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Technische Universität München
Technische Universität München

Publications

"Linear fixed-effects estimation with nonrepeated outcomes" (with Harald Tauchmann), Econometrics Review, 2023, 42(8), 635-654

We demonstrate that popular linear fixed-effects panel-data estimators are biased and inconsistent when applied in a discrete-time hazard setting,…

"Causal mediation analysis with double machine learning" (with Martin Huber, Lukas Laffers, Henrika Langen, and Martin Spindler), Econometrics Journal, 2022, 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, 2020, 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…

“Heterogeneous Effects of Poverty on Attention” (with Heinrich Kögel and Martin Spindler), Labour Economics, 2021

We examine heterogeneity in the effect of poor financial circumstances on attention. Our analysis uses data from an experiment, which randomly…

"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…

"Economic Hardship, Sleep and Self-Rated Health: Evidence from the Supplemental Nutrition Assistance Program (SNAP)" (with Maximilian Hartmann and Heinrich Kögel), American Journal of Health Economics, 2022, forthcoming

The Supplemental Nutrition Assistance Program (SNAP) distributes vouchers for grocery shopping to around 43 million individuals across the United…

"Finite Sample Properties of the GMM Anderson-Rubin Test" (with Maurice Bun and Rutger Poldermans), Econometric Reviews, 2020, 39(10), 1042-1056

In the construction of the GMM version of the Anderson and Rubin (AR) test statistic there is the choice to use either uncentered or centered moment…

"Increasing the Credibility of the Twin Birth Instrument" (with Raphael Guber and Johan Vikström), Journal of Applied Econometrics, 2018, 33(3), 457-472

Twin births are an important instrument for the endogenous fertility decision. However, twin births are not exogenous either as dizygotic twinning is…

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