Research Centre ´´Poverty, Equity and Growth in Developing Countries´´

Publications


  • On Parameter Identification in Stochastic Differential Equations by Penalized Maximum Likelihood, jointly with Thorsten Hohage; Inverse Problems 30 095001, DOI: 10.1088/0266-5611/30/9/095001, arXiv:1404.0651, [preprint].

  • Iterative Estimation of Solutions to Noisy Nonlinear Operator Equations in Nonparametric Instrumental Regression, jointly with Jean-Pierre Florens, Thorsten Hohage, Jan Johannes, Enno Mammen; Journal of Econometrics, 178 (2014), 444-455, DOI: 10.1016/j.jeconom.2013.06.001, [preprint].

  • Nonlinear Inverse Problems with Noisy Operators in Econometrics, jointly with Jean-Pierre Florens, Thorsten Hohage, Jan Johannes, Enno Mammen; Oberwolfach Report 51/2012 41-42.

  • Nonlinear Inverse Problems with Noisy Operators and Applications in Nonparametric Instrumental Regression; Der andere Verlag, Uelvesbüll, 2012 (dissertation).


Preprints


  • Tests for Qualitative Features in the Random Coefficients Model, jointly with Konstantin Eckle, Katharina Proksch, Johannes Schmidt-Hieber; submitted, arXiv:1704.01066.

  • Convergence of the Risk for Nonparametric IV Quantile Regression and Nonparametric IV Regression with Full Independence; revise and resubmit, Econometric Theory, arXiv:1511.03977, [preprint].

  • Nonparametric identification of random coefficients in endogenous and heterogeneous aggregate demand models, jointly with Stefan Hoderlein, Hiroaki Kaido; submitted, Cemmap Working Paper 11/17.

  • Random Coefficients in Static Games of Complete Information, jointly with Stefan Hoderlein, Hiroaki Kaido. Cemmap Working Paper 12/13, reject and resubmit Journal of Econometrics, [preprint].