Assistant Professor
Department of Economics
Emory University
Email: christoph.breunig@emory.edu
Working Papers
Adaptive, Rate-Optimal Testing in Instrumental Variables Models with X. Chen
Adaptive Estimation of Quadratic Functionals in NPIV Models with X. Chen
Nonclassical Measurement Error in the Outcome Variable with S. Martin
Long-run Expectations of Households with I. Grabova, P. Haan, F. Weinhardt, and G. Weizsäcker
Published or Forthcoming Papers
The Standard Portfolio Choice Problem in Germany with S. Huck, T. Schmidt, and G. Weizsäcker (forthcoming in Economic Journal)
Nonparametric Regression with Selectively Missing Covariates with P. Haan (forthcoming in Journal of Econometrics)
Varying Random Coefficient Models (Journal of Econometrics, 2021, 221(2), 381-408)
Ill-posed Estimation in High-Dimensional Models with Instrumental Variables with E. Mammen and A. Simoni (Journal of Econometrics, 2020, 219(1), 171-200)
Specification Testing in Nonparametric Instrumental Quantile Regression (Econometric Theory, 2020, 27(03), 497–521)
IT Outsourcing and Firm Productivity: Eliminating Bias from Selective Missingness in the Dependent Variable with M. Kummer, J. Ohnemus, and S. Viete (Econometrics Journal, 2020, 23(1), 2020, 88–114)
Testing Missing at Random using Instrumental Variables (Journal of Business & Economic Statistics, 2019, 37(2), 223-234)
Specification Testing in Random Coefficient Models with S. Hoderlein (Quantitative Economics, 2018, 9(3), 1371-1417)
Nonparametric Estimation in case of Endogenous Selection with E. Mammen and A. Simoni (Journal of Econometrics, 2018, 202(2), 268-285)
Adaptive Estimation of Functionals in Nonparametric Instrumental Regression with J. Johannes (Econometric Theory, 2016, 32(03), 612-654)
Goodness-of-Fit Tests based on Series Estimators in Nonparametric Instrumental Regression (Journal of Econometrics, 2015, 184(2), 328-346)
