Helmut Farbmacher - Research


Machine Learning and Data Science in Economics

JoE "An Explainable Attention Network for Fraud Detection in Claims Management" (with Leander Löw and Martin Spindler), Journal of Econometrics, forthcoming. [ pdf  |  replication code ]

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JBES "Instrument Validity Tests with Causal Forests" (with Raphael Guber and Sven Klaassen), Journal of Business and Economic Statistics, forthcoming. [ pdf | replication code ]

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JASA "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. [ pdf | software ]

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R&R
(1st round)
JoE
"Estimating Grouped Patterns of Heterogeneity in Repeated Public Goods Experiments" (with Sebastian Bordt and Heinrich Kögel) [ pdf | replication code ]

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R&R
(1st round)
LE
"Heterogeneous Effects of Poverty on Cognition" (with Heinrich Kögel and Martin Spindler) [ pdf | replication code ]

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work
in progress
"Selection Models with Data-Driven Exclusion Restrictions"   [ software ]

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work
in progress
"Causal Mediation Analysis with Double Machine Learning" (with Martin Huber, Henrika Langen and Martin Spindler) [ pdf ]

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Estimation and Testing

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

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EaS "Semiparametric Count Data Modeling with an Application to Health Service Demand" (with Philipp Bach and Martin Spindler), Econometrics and Statistics, 2018, 8, 125-140. [ pdf ]

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AEL "Testing under a Special Form of Heteroscedasticity" (with Heinrich Kögel), Applied Economics Letters, 2017, 24(4), 264-268. [ pdf | code ]

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SiM "The Many Weak Instrument Problem and Mendelian Randomization" (with Stephen Burgess, Neil Davies, Stephanie von Hinke Kessler Scholder, George Davey Smith and Frank Windmeijer), Statistics in Medicine, 2015, 34(3), 454-468. [ pdf | software ]

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JAE "GMM with Many Weak Moment Conditions: Replication and Application of Newey and Windmeijer (2009)", Journal of Applied Econometrics, 2012, 27(2), 343-346. [ pdf | software ]

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SJ "Estimation of Hurdle Models for Overdispersed Count Data", Stata Journal, 2011, 11(1), 82-94. [ pdf | software ]

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Applications in Health and Labor Economics

R&R
(1st round)
AJHE
"Financial Scarcity and Health: Evidence from the Food Stamp Program" (with Heinrich Kögel and Max Hartmann) [ pdf | code ]

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Demography "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. [ pdf ]

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JAE "Increasing the Credibility of the Twin Birth Instrument" (with Raphael Guber and Johan Vikström), Journal of Applied Econometrics, 2018, 33(3), 457-472. [ pdf | code ]

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HE "Heterogeneous Effects of a Nonlinear Price Schedule for Outpatient Care" (with Peter Ihle, Ingrid Schubert, Joachim Winter and Amelie Wuppermann), Health Economics, 2017, 26(10), 1234-1248. [ pdf ]

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HE "Extensions of Hurdle Models for Overdispersed Count Data", Health Economics, 2013, 22(11), 1398-1404. [ pdf | software ]

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HE "Per-period Co-payments and the Demand for Health Care: Evidence from Survey and Claims Data" (with Joachim Winter), Health Economics, 2013, 22(9), 1111-1123. [ pdf ]

Abstract