Prof. Dr. Helmut Farbmacher
Academic Career and Research Areas
Prof. Farbmacher’s (*1979) research covers a wide range of topics in econometrics and data science with applications in health, labor, and experimental economics. He focuses on the exploration and analysis of big data. Standard econometric models are often not amenable to such data. They need to be extended and adapted to account for the complex structure of the data. His research has been published, among others, in the Journal of Econometrics, Journal of Business & Economic Statistics, and Journal of the American Statistical Association.
Prof. Farbmacher joined the TUM School of Management 2021 as a Professor of Applied Econometrics. He received his Ph.D. in Economics from the University of Munich (LMU) in 2012. In 2011, he joined the Max Planck Society as a Senior Researcher and was Head of the Health Econometrics Research Unit since 2014. From 2017 to 2018 he joined the University of Mannheim as a Professor of Microeconometrics and the University of Munich (LMU) as a Professor of Economics in the subsequent year.
Key Publications (all publications)
Farbmacher H, Huber M, Lafférs L, Langen H, Spindler M: "Causal mediation analysis with double machine learning". The Econometrics Journal. 2022.
AbstractFarbmacher H, Löw L, Spindler M: "An explainable attention network for fraud detection in claims management". Journal of Econometrics. 2020.
AbstractFarbmacher H, Guber R, Klaassen S: "Instrument Validity Tests With Causal Forests". Journal of Business & Economic Statistics. 2020.
AbstractWindmeijer F, Farbmacher H, Davies N, Smith GD: "On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments". Journal of the American Statistical Association. 2019; 114 (527): 1339-1350.
AbstractFarbmacher H, Guber R, Vikström J: "Increasing the credibility of the twin birth instrument". 2018; 33 (3): 457-472.
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