Our team

Room: 2412

Phone: +49 89 289 28566

Office hours: by appointment

ORCiD: https://orcid.org/0000-0002-3789-7742

CV: pdf

 

Office Management

Martin Oppenländer

Room2524

Phone: +49 89 289 25041

E-Mail: martin.oppenlaender[at]tum.de

Room: 0504.02.2413

Phone: +49 89 289 25806

Office hours: By appointment

ORCiD: https://orcid.org/0000-0002-3417-5015

 

Room: 0504.02.2413

Phone: +49 89 289 25806

Office hours: By appointment

Room: 0504.02.2409

E-Mail: gabriel.vollert[at]tum.de

Office hours: By appointment

All publications

2022

  • Bach, Philipp; Chernozhukov, Victor; Kurz, Malte S. Kurz; Spindler, Martin: DoubleML - An Object-Oriented Implementation of Double Machine Learning in Python. Journal of Machine Learning Research 23 (53), 2022, 1-6 mehr…
  • Farbmacher, Helmut; Guber, Raphael; Klaassen, Sven: Instrument Validity Tests With Causal Forests. Journal of Business & Economic Statistics 40 (2), 2022, 605-614 mehr…
  • Farbmacher, Helmut; Hartmann, Maximilian; Kögel, Heinrich: Economic Hardship, Sleep and Self-Rated Health: Evidence from the Supplemental Nutrition Assistance Program (SNAP). American Journal of Health Economics 8 (2), 2022, 216-251 mehr…
  • Farbmacher, Helmut; Huber, Martin; Lafférs, Lukáš; Langen, Henrika; Spindler, Martin: Causal Mediation Analysis with Double Machine Learning. Econometrics Journal 25 (2), 2022, 277-300 mehr…
  • Farbmacher, Helmut; Löw, Leander; Spindler, Martin: An Explainable Attention Network for Fraud Detection in Claims Management. Journal of Econometrics 228 (2), 2022, 244-258 mehr…
  • Kurz, Malte S.; Mittnik, Stefan: Risk Assessment and Spurious Seasonality. Econometrics and Statistics, 2022 mehr…
  • Kurz, Malte S.; Spanhel, Fabian: Testing the simplifying assumption in high-dimensional vine copulas. Electronic Journal of Statistics 16 (2), 2022 mehr…

2021

  • Farbmacher, Helmut; Kögel, Heinrich; Spindler, Martin: Heterogeneous Effects of Poverty on Attention. Labour Economics 71, 2021, 102028 mehr…
  • Kurz, Malte S.: Distributed Double Machine Learning with a Serverless Architecture. Companion of the ACM/SPEC International Conference on Performance Engineering, ACM, 2021Virtual Event, France mehr…

2020

  • Bucher-Koenen, Tabea; Farbmacher, Helmut; Guber, Raphael; Vikström, Johan: Double Trouble: The Burden of Child-rearing and Working on Maternal Mortality. Demography 57 (2), 2020, 559-576 mehr…
  • Bun, Maurice J. G.; Farbmacher, Helmut; Poldermans, Rutger W.: Finite Sample Properties of the GMM Anderson–Rubin Test. Econometric Reviews 39 (10), 2020, 1042-1056 mehr…

2019

  • Farbmacher, Helmut; Kann, Alexander: On the Effect of Imputation on the 2SLS Variance. On the Effect of Imputation on the 2SLS Variance, 2019 mehr…
  • Spanhel, Fabian; Kurz, Malte S.: Simplified vine copula models: Approximations based on the simplifying assumption. Electronic Journal of Statistics 13 (1), 2019 mehr…
  • Windmeijer, Frank; Farbmacher, Helmut; Davies, Neil; Davey Smith, George: On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments. Journal of the American Statistical Association 114 (527), 2019, 1339-1350 mehr…

2018

  • Bach, Philipp; Farbmacher, Helmut; Spindler, Martin: Semiparametric Count Data Modeling with an Application to Health Service Demand. Econometrics and Statistics 8, 2018, 125-140 mehr…
  • Farbmacher, Helmut; Guber, Raphael; Vikström, Johan: Increasing the Credibility of the Twin Birth Instrument. Journal of Applied Econometrics 33 (3), 2018, 457-472 mehr…
  • Helmut Farbmacher: SIVREG: Stata module to perform adaptive Lasso with some invalid instruments. SIVREG: Stata module to perform adaptive Lasso with some invalid instruments, 2018 mehr…
  • Kurz, Malte S.: A note on low-dimensional Kalman smoothers for systems with lagged states in the measurement equation. Economics Letters 168, 2018, 42-45 mehr…

2017

  • Farbmacher, Helmut; Ihle, Peter; Schubert, Ingrid; Winter, Joachim; Wuppermann, Amelie: Heterogeneous Effects of a Nonlinear Price Schedule for Outpatient Care. Health Economics 26 (10), 2017, 1234-1248 mehr…
  • Farbmacher, Helmut; Kögel, Heinrich: Testing under a Special Form of Heteroscedasticity. Applied Economics Letters 24 (4), 2017, 264-268 mehr…

2016

  • Spanhel, Fabian; Kurz, Malte S.: The partial copula: Properties and associated dependence measures. Statistics & Probability Letters 119, 2016, 76-83 mehr…

2015

  • Davies, Neil M.; von Hinke Kessler Scholder, Stephanie; Farbmacher, Helmut; Burgess, Stephen; Windmeijer, Frank; Smith, George Davey: The Many Weak Instruments Problem and Mendelian Randomization. Statistics in Medicine 34 (3), 2015, 454-468 mehr…

2013

  • Farbmacher, Helmut: Extensions of Hurdle Models for Overdispersed Count Data. Health Economics 22 (11), 2013, 1398-1404 mehr…
  • Farbmacher, Helmut; Winter, Joachim: Per-Period Co-Payments and the Demand for Health Care: Evidence from Survey and Claims Data. Health Economics 22 (9), 2013, 1111-1123 mehr…

2012

  • Farbmacher, Helmut: GMM with Many Weak Moment Conditions: Replication and Application of Newey and Windmeijer (2009). Journal of Applied Econometrics 27 (2), 2012, 343-346 mehr…

2011

  • Farbmacher, Helmut: Estimation of Hurdle Models for Overdispersed Count Data. The Stata Journal 11 (1), 2011, 82-94 mehr…