26 citations · 42 across the 10 of their papers we have counts for
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econ.EM2018
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…
econ.EM2018
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…
econ.EM2018
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…