Applied Econometrics at TUM

Our research and teaching focus on econometric and data science methods with applications in economics and management.

Teaching

A substantial part of our teaching involves conveying basic and advanced techniques in Data Science, Econometrics and Machine Learning. We offer a wide range of lectures, seminars, project studies and final theses in this field.

Research

A vital aspect of the digital transformation is the exploration and analysis of big data, which are often not amenable to standard econometric models. In a series of publications, we propose machine learning techniques that can be used for these purposes and apply them to key research questions in health, labour and experimental economics.

Team

For more information about us, please visit our team page.

Selected publications (click to see all publications)

"Causal mediation analysis with double machine learning" (with Martin Huber, Lukas Laffers, Henrika Langen, and Martin Spindler), Econometrics Journal, 25(2), 277-300

This paper combines causal mediation analysis with double machine learning to control for observed confounders in a data-driven way under a…

"An Explainable Attention Network for Fraud Detection in Claims Management" (with Leander Löw and Martin Spindler), Journal of Econometrics, 228(2), 244-258

Health insurers receive millions of claims per year. Given that information asymmetries between the principal (insurer) and the agents (health care…

"Instrument Validity Tests with Causal Forests" (with Raphael Guber and Sven Klaassen), Journal of Business and Economic Statistics, 2022, 40(2),605-614

Assumptions that are sufficient to identify local average treatment effects (LATEs) generate necessary conditions that allow instrument validity to be…

"On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments" (with Neil Davies, George Davey Smith and Frank Windmeijer), Journal of the American Statistical Association, 2019, 114(527), 1339-1350

We investigate the behavior of the Lasso for selecting invalid instruments in linear instrumental variables models for estimating causal effects of…

"Double Trouble: The Burden of Child Rearing and Working on Maternal Mortality" (with Tabea Bucher-Koenen, Raphael Guber and Johan Vikström), Demography, 2020, 57, 559-576

We study the consequences of actively raising children and simultaneously pursuing a career for mothers' health. Based on Swedish administrative data…

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