Professor Michael Massmann

Chair of Econometrics and Statistics

Room: H-212
Phone: +49 (0)261 6509 370
Email: michael.massman[at]whu.edu

Working Papers Publications Activities Short biography

Room: H-212
Phone: +49 (0)261 6509 370
Email: michael.massman[at]whu.edu

Working Papers Publications Activities Short biography

Working papers

arXiv:2404.12882

The modified conditional sum-of-squares estimator for fractionally integrated models

Kilinc, M. R. and M. Massmann (revise and resubmit Journal of Econometrics)

WHU Working Paper 21/01

Estimation of and inference on a vector of proportions, with jointly increasing population and sample size

Christopeit, N. and M. Massmann

arXiv:2404.12882

The modified conditional sum-of-squares estimator for fractionally integrated models

Kilinc, M. R. and M. Massmann (revise and resubmit Journal of Econometrics)

WHU Working Paper 21/01

Estimation of and inference on a vector of proportions, with jointly increasing population and sample size

Christopeit, N. and M. Massmann

Selected publications

Journal of Business & Economic Statistics

Least squares estimation in nonstationary nonlinear cohort panels with learning from experience

Mayer, A. and M. Massmann (forthcoming Journal of Business & Economic Statistics)

Electronic Journal of Statistics

Strong consistency of the least squares estimator in regression models with adaptive learning

Christopeit, N. and M. Massmann (2019), Strong consistency of the least squares estimator in regression models with adaptive learning, in: Electronic Journal of Statistics 13, pp. 1646–1693.

Econometric Theory

Estimating structural parameters in regression models with adaptive learning

Christopeit, N. and M. Massmann (2019), Estimating structural parameters in regression models with adaptive learning, in: Econometric Theory 34, pp. 68–111.

Journal of Monetary Economics

Inference in models with adaptive learning

Chevillon, G., M. Massmann, and S. Mavroeidis (2010), Inference in models with adaptive learning, in: Journal of Monetary Economics 57, pp. 341–351.

Journal of Business and Economic Statistics

Co-breaking: recent advances and a synopsis of the literature

Hendry, D. F. and M. Massmann (2007), Co-breaking: recent advances and a synopsis of the literature, in: Journal of Business and Economic Statistics 25, pp. 33–51.