Fabian Dunker

Senior LecturerFabian Dunker

Jack Erskine 703
Internal Phone: 90704


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., Hoderlein S. and Kaido H. (2023) Nonparametric Identification of Random Coefficients in Aggregate Demand Models for Differentiated Products. Econometrics Journal http://dx.doi.org/10.1093/ectj/utad002.
  • Dunker F. (2021) Adaptive estimation for some nonparametric instrumental variable models with full independence. Electronic Journal of Statistics 15(2): 6151-6190. http://dx.doi.org/10.1214/21-EJS1938.
  • 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.
  • Dunker F., Klasen S. and Krivobokova T. (2019) Asymptotic Distribution and Simultaneous Confidence Bands for Ratios of Quantile Functions. Electronic Journal of Statistics 13(2): 4391-4415. http://dx.doi.org/10.1214/19-EJS1628.
  • Shen B., Dunker F. and Chen C. (2019) Simultaneous confidence bands for growth incidence curves in weighted sup-norm metrics. Statistics 53(6): 1269-1288. http://dx.doi.org/10.1080/02331888.2019.1660658.