38 citations · 62 across the 8 of their papers we have counts for
9 papers
Changes in Risk Appreciation, and Short Memory of House Buyers When the Market is Hot, a Case Study of Christchurch, New Zealand
Emil Mendoza, Fabian Dunker, Marco Reale
In this paper house prices in Christchurch are analyzed over three distinct periods of time: post-2011 earthquake, pre-COVID-19 lockdown, and post-COVID-19 lockdown using the well-…
Nonparametric Identification of Random Coefficients in Endogenous and Heterogeneous Aggregate Demand Models
Fabian Dunker, Stefan Hoderlein, Hiroaki Kaido
This paper studies nonparametric identification in market level demand models for differentiated products with heterogeneous consumers. We consider a general class of models that a…
Nonparametric Estimation of the Random Coefficients Model in Python
Emil Mendoza, Fabian Dunker, Marco Reale
We present , a Python module that implements Regularized Maximum Likelihood Estimation for the analysis of Random Coefficient models. is simple t…
Regularized Maximum Likelihood Estimation for the Random Coefficients Model
Fabian Dunker, Emil Mendoza, Marco Reale
The random coefficients model , with , , i.i.d, and independent of…
Asymptotic Distribution and Simultaneous Confidence Bands for Ratios of Quantile Functions
Fabian Dunker, Stephan Klasen, Tatyana Krivobokova
Ratio of medians or other suitable quantiles of two distributions is widely used in medical research to compare treatment and control groups or in economics to compare various econ…
Tests for qualitative features in the random coefficients model
Fabian Dunker, Konstantin Eckle, Katharina Proksch +1
The random coefficients model is an extension of the linear regression model that allows for unobserved heterogeneity in the population by modeling the regression coefficients as r…
Adaptive estimation for some nonparametric instrumental variable models
Fabian Dunker
The problem of endogeneity in statistics and econometrics is often handled by introducing instrumental variables (IV) which fulfill the mean independence assumption, i.e. the unobs…
On parameter identification in stochastic differential equations by penalized maximum likelihood
Fabian Dunker, Thorsten Hohage
In this paper we present nonparametric estimators for coefficients in stochastic differential equation if the data are described by independent, identically distributed random vari…
Iterative Estimation of Solutions to Noisy Nonlinear Operator Equations in Nonparametric Instrumental Regression
Fabian Dunker, Jean-Pierre Florens, Thorsten Hohage +2
This paper discusses the solution of nonlinear integral equations with noisy integral kernels as they appear in nonparametric instrumental regression. We propose a regularized Newt…