Helmut Farbmacher - Research



Recent work and work in progress

"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, forthcoming [ pdf | software ]

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"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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"Finite sample properties of the Anderson and Rubin (1949) test" (with Maurice Bun and Rutger Poldermans)
revise and resubmit at Econometric Reviews. [ pdf ]

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"The burden of child rearing and working on maternal mortality" (with Tabea Bucher-Koenen, Raphael Guber and Johan Vikström)
revise and resubmit at Demography. [ pdf ]

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Published and accepted papers

"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, forthcoming. [ pdf | software ]

"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 ]

"Semiparametric Count Data Modeling with an Application to Health Service Demand" (with Philipp Bach and Martin Spindler), Econometrics and Statistics, forthcoming. [ pdf ]

"Heterogeneous effects of a nonlinear price schedule for outpatient care" (with Peter Ihle, Ingrid Schubert, Joachim Winter and Amelie Wuppermann), Health Economics, forthcoming. [ pdf ]

"Testing under a special form of heteroscedasticity" (with Heinrich Kögel), Applied Economics Letters, 2017, 24(4), 264-268. [ pdf | code ]

"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 ]

"Extensions of hurdle models for overdispersed count data", Health Economics, 2013, 22(11), 1398-1404. [ pdf | software ]

"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 ]

"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 ]

"Estimation of hurdle models for overdispersed count data", Stata Journal, 2011, 11(1), 82-94. [ pdf | software ]