Wiesenfarth, M., Hisgen, C. M., Kneib, T., Cadarso-Suarez, C. (2014). Bayesian Nonparametric Instrumental Variables Regression based on Penalized Splines and Dirichlet Process Mixtures. Journal of Business & Economic Statistics (accepted).
AdaptFitOS: R package that accompanies the paper "Direct Simultaneous Inference in Additive Models and its Application to Model Undernutrition". Fits semiparametric regression models with spatially adaptive penalized splines and computes simultaneous confidence bands. Windows binary / on cran.r-project.org
bayesIV: R package accompanying papers on Bayesian geoadditive sample selection models and nonparametric instrumental variable regression. See help("bayesIV-package") for an overview. Windows binary
Wiesenfarth, M (2012). Estimation and Inference in Special Nonparametirc Models with Applications to Topics in Develpment Economics. Supervised by Prof. Tatyana Krivobokova