Jack Erskine 703
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., 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. (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., Klasen S. and Krivobokova T. (2017) Asymptotic Distribution and Simultaneous Confidence Bands for Ratios of Quantile Functions. ArXiv.