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
This paper shows that testability of reverse causality is possible even in the absence of exogenous variation, such as in the form of instrumental variables.
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.