Simultaneous confidence bands for growth incidence curves in weighted sup-norm metrics

Autor: Fabian Dunker, Biyi Shen, Chixiang Chen

Publikováno v: Statistics. 53:1269-1288

The so-called growth incidence curve (GIC) is a popular way to evaluate the distributional pattern of economic growth and pro-poorness of growth in development economics. The log-transforma...

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::b33e3650a5358dd9acd5d84af249a28f
https://doi.org/10.1080/02331888.2019.1660658

Tests for qualitative features in the random coefficients model

Autor: Fabian Dunker, Konstantin Eckle, Katharina Proksch, Johannes Schmidt-Hieber

Publikováno v: Electron. J. Statist. 13, no. 2 (2019), 2257-2306
Electronic Journal of Statistics, 13(2), 2257-2306. Institute of Mathematical Statistics

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 random variables. Given data from this model, the statistical challenge

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::926021b9fe015abb2dd43880021d1fd3
https://projecteuclid.org/euclid.ejs/1562140822

Nonparametric identification of the distribution of random coefficients in binary response static games of complete information

Autor: Stefan Hoderlein, Robert Sherman, Fabian Dunker, Hiroaki Kaido

This paper studies binary response static games of complete information allowing complex heterogeneity through a random coefficients specification. The main result of the paper establishes nonparametric point identification of the joint density of al

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::312251f3c32325e892aeab295cdf4614
https://resolver.caltech.edu/CaltechAUTHORS:20180529-102940724

Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression

Autor: Fabian Dunker, Jan Johannes, Enno Mammen, Thorsten Hohage, Jean-Pierre Florens

Publikováno v: Journal of Econometrics. 178:444-455

This paper discusses the solution of nonlinear integral equations with noisy integral kernels as they appear in nonparametric instrumental regression. We propose a regularized Newton-type iteration and establish convergence and convergence rate resul

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::37d7eb2ef8d7291a185791a6d41f1db0
https://doi.org/10.1016/j.jeconom.2013.06.001

Nonparametric identification of endogenous and heterogeneous aggregate demand models: complements, bundles and the market level

Autor: Stefan Hoderlein, Hiroaki Kaido, Fabian Dunker

This paper studies nonparametric identification in market level demand models for differentiated products. We generalize common models by allowing for the distribution of heterogeneity parameters (random coefficients) to have a nonparametric distribu

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::717a7d523ef25448ccb5c23f4c165f29
https://doi.org/10.1920/wp.cem.2014.2314