26 citations · 42 across the 10 of their papers we have counts for
13 papers
Quantile Selection in the Gender Pay Gap
Egshiglen Batbayar, Christoph Breunig, Peter Haan +1
We propose a new approach to estimate selection-corrected quantiles of the gender wage gap. Our method employs instrumental variables that explain variation in the latent variable…
Double Robust Bayesian Inference on Average Treatment Effects
Christoph Breunig, Ruixuan Liu, Zhengfei Yu
We propose a double robust Bayesian inference procedure on the average treatment effect (ATE) under unconfoundedness. For our new Bayesian approach, we first adjust the prior distr…
Testability of Reverse Causality Without Exogenous Variation
Christoph Breunig, Patrick Burauel
This paper shows that testability of reverse causality is possible even in the absence of exogenous variation, such as in the form of instrumental variables. Instead of relying on…
Simple Adaptive Estimation of Quadratic Functionals in Nonparametric IV Models
Christoph Breunig, Xiaohong Chen
This paper considers adaptive, minimax estimation of a quadratic functional in a nonparametric instrumental variables (NPIV) model, which is an important problem in optimal estimat…
Nonclassical Measurement Error in the Outcome Variable
Christoph Breunig, Stephan Martin
We study a semi-/nonparametric regression model with a general form of nonclassical measurement error in the outcome variable. We show equivalence of this model to a generalized re…
Adaptive, Rate-Optimal Hypothesis Testing in Nonparametric IV Models
Christoph Breunig, Xiaohong Chen
We propose a new adaptive hypothesis test for inequality (e.g., monotonicity, convexity) and equality (e.g., parametric, semiparametric) restrictions on a structural function in a…
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…
Adaptive estimation of functionals in nonparametric instrumental regression
Christoph Breunig, Jan Johannes
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 instrumental variabl…
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…