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Michael Massmann

WHU – Otto Beisheim School of Management (from arXiv:2404.12882, 2024) · OpenAlex

11 papers in scope · 10 published · 2 on the econ.EM arXiv · 339 citations · h-index 6 (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. Javier Hualde
  3. Grant Hillier
  4. Alexander Mayer
  5. Federico Martellosio
  6. Mustafa R. Kılınç
  7. Dominik Wied
  8. Noud van Giersbergen
  9. Kees Jan van Garderen
  10. Xinyue Bei
  11. Morten Ørregaard Nielsen
  12. Victor Troster
  13. Douglas L. Miller
  14. Jörg Breitung
  15. Armando Rungi
  16. Roberto Fuentes-Martínez
  17. Manu Navjeevan
  18. Tatsushi Oka
  19. Guowei Cui
  20. Irene Crimaldi

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

(3 of 11)

The modified conditional sum-of-squares estimator for fractionally integrated models
published2026 · Journal of Econometrics
with Mustafa R. Kılınç
Paper profile Journal of Econometrics arXiv:2404.12882
Least Squares Estimation in Nonstationary Nonlinear Cohort Panels with Learning from Experience
published2025 · Journal of Business and Economic Statistics · first circulated 2023
with Alexander Mayer
Paper profile Journal of Business and Economic Statistics arXiv:2309.08982
Testing the order of fractional integration when smooth deterministic trends are possibly present
working paper2024 · arXiv
with Mustafa R. Kılınç
Paper profile arXiv arXiv:2410.10749
Strong consistency of the least squares estimator in regression models with adaptive learning
published2019 · Electronic Journal of Statistics · 5 citations · first circulated 2017
with Norbert Christopeit
Electronic Journal of Statistics
ESTIMATING STRUCTURAL PARAMETERS IN REGRESSION MODELS WITH ADAPTIVE LEARNING
published2017 · Econometric Theory · 15 citations · first circulated 2013
with Norbert Christopeit
Econometric Theory
Inference in models with adaptive learning
published2010 · Journal of Monetary Economics · 46 citations
with Guillaume Chevillon, Sophocles Mavroeidis
Journal of Monetary Economics
Co-Breaking
published2006 · Journal of Business and Economic Statistics · 92 citations
with David F. Hendry
Journal of Business and Economic Statistics
Cobra: A package for co-breaking analysis
published2006 · Computational Statistics & Data Analysis · 5 citations
Computational Statistics & Data Analysis
Reconsidering the Evidence
published2005 · Journal of Business Cycle Measurement and Analysis · 115 citations
with James Mitchell
Journal of Business Cycle Measurement and Analysis
Business Cycles and Turning Points: A Survey of Statistical Techniques
published2003 · National Institute Economic Review · 37 citations
with James Mitchell, Martin Weale
National Institute Economic Review
Have UK and Eurozone Business Cycles Become More Correlated?
published2002 · National Institute Economic Review · 24 citations
with James Mitchell
National Institute Economic Review

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.