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., 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.
  • 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.