik Wied
Paper profile Oxford Bulletin of Economics and Statistics arXiv:2408.06977
Quantile Granger causality in the presence of instability
published2025 · Journal of Econometrics · 6 citations · first circulated 2024
with Dominik Wied, Victor Troster
Paper profile Journal of Econometrics arXiv:2402.09744
Asymptotic properties of endogeneity corrections using nonlinear transformations
published2024 · Econometrics Journal · 19 citations · first circulated 2022
with Jörg Breitung, Dominik Wied
Paper profile Econometrics Journal arXiv:2207.09246
Consistent Estimation of Multiple Breakpoints in Dependence Measures
published2023 · Journal of Business and Economic Statistics · 1 citations · first circulated 2022
with Marvin Borsch, Dominik Wied
Journal of Business and Economic Statistics
Estimation and inference in factor copula models with exogenous covariates
published2023 · Journal of Econometrics · 3 citations · first circulated 2021
with Dominik Wied
Paper profile Journal of Econometrics arXiv:2107.03366
Two-step estimation in linear regressions with adaptive learning
published2022 · Statistics & Probability Letters · 1 citations
Paper profile Statistics & Probability Letters arXiv:2204.05298
Estimation and inference in adaptive learning models with slowly decreasing gains
published2021 · Journal of Time Series Analysis · 3 citations · first circulated 2019
Journal of Time Series Analysis
On the local power of some tests of strict exogeneity in linear fixed effects models
published2021 · Econometrics and Statistics · 2 citations
Econometrics and Statistics
(Consistently) testing strict exogeneity against the alternative of predeterminedness in linear time-series models
published2020 · Economics Letters · 3 citations · first circulated 2019
Economics Letters

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.