no code implementations • 29 Nov 2022 • Christoph Breunig, Ruixuan Liu, Zhengfei Yu
We propose a double robust Bayesian inference procedure on the average treatment effect (ATE) under unconfoundedness.
no code implementations • 13 Jul 2021 • Christoph Breunig, Patrick Burauel
Instead of relying on exogenous variation, we achieve testability by imposing relatively weak model restrictions.
no code implementations • 28 Jan 2021 • Christoph Breunig, Xiaohong Chen
This paper considers adaptive, minimax estimation of a quadratic functional in a nonparametric instrumental variables (NPIV) model, which is an important problem in optimal estimation of a nonlinear functional of an ill-posed inverse regression with an unknown operator.
no code implementations • 26 Sep 2020 • Christoph Breunig, Stephan Martin
We study a semi-/nonparametric regression model with a general form of nonclassical measurement error in the outcome variable.
no code implementations • 17 Jun 2020 • Christoph Breunig, Xiaohong Chen
We propose a new adaptive hypothesis test for inequality (e. g., monotonicity, convexity) and equality (e. g., parametric, semiparametric) restrictions on a structural function in a nonparametric instrumental variables (NPIV) model.