26 citations · 30 across the 2 of their papers we have counts for
6 papers
Goodness-of-Fit Tests based on Series Estimators in Nonparametric Instrumental Regression
Christoph Breunig
This paper proposes several tests of restricted specification in nonparametric instrumental regression. Based on series estimators, test statistics are established that allow for t…
Specification Testing in Nonparametric Instrumental Quantile Regression
Christoph Breunig
There are many environments in econometrics which require nonseparable modeling of a structural disturbance. In a nonseparable model with endogenous regressors, key conditions are…
Nonparametric Regression with Selectively Missing Covariates
Christoph Breunig, Peter Haan
We consider the problem of regression with selectively observed covariates in a nonparametric framework. Our approach relies on instrumental variables that explain variation in the…
Ill-posed Estimation in High-Dimensional Models with Instrumental Variables
Christoph Breunig, Enno Mammen, Anna Simoni
This paper is concerned with inference about low-dimensional components of a high-dimensional parameter vector which is identified through instrumental variables. We allow fo…
Varying Random Coefficient Models
Christoph Breunig
This paper provides a new methodology to analyze unobserved heterogeneity when observed characteristics are modeled nonlinearly. The proposed model builds on varying random coeffic…
On rate optimal local estimation in nonparametric instrumental regression
Christoph Breunig, Jan Johannes
We consider the problem of estimating the value of a linear functional in nonparametric instrumental regression, where in the presence of an instrument W a response Y is modeled in…