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1by Breunig, Christoph Published in Journal of econometrics (01.02.2015)“...This paper proposes several tests of restricted specification in nonparametric instrumental regression. Based on series estimators, test statistics are...”
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2by Breunig, Christoph Published in Econometric Theory (01.08.2020)“...There are many environments in econometrics which require nonseparable modeling of a structural disturbance. In a nonseparable model with endogenous...”
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3“...This paper is concerned with inference about low-dimensional components of a high-dimensional parameter vector β0 which is identified through instrumental...”
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4“...We consider the problem of estimating the value ℓ(ϕ) of a linear functional, where the structural function ϕ models a nonparametric relationship in presence of...”
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5by Breunig, Christoph Published in Journal of econometrics (01.04.2021)“...This paper analyzes unobserved heterogeneity when observed characteristics are modeled nonlinearly. The proposed model builds on varying random coefficients...”
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6by Breunig, Christoph Published in Journal of business & economic statistics (03.04.2019)“...This article proposes a test for missing at random (MAR). The MAR assumption is shown to be testable given instrumental variables which are independent of...”
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7“...In this paper, we suggest and analyze a new class of specification tests for random coefficient models. These tests allow to assess the validity of central...”
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9“...This paper addresses the problem of estimation of a nonparametric regression function from selectively observed data when selection is endogenous. Our approach...”
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11“...We consider the problem of estimating the value l(ρ) of a linear functional, where the structural function ρ models a nonparametric relationship in presence of...”
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12“...We consider the problem of regressions with selectively observed covariates in a nonparametric framework. Our approach relies on instrumental variables that...”
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13by Breunig, Christoph Kummer, Michael Ohnemus, Joerg Viete, Steffen Published in The econometrics journal (2020)“...Summary Missing values are a major problem in all econometric applications based on survey data. A standard approach assumes data are missing at random and...”
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16by Breunig, Christoph“...There are many environments in econometrics which require nonseparable modeling of a structural disturbance. In a nonseparable model with endogenous...”
22.09.2019
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18by Breunig, Christoph“...This paper provides a new methodology to analyze unobserved heterogeneity when observed characteristics are modeled nonlinearly. The proposed model builds on...”
09.04.2018
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19“...This paper considers adaptive estimation of quadratic functionals in the nonparametric instrumental variables (NPIV) models. Minimax estimation of a quadratic...”
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20“...We study a semi-/nonparametric regression model with a general form of nonclassical measurement error in the outcome variable. We show equivalence of this...”