Fabian Dunker

LecturerFabian Dunker

Jack Erskine 703

Qualifications

Research Interests

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.

Recent Publications

  • Dunker F., Eckle K., Proksch K. and Schmidt-Hieber J. (2019) Tests for qualitative features in the random coefficients model. Electronic Journal of Statistics 13(2): 2257-2306. http://dx.doi.org/10.1214/19-EJS1570.
  • Shen B., Dunker F. and Chen C. (2019) Simultaneous confidence bands for growth incidence curves in weighted sup-norm metrics. Statistics.
  • Dunker F., Hoderlein S., Kaido H. and Sherman R. (2018) Nonparametric identification of the distribution of random coefficients in binary response static games of complete information. Journal of Econometrics 206(1): 83-102. http://dx.doi.org/10.1016/j.jeconom.2018.01.010.
  • Dunker F. and Hohage T. (2014) On parameter identification in stochastic differential equations by penalized maximum likelihood. Inverse Problems 30(9) 095001: 20. http://dx.doi.org/10.1088/0266-5611/30/9/095001.
  • Dunker F., Florens J-P., Hohage T., Johannes J. and Mammen E. (2014) Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression. Journal of Econometrics 178(3): 444-455. http://dx.doi.org/10.1016/j.jeconom.2013.06.001.