Zobrazeno 1 - 10
of 10
pro vyhledávání: '"Christoph Breunig"'
Publikováno v:
The Econometrics Journal. 23:88-114
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 uses imputation methods or even listwise deletion. This approach is justified if item nonrespo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8848a26ba3260e0330156c28ab551217
https://doi.org/10.1093/ectj/utz016
https://doi.org/10.1093/ectj/utz016
The rational expectations assumption, e.g. in life-cycle models and portfolio-choice models, prescribes that all actions are in line with a well-structured and unbiased system of expectations. In reality, justification and identification of expectati
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::98ab0d9e13123f72c81581fe979b2e72
https://hdl.handle.net/10419/273316
https://hdl.handle.net/10419/273316
Autor:
Christoph Breunig, Xiaohong Chen
Publikováno v:
SSRN Electronic Journal.
This paper proposes simple, data-driven, optimal rate-adaptive inferences on a structural function in semi-nonparametric conditional moment restrictions. We consider two types of hypothesis tests based on leave-one-out sieve estimators. A structure-s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2119851cab9ca946a6ba50b5a4f4f0df
https://doi.org/10.2139/ssrn.3628886
https://doi.org/10.2139/ssrn.3628886
Publikováno v:
Journal of Econometrics
Journal of Econometrics, Elsevier, 2018, 202 (2), pp.268-285. ⟨10.1016/j.jeconom.2017.11.002⟩
Journal of Econometrics, Elsevier, 2018, 202 (2), pp.268-285. ⟨10.1016/j.jeconom.2017.11.002⟩
This paper addresses the problem of estimation of a nonparametric regression function from selectively observed data when selection is endogenous. Our approach relies on independence between covariates and selection conditionally on potential outcome
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9c8be803af5f61d1d7c8242b3799542c
https://doi.org/10.1016/j.jeconom.2017.11.002
https://doi.org/10.1016/j.jeconom.2017.11.002
Autor:
Christoph Breunig
Publikováno v:
Journal of Business & Economic Statistics. 37:223-234
This paper proposes a test for missing at random (MAR). The MAR assumption is shown to be testable given instrumental variables which are independent of response given potential outcomes. A nonparametric testing procedure based on integrated squared
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::af02f2e117e4a7605e152121ab752b20
https://doi.org/10.1080/07350015.2017.1302879
https://doi.org/10.1080/07350015.2017.1302879
Autor:
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 coefficients (VRC) that are determined by nonlinear functions of observed reg
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a50fa65474d96780282cfb1d4a692f57
Autor:
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 latent covariates but have no direct effect on selection. The regress
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5a7197b5e913bac1c433b5924882be2d
Publikováno v:
Journal of Econometrics
Journal of Econometrics, Elsevier, 2020, 219 (1), pp.171-200. ⟨10.1016/j.jeconom.2020.04.043⟩
Journal of Econometrics, Elsevier, 2020, 219 (1), pp.171-200. ⟨10.1016/j.jeconom.2020.04.043⟩
This paper is concerned with inference about low-dimensional components of a high-dimensional parameter vector β 0 which is identified through instrumental variables. We allow for eigenvalues of the expected outer product of included and excluded co
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0dfbcea70cd74d0bdf0dcda341df8586
Publikováno v:
SSRN Electronic Journal.
Missing values are a major problem in all econometric applications based on survey data. A standard approach assumes data are missing-at-random and uses imputation methods, or even listwise deletion. This approach is justified if item non-response do
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f4e4e06ef990367932f2354eba0a4ff1
https://doi.org/10.2139/ssrn.2896759
https://doi.org/10.2139/ssrn.2896759
Autor:
Jan Johannes, Christoph Breunig
We consider the problem of estimating the valueℓ(ϕ) of a linear functional, where the structural functionϕmodels a nonparametric relationship in presence of instrumental variables. We propose a plug-in estimator which is based on a dimension redu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::504fe419cb4727b9488a673dc6e5a24f