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Varying random coefficient models

Breunig, Christoph - In: Journal of econometrics 221 (2021) 2, pp. 381-408

Persistent link: https://www.econbiz.de/10012619241

Testing missing at random using instrumental variables

Breunig, Christoph - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 2, pp. 223-234

Persistent link: https://www.econbiz.de/10012176614

The standard portfolio choice problem in Germany

Breunig, Christoph; Huck, Steffen; Schmidt, Tobias; … - In: The economic journal : the journal of the Royal … 131 (2021) 638, pp. 2413-2446

Persistent link: https://www.econbiz.de/10012620765

Nonparametric regression with selectively missing covariates

Breunig, Christoph; Haan, Peter - In: Journal of econometrics 223 (2021) 1, pp. 28-52

Persistent link: https://www.econbiz.de/10012619957

Long-run expectations of households

Breunig, Christoph; Grabova, Iuliia; Haan, Peter; … - In: Journal of behavioral and experimental finance 31 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10012815630

Ill-posed estimation in high-dimensional models with instrumental variables

Breunig, Christoph; Mammen, Enno; Simoni, Anna - In: Journal of econometrics 219 (2020) 1, pp. 171-200

Persistent link: https://www.econbiz.de/10012483200

Adaptive estimation of functionals in nonparametric instrumental regression

Breunig, Christoph; Johannes, Jan - In: Econometric theory 32 (2016) 3, pp. 612-654

Persistent link: https://www.econbiz.de/10011606816

Information technology outsourcing and firm productivity : eliminating bias from selective missingness in the dependent variable

Breunig, Christoph; Kummer, Michael E.; Ohnemus, Joerg; … - In: The econometrics journal 23 (2020) 1, pp. 88-114

Persistent link: https://www.econbiz.de/10012167245

Nonparametric estimation in case of endogenous selection

Breunig, Christoph; Mammen, Enno; Simoni, Anna - In: Journal of econometrics 202 (2018) 2, pp. 268-285

Persistent link: https://www.econbiz.de/10011974570

Goodness-of-fit tests based on series estimators in nonparametric instrumental regression

Breunig, Christoph - In: Journal of Econometrics 184 (2015) 2, pp. 328-346

This paper proposes several tests of restricted specification in nonparametric instrumental regression. Based on series estimators, test statistics are established that allow for tests of the general model against a parametric or nonparametric specification as well as a test of exogeneity of the...

Persistent link: https://www.econbiz.de/10011117418