Browsing by Author "Breunig, Christoph"

Now showing items 1-5 of 5

2015-11-12Buch

Nonparametric Estimation in case of Endogenous Selection

Breunig, Christoph; Mammen, Enno; Simoni, Anna

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 ...
2016-08-31Buch

Specification Testing in Nonparametric Instrumental Quantile Regression

Breunig, Christoph

There are many environments in econometrics which require nonseparable modeling of a structural disturbance. In a nonseparable model, key conditions are validity of instrumental variables and monotonicity of the model in ...
2015-12-30Buch

Specification Testing in Random Coefficient Models

Breunig, Christoph; Hoderlein, Stefan

In this paper, we suggest and analyze a new class of specification tests for random coefficient models. These tests allow to assess the validity of central structural features of the model, in particular linearity in ...
2015-03-30Buch

Testing Missing at Random using Instrumental Variables

Breunig, Christoph

This paper proposes a test for missing at random (MAR). TheMARassumption is shown to be testable given instrumental variables which are independent of response given potential outcomes. A nonparametric testing procedure ...
2017-02-28Diskussionspapier

Testing Missing at Random using Instrumental Variables

Breunig, Christoph

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 ...