The focus of my research is on statistical inverse problems and non-parametric methods in econometric models. Examples are non-parametric instrumental variables, random coefficient models, and stochastic differential equations.
- Dunker F. and Hohage T. (2017) Nonparametric estimation in stochastic differential equations by penalized maximum likelihood. Oberwolfach, Germany: Oberwolfach Workshop: Computational Inverse Problems for Partial Differential Equations, 14-20 May 2017. In Oberwolfach Reports 14
- Dunker F., Eckle K., Proksch K. and Schmidt-Hieber J. (2017) Tests for Qualitative Features in the Random Coefficients Model. arXiv.
- Dunker F., Kaido H. and Hoderlein S. (2017) Nonparametric identification of random coefficients in endogenous and heterogeneous aggregate demand models. Centre for microdata methods and practice. http://dx.doi.org/10.1920/wp.cem.2017.1117.
- Dunker F. (2015) Convergence of the Risk for Nonparametric IV Quantile Regression and Nonparametric IV Regression with Full Independence. arXiv.
- Dunker F. and Hohage T. (2014) On parameter identification in stochastic differential equations by penalized maximum likelihood. Inverse Problems 30(9): 095001-095001. http://dx.doi.org/10.1088/0266-5611/30/9/095001.